Field SideAvgPxIndicator (1853) - FIX Protocol FIX.5.0SP2 EP240
Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group.
Added in protocol FIX.5.0SP2 (141)
|0||No average pricing||FIX.5.0SP2 (141)|
|1||Trade is part of the average price group identified by the SideAvgPxGroupID (1854)||FIX.5.0SP2 (141)|
|2||Last trade is the average price group identified by the SideAvgPxGroupID (1854)||FIX.5.0SP2 (141)|