Pegged-to-Best offset difference
Pegged-to-Best offset difference
Python
Java
C++
C#
VB.NET
order = Order()order.action = actionorder.orderType = "PEG BEST"order.lmtPrice = limitPriceorder.totalQuantity = quantityorder.notHeld = Trueorder.minCompeteSize = minCompeteSizeorder.competeAgainstBestOffset = COMPETE_AGAINST_BEST_OFFSET_UP_TO_MIDorder.midOffsetAtWhole = midOffsetAtWholeorder.midOffsetAtHalf = midOffsetAtHalf

