Code Set
PegPriceTypeCodeSet
| ID | 1094 |
| Type | int |
| Pedigree | Added EP22 |
Defines the type of peg.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| LastPeg | 1 | Last peg (last sale) | Added EP-1 | |
| MidPricePeg | 2 | Mid-price peg (midprice of inside quote) | Added EP-1 | |
| OpeningPeg | 3 | Opening peg | Added EP-1 | |
| MarketPeg | 4 | Market peg | Added EP-1 | |
| PrimaryPeg | 5 | Primary peg (primary market - buy at bid or sell at offer) | Added EP-1 | |
| PegToVWAP | 7 | Peg to VWAP | Added EP-1 | |
| TrailingStopPeg | 8 | Trailing Stop Peg | Added EP-1 | |
| PegToLimitPrice | 9 | Peg to Limit Price | Added EP-1 | |
| ShortSaleMinPricePeg | 10 | Short sale minimum price Peg | 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). | Added EP123 |
Used in components:
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