| ID |
Name |
Abbr |
Presence |
Description |
| 211 | PegOffsetValue | OfstVal |
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)
|
| 1094 | PegPriceType | PegPxTyp |
optional |
SYNOPSIS:
Defines the type of peg.
|
| 835 | PegMoveType | MoveTyp |
optional |
SYNOPSIS:
Describes whether peg is static or floats
|
| 836 | PegOffsetType | OfstTyp |
optional |
SYNOPSIS:
Type of Peg Offset value
|
| 837 | PegLimitType | LmtTyp |
optional |
SYNOPSIS:
Type of Peg Limit
|
| 838 | PegRoundDirection | RndDir |
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
|
| 840 | PegScope | Scope |
optional |
SYNOPSIS:
The scope of the peg
|
| 1096 | PegSecurityIDSource | PegSecurityIDSource |
optional |
SYNOPSIS:
Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22)
|
| 1097 | PegSecurityID | PegSecID |
optional |
SYNOPSIS:
Defines the identity of the security off whose prices the order will peg.
|
| 1098 | PegSymbol | PgSymbl |
optional |
SYNOPSIS:
Defines the common, 'human understood' representation of the security off whose prices the order will Peg.
|
| 1099 | PegSecurityDesc | PegSecDesc |
optional |
SYNOPSIS:
Security description of the security off whose prices the order will Peg.
|