Description
Type: int
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.
Valid values:
- 0 = No average pricing
- 1 = Trade is part of the average price group identified by the SideAvgPxGroupID <1854>
- 2 = Last trade is the average price group identified by the SideAvgPxGroupID <1854>
-
3 = Trade is part of a notional value average price group
A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero.
- 4 = Trade is average priced