Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Field

SideAvgPxIndicator

ID (tag)1853
TypeAvgPxIndicatorCodeSet
PedigreeAdded EP141, Updated EP282
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.

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