The ComplexEventAveragingObservationGrp is an optional subcomponent of ComplexEventPeriodGrp for specifying the weight of each of the dated observations.
Added in protocol FIX.5.0SP2 (EP 169)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
40994 | NoComplexEventAveragingObservations | FIX.5.0SP2 (EP 169) | |||
40995 | ComplexEventAveragingObservationNumber | Required if NoComplexEventAveragingObservations (40994) > 0. | FIX.5.0SP2 (EP 169) | ||
40996 | ComplexEventAveragingWeight | FIX.5.0SP2 (EP 169) |