Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Component

AveragePriceDetail

ID1075
PedigreeAdded EP240
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.
Field
Name
Type
Req'd
Comments
Pedigree
2763
Added EP240
2764
Required if AveragePriceType(2763)=2 (Percent of volume average price) or 0 (Time weighted average price).
Added EP240
2765
Required if AveragePriceType(2763)=2 (Percent of volume average price) or 0 (Time weighted average price).
Added EP240

Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy