AvgPx

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Imported from previous forum

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[ original email was from James Michuda - jmichuda@optimark-tech.com ]
When the AvgPx (tag 6) is calculated, is the calculation volume weighted?

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It’s the sum of each partial’s (LastShares * LastPrice) divided by the CumQty which is the sum of LastShares.

> When the AvgPx (tag 6) is calculated, is the calculation volume weighted?
>