| ID |
Name |
Value |
Description |
Supported |
Added |
EP |
Updated |
EP |
Deprecated |
EP |
| 1094001 | LastPeg | 1 | SYNOPSIS:
Last peg (last sale)
| ✓ | FIX.4.4 | | | | | |
| 1094002 | MidPricePeg | 2 | SYNOPSIS:
Mid-price peg (midprice of inside quote)
| ✓ | FIX.4.4 | | | | | |
| 1094003 | OpeningPeg | 3 | SYNOPSIS:
Opening peg
| ✓ | FIX.4.4 | | | | | |
| 1094004 | MarketPeg | 4 | SYNOPSIS:
Market peg
| ✓ | FIX.4.4 | | | | | |
| 1094005 | PrimaryPeg | 5 | SYNOPSIS:
Primary peg (primary market - buy at bid or sell at offer)
| ✓ | FIX.4.4 | | | | | |
| 1094006 | PegToVWAP | 7 | SYNOPSIS:
Peg to VWAP
| ✓ | FIX.4.4 | | | | | |
| 1094007 | TrailingStopPeg | 8 | SYNOPSIS:
Trailing Stop Peg
| ✓ | FIX.4.4 | | | | | |
| 1094008 | PegToLimitPrice | 9 | SYNOPSIS:
Peg to Limit Price
| ✓ | FIX.4.4 | | | | | |
| 1094009 | ShortSaleMinPricePeg | 10 | SYNOPSIS:
Short sale minimum price Peg
ELABORATION:
Short sale minimum price Peg (published price that a short sell order must meet in order to comply with regulatory requirements, e.g. SEC uptick rules).
| ✓ | FIX.5.0SP2 | 123 | | | | |