FIX 4.4 : <PegInstructions> component block

Structure | Used In


No specific description is available.


Tag Field Name Req'd Comments
211 PegOffsetValue N

Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType <836>

835 PegMoveType N

Describes whether peg is static/fixed or floats

836 PegOffsetType N

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

837 PegLimitType N

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

838 PegRoundDirection N

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 N

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

Used In