fix - quickfixn Execution Report tag 'avgpx' -
i working on creation of execution report of ordercancelrequest flow in quickfixn when ordercancelrequest valid , order can cancelled. stuck @ tag 'avgpx' of execution report ordercancelrequest. avgpx calculated average cost of fills on order. while mapping execution study tags ordercancelrequest tags , tag should used against tag 'avgpx' of execution report tag ordercancelequest message?????? , how avgpx calculated????
avgpx quantity weighted average cost of of fills , including current one. don't think i've ever seen avgpx on ordercancelrequest message message type requests cancellation of related order using orderid reference. case of counterparty requiring avgpx on ordercancelrequest message? cannot see reason why avgpx needed on message type.
fix
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