LegComplexEventAveragingObservationGrp is an optional subcomponent of LegComplexEventPeriodGrp 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 |
|---|---|---|---|---|---|
| 41363 | NoLegComplexEventAveragingObservations | FIX.5.0SP2 (169) | |||
| 41364 | LegComplexEventAveragingObservationNumber | Required if NoLegComplexEventAveragingObservations (41363) > 0. | FIX.5.0SP2 (169) | ||
| 41365 | LegComplexEventAveragingWeight | FIX.5.0SP2 (169) |