Field PeggedRefPrice (1095) - FIX Protocol FIX.5.0SP2 EP240

Type: Price

The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding.

Added in protocol FIX.4.4 (22)

See in: FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.

Used in messages