The AveragePriceDetail component provides average pricing details in a trade report, including the average pricing model and the start and end times of averaging period.
Pedigree Added EP240
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| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| 2763 | AveragePriceType | Typ | Added EP240 | ||
| 2764 | AveragePriceStartTime | StartTm | Required if AveragePriceType(2763)=2 (Percent of volume average price) or 0 (Time weighted average price). | Added EP240 | |
| 2765 | AveragePriceEndTime | EndTm | Required if AveragePriceType(2763)=2 (Percent of volume average price) or 0 (Time weighted average price). | Added EP240 |
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