FIX TAG 1094
PegPriceType
Definition
Defines the type of peg.
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Differences between the selected source snapshots, including wording and errata; not a migration guide.
FIX 5.0 SP2 FIX Latest · EP309
Values only in FIX Latest · EP309 1
10Short sale minimum price PegAdditional source detail
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).
Values 9
| Value | Meaning |
|---|---|
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 Additional detail from the official sourceShort 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). |
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").
Used in messages 8
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=8ExecutionReportPegInstructions35=DNewOrderSinglePegInstructions35=ENewOrderListListOrdGrp / PegInstructions35=GOrderCancelReplaceRequestPegInstructions35=sNewOrderCrossPegInstructions35=tCrossOrderCancelReplaceRequestPegInstructions35=ABNewOrderMultilegPegInstructions35=ACMultilegOrderCancelReplacePegInstructions