Description
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.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 2763 | AveragePriceType | N | ||
| 2764 | AveragePriceStartTime | N |
Required if AveragePriceType <2763>=2 (Percent of volume average price) or 0 (Time weighted average price). |
|
| 2765 | AveragePriceEndTime | N |
Required if AveragePriceType <2763>=2 (Percent of volume average price) or 0 (Time weighted average price). |
|