Posted: Feb 17, 2014 @ 09:16 PM             Msg. 1 of 2

I see that the standard FIX 4.4 PositionReport [type 'AP'] message has no field to indicate the average price of the position or the price of the positions in repeating group 702.

I would suggest to add a custom tag to indicate the average position price. Our users have asked for this. Sierra Chart will compute this, if it has available all of the order fills that make up the position but this is not always the case.

Thank you.

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Thank You,
Sierra Chart Engineering

Posted: Feb 18, 2014 @ 11:13 AM             Msg. 2 of 2

You can obtain average price by dividing value from PosAmt to net position that can be calculated from LongQty and ShortQty.

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Victor Vins
Lead Software Developer