Code Set
AvgPxIndicatorCodeSet
| ID | 819 |
| Type | int |
| Pedigree | Added FIX.4.4, Updated EP239 |
Average pricing indicator.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| NoAveragePricing | 0 | No average pricing | Added FIX.4.4, Updated EP141 | |
| Trade | 1 | Trade is part of an average price group identified by the AvgPxGroupID(1731) | Added FIX.4.4, Updated EP141 | |
| LastTrade | 2 | Last trade of the average price group identified by the AvgPxGroupID(1731) | Added FIX.4.4, Updated EP234 | |
| NotionalValueAveragePxGroupTrade | 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 |
| AveragePricedTrade | 4 | Trade is average priced | Added EP240 |
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