FIX Protocol Tag 6: AvgPx
Calculated average price of all fills on the order so far.
- Tag number
- 6
- Data type
- PRICE
- FIX versions
- FIX 4.0 to 5.0 SP2
- Used in
- 11 message types
Practical notes on AvgPx
AvgPx is the volume-weighted average price of all fills on the order so far.
- It is 0 before the first fill.
- The price of the latest fill alone is LastPx (31).
Changes between FIX versions
- Required on Execution Reports in FIX 4.2 to 4.4; optional from FIX 5.0.
Tag 6 in each FIX version
Values and message usage as defined in a specific version.
Data type
PRICE: A decimal number giving a price.
Example
6=187.22
Illustrative value. In a message, fields are separated by the SOH character (0x01), often shown as | or ^ in logs.
Decode a message with this tagMessage types that use tag 6
- Execution Report 35=8
- Allocation Instruction 35=J
- List Status 35=N
- Trade Capture Report 35=AE
- Confirmation 35=AK
- Trade Capture Report Ack 35=AR
- Allocation Report 35=AS
- Allocation Instruction Alert 35=BM
- Execution Ack 35=BN
- Trade Aggregation Request 35=DW
- Trade Aggregation Report 35=DX
Covers every version from FIX 4.0 to 5.0 SP2, including fields reached through components and repeating groups. The version pages above show whether the tag is required in each message.
Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.