AvgPx <6> field – FIX 4.4 – FIX Dictionary

Used In

Description

Calculated average price of all fills on this order.

For Fixed Income trades AvgPx <6> is always expressed as percent-of-par, regardless of the PriceType <423> of LastPx <31>. I.e., AvgPx <6> will contain an average of percent-of-par values (see LastParPx <669>) for issues traded in Yield, Spread or Discount.

Used In

• Execution Report <8>

• Trade Capture Report <AE>

• Confirmation <AK>

• Allocation Report <AS>

• Allocation Instruction <J>

• List Status <N>