Code Set AvgPxIndicatorCodeSet Scenario base

SYNOPSIS: Average pricing indicator.

ID Datatype
819int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
819001NoAveragePricing0SYNOPSIS: No average pricing
FIX.4.4FIX.5.0SP2141
819002Trade1SYNOPSIS: Trade is part of an average price group identified by the AvgPxGroupID(1731)
FIX.4.4FIX.5.0SP2141
819003LastTrade2SYNOPSIS: Last trade of the average price group identified by the AvgPxGroupID(1731)
FIX.4.4FIX.5.0SP2234
819004NotionalValueAveragePxGroupTrade3SYNOPSIS: Trade is part of a notional value average price group
ELABORATION: 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.
FIX.5.0SP2239
819005AveragePricedTrade4SYNOPSIS: Trade is average priced
FIX.5.0SP2240