Tag 6
AvgPx
Abbreviation:
AvgPxDescription
Calculated average price of all fills on this order.
For Fixed Income trades AvgPx 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.
Wire Format & Usage Example
Single field (key=value)
6=150.25
In a FIX message (ExecutionReport)
8=FIX.4.4 | 9=... | 35=8 | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 6=150.25 | … | 10=...
Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 6=150.25 is this field's position in the message.