@sotatech/nest-quickfix
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A powerful NestJS implementation of the FIX (Financial Information eXchange) protocol. Provides high-performance, reliable messaging for financial trading applications with built-in session management, message validation, and recovery mechanisms.
40 lines (39 loc) • 1.22 kB
TypeScript
export declare enum PosType {
AllocationTradeQty = "ALC",
OptionAssignment = "AS",
AsOfTradeQty = "ASF",
DeliveryQty = "DLV",
ElectronicTradeQty = "ETR",
OptionExerciseQty = "EX",
EndOfDayQty = "FIN",
IntraSpreadQty = "IAS",
InterSpreadQty = "IES",
AdjustmentQty = "PA",
PitTradeQty = "PIT",
StartOfDayQty = "SOD",
IntegralSplit = "SPL",
TransactionFromAssignment = "TA",
TotalTransactionQty = "TOT",
TransactionQuantity = "TQ",
TransferTradeQty = "TRF",
TransactionFromExercise = "TX",
CrossMarginQty = "XM",
ReceiveQuantity = "RCV",
CorporateActionAdjustment = "CAA",
DeliveryNoticeQty = "DN",
ExchangeForPhysicalQty = "EP",
PrivatelyNegotiatedTradeQty = "PNTN",
NetDeltaQty = "DLT",
CreditEventAdjustment = "CEA",
SuccessionEventAdjustment = "SEA",
NetQty = "NET",
GrossQty = "GRS",
IntradayQty = "ITD",
GrossLongNonDeltaAdjustedSwaptionPosition = "NDAS",
LongDeltaAdjustedPairedSwaptionPosition = "DAS",
ExpiringQuantity = "EXP",
QuantityNotExercised = "UNEX",
RequestedExerciseQuantity = "REQ",
CashFuturesEquivalentQuantity = "CFE",
LoanOrBorrowedQuantity = "SECLN"
}