UnderlyingComplexEventAveragingObservationGrp is an optional subcomponent of UnderlyingComplexEventPeriodGrp 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 |
|---|---|---|---|---|---|
| 41713 | NoUnderlyingComplexEventAveragingObservations | FIX.5.0SP2 (169) | |||
| 41714 | UnderlyingComplexEventAveragingObservationNumber | Required if NoUnderlyingComplexEventAveragingObservations (41713) > 0. | FIX.5.0SP2 (169) | ||
| 41715 | UnderlyingComplexEventAveragingWeight | FIX.5.0SP2 (169) |