PegInstructions Component

<PegInstr>

Tag Field Name AbbrName Req'd Comments
211 PegOffsetValue OfstVal Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType
1094 PegPriceType PegPxTyp Defines the type of peg.
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)
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