Description
Type: Price
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.