FIX 4.4 : AvgPx <6> field

Type: Price

Used In


Calculated average price of all fills on this order.

For Fixed Income trades AvgPx <6> is always expressed as percent-of-par, regardless of the PriceType <423> (423) of LastPx <31> (3). I.e., AvgPx <6> will contain an average of percent-of-par values (see LastParPx <669> (669)) for issues traded in Yield <236>, Spread <218> or Discount.

Used In

Onix Solutions