Average pricing indicator at the allocation level.
0 | = | No average pricing | Added FIX.4.4
Updated EP141
| | [NoAveragePricing] |
1 | = | Trade is part of an average price group identified by the AvgPxGroupID(1731) | Added FIX.4.4
Updated EP141
| | [Trade] |
2 | = | Last trade of the average price group identified by the AvgPxGroupID(1731) | Added FIX.4.4
Updated EP234
| | [LastTrade] |
3 | = | Trade is part of a notional value average price group A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero. | Added EP239
| | [NotionalValueAveragePxGroupTrade] |
4 | = | Trade is average priced | Added EP240
| | [AveragePricedTrade] |