ZagTrader

FIX 5.0 SP2 Tag 1094: PegPriceType

PegPriceType is an integer field used in 8 FIX 5.0 SP2 message types, including New Order Single (35=D), Execution Report (35=8) and Order Cancel/Replace Request (35=G). In FIX 5.0 SP2 it has 9 enumerated values.

Tag number
1094
Data type
INT
FIX version
FIX 5.0 SP2
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 SP2

9 enumerated values.

ValueMeaning
1Last peg
2Mid price peg
3Opening peg
4Market peg
5Primary peg
7Peg to VWAP
8Trailing stop peg
9Peg to limit price
10Short sale min price peg

FIX 5.0 SP2 message types that use tag 1094

MsgTypeMessageUse in the message
8Execution ReportOptional, in component PegInstructions
DNew Order SingleOptional, in component PegInstructions
ENew Order ListOptional, in component PegInstructions within group NoOrders (73)
GOrder Cancel/Replace RequestOptional, in component PegInstructions
ABNew Order MultilegOptional, in component PegInstructions
ACMultileg Order Cancel/ReplaceOptional, in component PegInstructions
sNew Order CrossOptional, in component PegInstructions
tCross Order Cancel Replace RequestOptional, 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.