Component PegInstructions Scenario base

SYNOPSIS: 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.
ELABORATION:

ID Abbr
1013PegInstr

Pedigree

Added EP Updated EP Deprecated EP
FIX.4.4

Members

ID Name Abbr Presence Description
211PegOffsetValueOfstVal optional SYNOPSIS: Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset)
835PegMoveTypeMoveTyp optional SYNOPSIS: Describes whether peg is static or floats
836PegOffsetTypeOfstTyp optional SYNOPSIS: Type of Peg Offset value
837PegLimitTypeLmtTyp optional SYNOPSIS: Type of Peg Limit
838PegRoundDirectionRndDir optional SYNOPSIS: If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive
840PegScopeScope optional SYNOPSIS: The scope of the peg