Type: int
Average pricing indicator.
Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
Valid values
Value | Description | Added |
---|---|---|
0 | No average pricing | FIX.4.4 |
1 | Trade is part of an average price group identified by the AvgPxGroupID (1731) | FIX.4.4 |
2 | Last trade of the average price group identified by the AvgPxGroupID (1731) | FIX.4.4 |
3 | Trade is part of a notional value average price group | FIX.5.0SP2 (239) |
4 | Trade is average priced | FIX.5.0SP2 (240) |