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
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| 835 | Int Enum | Describes whether peg is static/fixed or floats
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| 836 | Int Enum | Type of Peg Offset (e.g. price offset, tick offset etc)
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| 837 | Int Enum | Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)
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| 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)
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| 840 | Int Enum | The scope of the "related to" price of the peg (e.g. local, global etc)
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