| 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
| ||
| 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)
| ||
| XML DTD | |||||
| <!ENTITY % PegInstrctnsCustom "" > <!ENTITY % PegInstrctnsContent "PegOfstValu?, PegMoveTyp?, PegOfstTyp?, PegLimitTyp?, PegRndDirctn?, PegScope? %PegInstrctnsCustom;" > <!ELEMENT PegInstrctns (%PegInstrctnsContent;)> <!ATTLIST PegInstrctns FullName CDATA #FIXED "PegInstructions" ComponentType CDATA #FIXED "Block" Category CDATA #FIXED "Common"> | |||||