FIX Component PegInstructions

GF API Documentation
Trailing Stop and Trailing Stop Limit parameters
Fields

Name

Type

Number

Required

Valid values

Description

PegOffsetValue

FLOAT

211

No

Specifies market price jump for triggering the next price modification of trailing stop orders. Can be interpreted as a kind of tolerance for price fluctuations.
PegOffsetValue should be equal to desired delta value minus contract tick size. For example, zero value is treated as one tick size tolerance.
See also OrdType(40)
Used In

NewOrderSingle(D)

NewOrderList(E)

OrderCancelReplaceRequest(G)