FIX 5.0 Tag 1094: PegPriceType

PegPriceType is an integer field used in 8 FIX 5.0 message types, including New Order Single (35=D), Execution Report (35=8) and Order Cancel/Replace Request (35=G). In FIX 5.0 it has 9 enumerated values.

Tag number: 1094
Data type: INT
FIX version: FIX 5.0
Used in: 8 message types

Data type

INT: A whole number without a decimal point. It may be negative.

Valid values in FIX 5.0

9 enumerated values.

Value	Meaning
1	Last peg
2	Mid price peg
3	Opening peg
4	Market peg
5	Primary peg
6	Fixed peg to local best bid or offer at time of order
7	Peg to VWAP
8	Trailing stop peg
9	Peg to limit price

FIX 5.0 message types that use tag 1094

MsgType	Message	Use in the message
8	Execution Report	Optional, in component PegInstructions
D	New Order Single	Optional, in component PegInstructions
E	New Order List	Optional, in component PegInstructions within group NoOrders (73)
G	Order Cancel/Replace Request	Optional, in component PegInstructions
AB	New Order Multileg	Optional, in component PegInstructions
AC	Multileg Order Cancel/Replace	Optional, in component PegInstructions
s	New Order Cross	Optional, in component PegInstructions
t	Cross Order Cancel Replace Request	Optional, in component PegInstructions

Also in other versions

Tag 1094 across all FIX versions

Decode a message with this tag

Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.