AvgPx (Tag = 6, Type: Price)

Calculated average price of all fills on this order.

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

Used in:

• Execution Report (8)
• Trade Capture Report (AE)
• Confirmation (AK)
• Trade Capture Report Ack (AR)
• Allocation Report (AS)
• Allocation Instruction Alert (BM)
• Execution Report Acknowledgement (BN)
• Allocation Instruction (J)
• List Status (N)

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