Imported from previous forum
What is the minimum amout possible for AvgPx field (Tag 6).
Also, what are the precision levels on this value?
Is it governed by the FIX Engine (or OMS in question)?
Pardon me if this question is too primitive
What is the minimum amout possible for AvgPx field (Tag 6). Also, what
are the precision levels on this value? Is it governed by the FIX Engine
(or OMS in question)?Pardon me if this question is too primitive
This is calculated and populated by the exchange.