| Tag |
Field Name |
Req'd |
Comments |
| 211 |
PegOffsetValue |
N |
Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType <836>
|
| 835 |
PegMoveType |
N |
Describes whether peg is static/fixed or floats
|
| 836 |
PegOffsetType |
N |
Type of Peg Offset (e.g. price offset, tick offset etc)
|
| 837 |
PegLimitType |
N |
Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)
|
| 838 |
PegRoundDirection |
N |
If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)
|
| 840 |
PegScope |
N |
The scope of the 'related to' price of the peg (e.g. local, global etc)
|
