fixparser/types/fieldtypes/PosType.d.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

/**
 * 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";
    /** Expiring quantity
        The position quantity on expiration day after the application of trade and post trade activity, but prior to the application of exercises and assignments. */
    readonly ExpiringQuantity: "EXP";
    /** Quantity not exercised
        The exercise quantity requested that was not allowed, e.g., the exercise quantity requested that exceeded the final long position. */
    readonly QuantityNotExercised: "UNEX";
    /** Requested exercise quantity
        The exercise quantity requested. It may differ from the exercise quantity if it exceeds the final long position. */
    readonly RequestedExerciseQuantity: "REQ";
    /** Cash futures equivalent quantity */
    readonly CashFuturesEquivalentQuantity: "CFE";
    /** Loan or borrowed quantity
        The number of shares, par value of bonds or commodity contracts on loan or borrowed. */
    readonly LoanOrBorrowedQuantity: "SECLN";
}>;
export type PosType = (typeof PosType)[keyof typeof PosType];