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Re: jimtash post# 229889

Wednesday, 02/01/2023 7:50:36 PM

Wednesday, February 01, 2023 7:50:36 PM

Post# of 246513
Perhaps this will answer your question. A “W” Trade or AVG is the same trade with a broker fee tacked on one leg. Therefore both legs are reported to the tape in accordance with FINRA trade reporting rules for different prices of execution, i.e., they’re reported twice.

There’s more information in the FINRA manual under Weighted Average.