Price of Partial Fill

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Imported from previous forum

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[ original email was from James Downs - jdowns@xcaliber.com ]
I’m trying to understand how FIXML handles the reporting of a price for a partial fill. The execution report shows AvgPx. Which is defined as the Average price for all fills for an order.
Thanks,
Jim

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[ original email was from Ryan Pierce - rpierce@taltrade.com ]
> I’m trying to understand how FIXML handles the reporting of a price for a partial fill. The execution report shows AvgPx. Which is defined as the Average price for all fills for an order.

This is not FIXML specific, but rather is a general FIX question.

The fields you want are LastShares and LastPx. Those, when ExecType=Filled or Partial Fill, represent the number of shares and price that traded.

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[ original email was from James Downs - jdowns@xcaliber.com ]
> > I’m trying to understand how FIXML handles the reporting of a price for a partial fill. The execution report shows AvgPx. Which is defined as the Average price for all fills for an order.
>
> This is not FIXML specific, but rather is a general FIX question.
>
> The fields you want are LastShares and LastPx. Those, when ExecType=Filled or Partial Fill, represent the number of shares and price that traded.
>
>
Ryan,
Thanks again for the info. Sometimes you can’t see the forest for the trees. Yesterday, I could not believe there was no price in the DTD for Fills.
Thanks,
Jim