Pegged order
What it does: automatically adjusts your limit price to track market movement based on a reference (e.g., bid/ask or mid) plus an offset.
Typical use: staying competitive without manual repricing, especially for passive execution.
Key parameters: peg reference, offset, and optional reprice rules (where available).
Tradeoff: reduces manual work, but frequent repricing can reduce queue priority and may “chase” in fast markets.
Example: place a pegged buy at best bid minus a small offset; as the bid moves, your order reprices to maintain the chosen relationship.
Updated 26 days ago
