Field AveragePriceType (2763) - FIX Protocol FIX.5.0SP2 EP240

Type: int

The average pricing model used for block trades.

Added in protocol FIX.5.0SP2 (240)

Valid values

Value Description Added
0 Time weighted average price FIX.5.0SP2 (240)
1 Volume weighted average price FIX.5.0SP2 (240)
2 Percent of volume average price FIX.5.0SP2 (240)
3 Limit order average price FIX.5.0SP2 (240)

Used in components