Description

Type: int

Defines the type of peg.

Valid values:

  • 1 = Last peg (last sale)
  • 2 = Mid-price peg (midprice of inside quote)
  • 3 = Opening peg
  • 4 = Market peg
  • 5 = Primary peg (primary market - buy at bid or sell at offer)
  • 7 = Peg to VWAP
  • 8 = Trailing Stop Peg
  • 9 = Peg to Limit Price
  • 10 = Short sale minimum price Peg

    Short sale minimum price Peg (published price that a short sell order must meet in order to comply with regulatory requirements, e.g. SEC uptick rules).

Used In