The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.
|Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType
|Defines the type of peg.
|Describes whether peg is static/fixed or floats
|Type of Peg Offset (e.g. price offset, tick offset etc)
|Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)
|If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)
|The scope of the "related to" price of the peg (e.g. local, global etc)
|Required if PegSecurityID is specified.
|Requires PegSecurityIDSource if specified.