FIX 5.0 SP1 : PegPriceType <1094> field

Type: int

Used In

Description

Defines the type of peg.

Valid values:

1 = Last peg (last sale)

2 = Mid-price peg (midprice of inside quote)

3 = Opening peg

4 = Market peg

5 = Primary peg (primary market - buy at bid or sell at offer)

7 = Peg to VWAP

8 = Trailing Stop Peg

9 = Peg to Limit Price

Used In

Onix Solutions