Description
Type: Percentage
For Percent-of-volume (POV) average pricing this is the target percentage this order quantity represents of the total trading volume of an instrument during the specified time period. This provides the data needed to ensure that the average price is fair based on the total sum of grouped POV trades.
For example, if during the POV time period there are 5 trades including this one with a total volume of 5000 and this trade has a quantity of 1000 then the OrderPercentOfTotalVolume <2766> of this trade is 20 percent expressed as "0.20".