fixparser
Version:
FIX.Latest / 5.0 SP2 Parser
81 lines (80 loc) • 2.77 kB
TypeScript
/**
* Used to identify the type of quantity that is being returned.
* - Tag: 703
* - FIX Specification type: String
* - Mapped type: string
* @readonly
* @public
*/
export declare const PosType: Readonly<{
/** Allocation Trade Qty */
readonly AllocationTradeQty: 'ALC';
/** Option Assignment */
readonly OptionAssignment: 'AS';
/** As-of Trade Qty */
readonly AsOfTradeQty: 'ASF';
/** Delivery Qty */
readonly DeliveryQty: 'DLV';
/** Electronic Trade Qty */
readonly ElectronicTradeQty: 'ETR';
/** Option Exercise Qty */
readonly OptionExerciseQty: 'EX';
/** End-of-Day Qty */
readonly EndOfDayQty: 'FIN';
/** Intra-spread Qty */
readonly IntraSpreadQty: 'IAS';
/** Inter-spread Qty */
readonly InterSpreadQty: 'IES';
/** Adjustment Qty */
readonly AdjustmentQty: 'PA';
/** Pit Trade Qty */
readonly PitTradeQty: 'PIT';
/** Start-of-Day Qty */
readonly StartOfDayQty: 'SOD';
/** Integral Split */
readonly IntegralSplit: 'SPL';
/** Transaction from Assignment */
readonly TransactionFromAssignment: 'TA';
/** Total Transaction Qty */
readonly TotalTransactionQty: 'TOT';
/** Transaction Quantity */
readonly TransactionQuantity: 'TQ';
/** Transfer Trade Qty */
readonly TransferTradeQty: 'TRF';
/** Transaction from Exercise */
readonly TransactionFromExercise: 'TX';
/** Cross Margin Qty */
readonly CrossMarginQty: 'XM';
/** Receive Quantity */
readonly ReceiveQuantity: 'RCV';
/** Corporate Action Adjustment */
readonly CorporateActionAdjustment: 'CAA';
/** Delivery Notice Qty */
readonly DeliveryNoticeQty: 'DN';
/** Exchange for Physical Qty */
readonly ExchangeForPhysicalQty: 'EP';
/** Privately negotiated Trade Qty (Non-regulated) */
readonly PrivatelyNegotiatedTradeQty: 'PNTN';
/** Net Delta Qty */
readonly NetDeltaQty: 'DLT';
/** Credit Event Adjustment */
readonly CreditEventAdjustment: 'CEA';
/** Succession Event Adjustment */
readonly SuccessionEventAdjustment: 'SEA';
/** Net Qty */
readonly NetQty: 'NET';
/** Gross Qty */
readonly GrossQty: 'GRS';
/** Intraday Qty */
readonly IntradayQty: 'ITD';
/** Gross non-delta-adjusted swaption position */
readonly GrossLongNonDeltaAdjustedSwaptionPosition: 'NDAS';
/** Delta-adjusted paired swaption position */
readonly LongDeltaAdjustedPairedSwaptionPosition: 'DAS';
readonly ExpiringQuantity: 'EXP';
readonly QuantityNotExercised: 'UNEX';
readonly RequestedExerciseQuantity: 'REQ';
/** Cash futures equivalent quantity */
readonly CashFuturesEquivalentQuantity: 'CFE';
readonly LoanOrBorrowedQuantity: 'SECLN';
}>;