| 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 |
| 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) |
| 1094 |
PegPriceType |
N |
Defines the type of peg. |
| 1096 |
PegSecurityIDSource |
N |
Required if PegSecurityID is specified. |
| 1097 |
PegSecurityID |
N |
Requires PegSecurityIDSource if specified. |
| 1098 |
PegSymbol |
N |
|
| 1099 |
PegSecurityDesc |
N |
|
