Defines the type of peg.
Code | Meaning |
---|---|
1 | Last peg (last sale) |
2 | Mid-price peg (midprice of inside quote) |
3 | Opening peg |
4 | Market peg |
5 | Primary peg (primary market - buy at bid or sell at offer) |
7 | Peg to VWAP |
8 | Trailing Stop Peg |
9 | Peg to Limit Price |
10 | Short sale minimum price Peg |