Field PegPriceType (1094) - FIX Protocol FIX.5.0SP2

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 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

Used in components