ZagTrader

FIX Protocol Tag 1094: PegPriceType

PegPriceType is an integer field used in 8 FIX message types, including New Order Single (35=D), Execution Report (35=8) and Order Cancel/Replace Request (35=G). It is defined in FIX 5.0 to 5.0 SP2 and has 10 enumerated values.

Tag number
1094
Data type
INT
FIX versions
FIX 5.0 to 5.0 SP2
Used in
8 message types

Tag 1094 in each FIX version

Values and message usage as defined in a specific version.

Data type

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

Valid values

10 enumerated values across all FIX versions.

ValueMeaningFIX versions
1Last pegAll
2Mid price pegAll
3Opening pegAll
4Market pegAll
5Primary pegAll
6Fixed peg to local best bid or offer at time of order5.0
7Peg to VWAPAll
8Trailing stop pegAll
9Peg to limit priceAll
10Short sale min price peg5.0 SP2

Example

1094=1

Illustrative value. In a message, fields are separated by the SOH character (0x01), often shown as | or ^ in logs.

Decode a message with this tag

Message types that use tag 1094

Covers every version from FIX 4.0 to 5.0 SP2, including fields reached through components and repeating groups. The version pages above show whether the tag is required in each message.

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.