Code Set SideAvgPxIndicatorCodeSet Scenario base

SYNOPSIS: 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.

ID Datatype
1853int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
1853001NoAvgPricing0SYNOPSIS: No average pricing
✓FIX.5.0SP2141
1853002TradeIsPartAvgPriceGrp1SYNOPSIS: Trade is part of the average price group identified by the SideAvgPxGroupID(1854)
✓FIX.5.0SP2141
1853003LastTradeIsPartAvgPriceGrp2SYNOPSIS: Last trade is the average price group identified by the SideAvgPxGroupID(1854)
✓FIX.5.0SP2141