@sotatech/nest-quickfix
Version:
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.
44 lines • 1.82 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.PosType = void 0;
var PosType;
(function (PosType) {
PosType["AllocationTradeQty"] = "ALC";
PosType["OptionAssignment"] = "AS";
PosType["AsOfTradeQty"] = "ASF";
PosType["DeliveryQty"] = "DLV";
PosType["ElectronicTradeQty"] = "ETR";
PosType["OptionExerciseQty"] = "EX";
PosType["EndOfDayQty"] = "FIN";
PosType["IntraSpreadQty"] = "IAS";
PosType["InterSpreadQty"] = "IES";
PosType["AdjustmentQty"] = "PA";
PosType["PitTradeQty"] = "PIT";
PosType["StartOfDayQty"] = "SOD";
PosType["IntegralSplit"] = "SPL";
PosType["TransactionFromAssignment"] = "TA";
PosType["TotalTransactionQty"] = "TOT";
PosType["TransactionQuantity"] = "TQ";
PosType["TransferTradeQty"] = "TRF";
PosType["TransactionFromExercise"] = "TX";
PosType["CrossMarginQty"] = "XM";
PosType["ReceiveQuantity"] = "RCV";
PosType["CorporateActionAdjustment"] = "CAA";
PosType["DeliveryNoticeQty"] = "DN";
PosType["ExchangeForPhysicalQty"] = "EP";
PosType["PrivatelyNegotiatedTradeQty"] = "PNTN";
PosType["NetDeltaQty"] = "DLT";
PosType["CreditEventAdjustment"] = "CEA";
PosType["SuccessionEventAdjustment"] = "SEA";
PosType["NetQty"] = "NET";
PosType["GrossQty"] = "GRS";
PosType["IntradayQty"] = "ITD";
PosType["GrossLongNonDeltaAdjustedSwaptionPosition"] = "NDAS";
PosType["LongDeltaAdjustedPairedSwaptionPosition"] = "DAS";
PosType["ExpiringQuantity"] = "EXP";
PosType["QuantityNotExercised"] = "UNEX";
PosType["RequestedExerciseQuantity"] = "REQ";
PosType["CashFuturesEquivalentQuantity"] = "CFE";
PosType["LoanOrBorrowedQuantity"] = "SECLN";
})(PosType || (exports.PosType = PosType = {}));
//# sourceMappingURL=PosType.js.map