Pegged to Benchmark

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order = Order()
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order.orderType = "PEG BENCH"
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#BUY or SELL
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order.action = action
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order.totalQuantity = quantity
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#Beginning with price...
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order.startingPrice = startingPrice
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#increase/decrease price..
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order.isPeggedChangeAmountDecrease = peggedChangeAmountDecrease
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#by... (and likewise for price moving in opposite direction)
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order.peggedChangeAmount = peggedChangeAmount
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#whenever there is a price change of...
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order.referenceChangeAmount = referenceChangeAmount
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#in the reference contract...
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order.referenceContractId = referenceConId
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#being traded at...
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order.referenceExchange = referenceExchange
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#starting reference price is...
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order.stockRefPrice = stockReferencePrice
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#Keep order active as long as reference contract trades between...
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order.stockRangeLower = referenceContractLowerRange
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#and...
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order.stockRangeUpper = referenceContractUpperRange