Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
1095 | PeggedRefPrice AbbrName: PggdRefPx |
Price | The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding. | ExecutionReport |