Component
PegInstructions
| ID | 1013 |
| Pedigree | Added FIX.4.4 |
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.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
211 | Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType | Added FIX.4.4 | |||
1094 | Defines the type of peg. | Added EP-1 | |||
835 | Describes whether peg is static/fixed or floats | Added FIX.4.4 | |||
836 | Type of Peg Offset (e.g. price offset, tick offset etc) | Added FIX.4.4 | |||
837 | Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) | Added FIX.4.4 | |||
838 | If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) | Added FIX.4.4 | |||
840 | The scope of the "related to" price of the peg (e.g. local, global etc) | Added FIX.4.4 | |||
1096 | Required if PegSecurityID is specified. | Added EP-1 | |||
1097 | Requires PegSecurityIDSource if specified. | Added EP-1 | |||
1098 | Added EP-1 | ||||
1099 | Added EP-1 |
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