Type: int
The average pricing model used for block trades.
Added in protocol FIX.5.0SP2 (EP 240)
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | Time weighted average price | FIX.5.0SP2 (EP 240) |
| 1 | Volume weighted average price | FIX.5.0SP2 (EP 240) |
| 2 | Percent of volume average price | FIX.5.0SP2 (EP 240) |
| 3 | Limit order average price | FIX.5.0SP2 (EP 240) |