Component AveragePriceDetail (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.
Added in protocol FIX.5.0SP2 (240)
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 2763 | AveragePriceType | FIX.5.0SP2 (240) | |||
| 2764 | AveragePriceStartTime | Required if AveragePriceType (2763)=2 (Percent of volume average price) or 0 (Time weighted average price). | FIX.5.0SP2 (240) | ||
| 2765 | AveragePriceEndTime | Required if AveragePriceType (2763)=2 (Percent of volume average price) or 0 (Time weighted average price). | FIX.5.0SP2 (240) |