Tag | Field Name | AbbrName | Req'd | Comments | ||
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211 | PegOffsetValue | OfstVal | Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType |
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1094 | PegPriceType | PegPxTyp | Defines the type of peg. | |||
835 | PegMoveType | MoveTyp | Describes whether peg is static/fixed or floats |
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836 | PegOffsetType | OfstTyp | Type of Peg Offset (e.g. price offset, tick offset etc) |
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837 | PegLimitType | LmtTyp | Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) |
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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) |
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840 | PegScope | Scope | The scope of the "related to" price of the peg (e.g. local, global etc) |
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1096 | PegSecurityIDSource | PegSecurityIDSource | Required if PegSecurityID is specified. | |||
1097 | PegSecurityID | PegSecID | Requires PegSecurityIDSource if specified. | |||
1098 | PegSymbol | PgSymbl | ||||
1099 | PegSecurityDesc | PegSecDesc | ||||
Used in the following messages and components | ExecutionReport NewOrderSingle OrderCancelReplaceRequest NewOrderCross CrossOrderCancelReplaceRequest NewOrderMultileg MultilegOrderCancelReplace ListOrdGrp |