Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
6 | AvgPx AbbrName: AvgPx |
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. |
AllocationInstruction OrdListStatGrp TradeCaptureReport Confirmation TradeCaptureReportAck AllocationReport ExecutionReport AllocationInstructionAlert ExecutionAcknowledgement |