Type: int
Defines the type of peg.
Added in protocol FIX.4.4 (EP 22)
See in: FIX.5.0, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Last peg (last sale) | FIX.4.4 |
| 2 | Mid-price peg (midprice of inside quote) | FIX.4.4 |
| 3 | Opening peg | FIX.4.4 |
| 4 | Market peg | FIX.4.4 |
| 5 | Primary peg (primary market – buy at bid or sell at offer) | FIX.4.4 |
| 7 | Peg to VWAP | FIX.4.4 |
| 8 | Trailing Stop Peg | FIX.4.4 |
| 9 | Peg to Limit Price | FIX.4.4 |