AvgPx <6> field – FIX 5.0 SP1 – 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 will contain an average of percent-of-par values (see LastParPx <669>) for issues traded in Yield, Spread or Discount.

Used In

• <OrdListStatGrp>

• ExecutionReport <8>

• TradeCaptureReport <AE>

• Confirmation <AK>

• TradeCaptureReportAck <AR>

• AllocationReport <AS>

• AllocationInstructionAlert <BM>

• ExecutionAcknowledgement <BN>

• AllocationInstruction <J>