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2763
AveragePriceType
Type:
Int
The average pricing model used for block trades.
Values
Code
Meaning
0
Time weighted average price
1
Volume weighted average price
2
Percent of volume average price
3
Limit order average price
Used By
AE
Trade Capture Report
AR
Trade Capture Report Ack
PriceMarkup (2762)
AveragePriceStartTime (2764)