Type: int
Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group.
Added in protocol FIX.5.0SP2 (141)
Valid values
Value | Description | Added |
---|---|---|
0 | No average pricing | FIX.5.0SP2 (141) |
1 | Trade is part of the average price group identified by the SideAvgPxGroupID (1854) | FIX.5.0SP2 (141) |
2 | Last trade is the average price group identified by the SideAvgPxGroupID (1854) | FIX.5.0SP2 (141) |