I have a question regarding the average price in the ON ORDER UPDATE - event.
The online help defines the average price as follows:
"A double value representing the average fill price of the order update"
I have difficulties understanding that as I am not an English native speaker. Does this mean it is the average price of each fill or the whole order which is executed so far?
Example:
order is Buy 3 NQ at market
Lets assume I get 2 fills and the resulting order updates in NT
Bought 1 at 16300
Bought 2 at 16310
Is the 16310 the average price of the position (without commission)?
Thanks,
Klaus
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