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.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 211 | Float | Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType | ||
| 1094 | Int Enum | Defines the type of peg | ||
| 835 | Int Enum | Describes whether peg is static/fixed or floats | ||
| 836 | Int Enum | Type of Peg Offset (e.g. price offset, tick offset etc) | ||
| 837 | Int Enum | Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) | ||
| 838 | Int Enum | If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) | ||
| 840 | Int Enum | The scope of the "related to" price of the peg (e.g. local, global etc) | ||
| 1096 | String Enum | Required if PegSecurityID is specified | ||
| 1097 | String | Requires PegSecurityIDSource if specified | ||
| 1098 | String | |||
| 1099 | String |