Skip to content
FIXtags

COMPONENT · SOURCE ID 1013

PegInstructions

Definition

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.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 211 PegOffsetValuefield—

    Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType

  2. 1094 PegPriceTypefield—

    Defines the type of peg.

  3. 835 PegMoveTypefield—

    Describes whether peg is static/fixed or floats

  4. 836 PegOffsetTypefield—

    Type of Peg Offset (e.g. price offset, tick offset etc)

  5. 837 PegLimitTypefield—

    Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)

  6. 838 PegRoundDirectionfield—

    If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)

  7. 840 PegScopefield—

    The scope of the "related to" price of the peg (e.g. local, global etc)

  8. 1096 PegSecurityIDSourcefield—

    Required if PegSecurityID is specified.

  9. 1097 PegSecurityIDfield—

    Requires PegSecurityIDSource if specified.

  10. 1098 PegSymbolfield—
  11. 1099 PegSecurityDescfield—

Used in messages

Direct parent structures