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.
Added
FIX.4.4
Expand Components | Collapse Components
| Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. |
|---|
 | 211 | PegOffsetValue | @OfstVal |
Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType | ||
| 835 | PegMoveType | @MoveTyp |
Describes whether peg is static/fixed or floats | ||
| 836 | PegOffsetType | @OfstTyp |
Type of Peg Offset (e.g. price offset, tick offset etc) | ||
| 837 | PegLimitType | @LmtTyp |
Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) | ||
| 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) | ||
| 840 | PegScope | @Scope |
The scope of the "related to" price of the peg (e.g. local, global etc) |
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