Tag 1094
PegPriceType
Abbreviation:
PegPxTypDescription
Defines the type of peg.
Wire Format & Usage Example
Single field (key=value)
1094=1 (LastPeg)
In a FIX message (ExecutionReport)
8=FIX.4.4 | 9=... | 35=8 | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 1094=1 (LastPeg) | … | 10=...
Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 1094=1 (LastPeg) is this field's position in the message.
All valid values
| Wire | Name | Description |
|---|---|---|
1094=1 | LastPeg | Last peg (last sale) |
1094=2 | MidPricePeg | Mid-price peg (midprice of inside quote) |
1094=3 | OpeningPeg | Opening peg |
1094=4 | MarketPeg | Market peg |
1094=5 | PrimaryPeg | Primary peg (primary market - buy at bid or sell at offer) |
1094=6 | FixedPegToLocalBestBidOrOfferAtTimeOfOrder | Fixed Peg to Local best bid or offer at time of order |
1094=7 | PegToVWAP | Peg to VWAP |
1094=8 | TrailingStopPeg | Trailing Stop Peg |
1094=9 | PegToLimitPrice | Peg to Limit Price |
Enumerated Values
9| Value | Symbolic Name | Description | Added |
|---|---|---|---|
| 1 | LastPeg | Last peg (last sale) | FIX.4.4 |
| 2 | MidPricePeg | Mid-price peg (midprice of inside quote) | FIX.4.4 |
| 3 | OpeningPeg | Opening peg | FIX.4.4 |
| 4 | MarketPeg | Market peg | FIX.4.4 |
| 5 | PrimaryPeg | Primary peg (primary market - buy at bid or sell at offer) | FIX.4.4 |
| 6 | FixedPegToLocalBestBidOrOfferAtTimeOfOrder | Fixed Peg to Local best bid or offer at time of order | FIX.4.4 |
| 7 | PegToVWAP | Peg to VWAP | FIX.4.4 |
| 8 | TrailingStopPeg | Trailing Stop Peg | FIX.4.4 |
| 9 | PegToLimitPrice | Peg to Limit Price | FIX.4.4 |