Type: int
Defines the type of peg.
Added in protocol FIX.4.4 (22)
See in: FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
Valid values
Value | Description | Added |
---|---|---|
1 | Last peg (last sale) | FIX.4.4 |
10 | Short sale minimum price Peg | FIX.5.0SP2 (123) |
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 |