AvgPx
From FIXwiki
FIX Field 6
| Tag | Name | Type | Enumerated | First introduced | Deprecated |
|---|---|---|---|---|---|
| 6 | AvgPx | Price | FIX.2.7 |
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.
Notes
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