FIX TAG 211
PegDifference
Definition
Amount (signed) added to the price of the peg for a pegged order.
Compare versions
Differences between the selected source snapshots, including wording and errata; not a migration guide.
FIX 4.4 FIX 4.2
| Property | FIX 4.4 | FIX 4.2 |
|---|---|---|
| Name | PegOffsetValue | PegDifference |
| Type | float | PriceOffset |
Definition text changed
FIX 4.4
Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset)
FIX 4.2
Amount (signed) added to the price of the peg for a pegged order.
No enumerated values are defined for this field in this source.
About the PriceOffset data type
float field (see definition of "float" above) representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative.
Used in messages 4
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=8ExecutionReportMessage body35=DOrderSingleMessage body35=EOrderListListOrdGrp35=GOrderCancelReplaceRequestMessage body