Description

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.

Structure

Tag Field Name Req'd Comments
2763 AveragePriceType N
2764 AveragePriceStartTime N

Required if AveragePriceType <2763>=2 (Percent of volume average price) or 0 (Time weighted average price).

2765 AveragePriceEndTime N

Required if AveragePriceType <2763>=2 (Percent of volume average price) or 0 (Time weighted average price).

Used In