FIX.5.0SP2 Component

PegInstructions

<PegInstr>

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

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Field or ComponentField NameFIXML nameReq'dCommentsDepr.
211PegOffsetValue@OfstVal 

Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType

 
1094PegPriceType@PegPxTyp 

Defines the type of peg.

 
835PegMoveType@MoveTyp 

Describes whether peg is static/fixed or floats

 
836PegOffsetType@OfstTyp 

Type of Peg Offset (e.g. price offset, tick offset etc)

 
837PegLimitType@LmtTyp 

Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)

 
838PegRoundDirection@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)

 
840PegScope@Scope 

The scope of the "related to" price of the peg (e.g. local, global etc)

 
1096PegSecurityIDSource@PegSecurityIDSource 

Required if PegSecurityID is specified.

 
1097PegSecurityID@PegSecID 

Requires PegSecurityIDSource if specified.

 
1098PegSymbol@PgSymbl  
1099PegSecurityDesc@PegSecDesc  
Used in messages:
[CrossOrderCancelReplaceRequest] [ExecutionReport] [MultilegOrderCancelReplace] [NewOrderCross] [NewOrderMultileg] [NewOrderSingle] [OrderCancelReplaceRequest]
Used in components:
[ListOrdGrp]