related toprice of the peg (e.g. local, global etc)
The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.
Pedigree Added FIX.4.4
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| 211 | PegOffsetValue | OfstVal | Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType | Added FIX.4.4 | |
| 1094 | PegPriceType | PegPxTyp | Defines the type of peg. | Added EP-1 | |
| 835 | PegMoveType | MoveTyp | Describes whether peg is static/fixed or floats | Added FIX.4.4 | |
| 836 | PegOffsetType | OfstTyp | Type of Peg Offset (e.g. price offset, tick offset etc) | Added FIX.4.4 | |
| 837 | PegLimitType | LmtTyp | Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) | Added FIX.4.4 | |
| 838 | PegRoundDirection | RndDir | If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) | Added FIX.4.4 | |
| 840 | PegScope | Scope | The scope of the related toprice of the peg (e.g. local, global etc) | Added FIX.4.4 | |
| 1096 | PegSecurityIDSource | PegSecurityIDSource | Required if PegSecurityID is specified. | Added EP-1 | |
| 1097 | PegSecurityID | PegSecID | Requires PegSecurityIDSource if specified. | Added EP-1 | |
| 1098 | PegSymbol | PgSymbl | Added EP-1 | ||
| 1099 | PegSecurityDesc | PegSecDesc | Added EP-1 |
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