MDEntryType/9 TradingSessionVWAPPrice
From FIXwiki
MDEntryType Value 9
| Value | Name | Field(tag) | First introduced | Deprecated |
|---|---|---|---|---|
| 9 | TradingSessionVWAPPrice | MDEntryType(269) | FIX.4.2 |
The volume weighted average price for a trading session.
Notes
Error in FIX Specification:
In the Glossary (Spec volume 1) this value is incorrectly associated with the QuoteCondition field.
Categories: Value | FIX.4.2 | FIX.4.3 | FIX.4.4 | FIX.5.0 | FIXT.1.1 | FIX.5.0SP1 | FIX.5.0SP2 | SpecError
