The AveragePriceDetail component provides average pricing details in a trade report, including the average pricing model and the start and end times of averaging period.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
2763 | Int Enum | |||
2764 | UTCTimestamp | Required if AveragePriceType(2763)=2 (Percent of volume average price) or 0 (Time weighted average price) | ||
2765 | UTCTimestamp | Required if AveragePriceType(2763)=2 (Percent of volume average price) or 0 (Time weighted average price) |