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