Average pricing indicator at the allocation level.
Code | Meaning |
---|---|
0 | No average pricing |
1 | Trade is part of an average price group identified by the AvgPxGroupID(1731) |
2 | Last trade of the average price group identified by the AvgPxGroupID(1731) |
3 | Trade is part of a notional value average price group |
4 | Trade is average priced |