Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group.

Added in protocol FIX.5.0SP2 (EP 118)

Used in messages

AllocationInstruction (J)
AllocationInstructionAck (P)
AllocationInstructionAlert (BM)
AllocationInstructionAlertRequest (DU)
AllocationReport (AS)
AllocationReportAck (AT)
TradeCaptureReport (AE)
TradeCaptureReportAck (AR)

Used in components

TrdMatchSideGrp

Demo Request

Field: AvgPxGroupID (1731) – FIX Protocol FIX.5.0SP2 EP240

Used in messages

Used in components

Trading Systems

FIX Connectivity

Strategy Trading

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