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<AveragePriceDetail> Component Block

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.

Used in :

Tag Field Name FIXML Req'd Comments
2763 AveragePriceType @Typ N

The average pricing model used for block trades.
2764 AveragePriceStartTime @StartTm N

Required if AveragePriceType(2763)=2 (Percent of volume average price) or 0 (Time weighted average price).
2765 AveragePriceEndTime @EndTm N

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

FIX DICTIONARIES | SEARCH
Data Types | Standard Message Header | Standard Message Trailer | Component Blocks | Application Messages By Name | Application Messages By MsgType | Fields By Name | Fields By Tag
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