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