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Data Types | Standard Message Header | Standard Message Trailer | Component Blocks | Session Messages By Name | Session Messages By MsgType | Application Messages By Name | Application Messages By MsgType | Fields By Name | Fields By Tag
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AvgPx (Tag = 6, Type: Price)

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) of LastPx (31) . I.e., AvgPx (6) will contain an average of percent-of-par values (see LastParPx (669) ) for issues traded in Yield, Spread or Discount.

Used in:
FIX DICTIONARIES | SEARCH
Data Types | Standard Message Header | Standard Message Trailer | Component Blocks | Session Messages By Name | Session Messages By MsgType | Application Messages By Name | Application Messages By MsgType | Fields By Name | Fields By Tag
FRAMES | NO FRAMES


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