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FIXtags

FIX TAG 1094

PegPriceType

intAdded FIX.4.4 · EP22

Definition

Defines the type of peg.

Compare versions

Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 4.4 FIX 5.0 SP2

This tag is not present in the FIX 4.4 source. There is no definition or value list to compare.

Values 8

ValueMeaning
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

About the int data type

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Examples: 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723| The following data types are based on int.

Used in messages 8

Includes nested components and repeating groups. Open a location to see its surrounding requirements.