Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Code Set

PosTypeCodeSet

ID703
TypeString
PedigreeAdded FIX.4.4
Used to identify the type of quantity that is being returned.
NameValueSynopsisElaborationPedigree
AllocationTradeQtyALCAllocation Trade QtyAdded FIX.4.4
OptionAssignmentASOption AssignmentAdded FIX.4.4
AsOfTradeQtyASFAs-of Trade QtyAdded FIX.4.4
DeliveryQtyDLVDelivery QtyAdded FIX.4.4
ElectronicTradeQtyETRElectronic Trade QtyAdded FIX.4.4
OptionExerciseQtyEXOption Exercise QtyAdded FIX.4.4
EndOfDayQtyFINEnd-of-Day QtyAdded FIX.4.4
IntraSpreadQtyIASIntra-spread QtyAdded FIX.4.4
InterSpreadQtyIESInter-spread QtyAdded FIX.4.4
AdjustmentQtyPAAdjustment QtyAdded FIX.4.4
PitTradeQtyPITPit Trade QtyAdded FIX.4.4
StartOfDayQtySODStart-of-Day QtyAdded FIX.4.4
IntegralSplitSPLIntegral SplitAdded FIX.4.4
TransactionFromAssignmentTATransaction from AssignmentAdded FIX.4.4
TotalTransactionQtyTOTTotal Transaction QtyAdded FIX.4.4
TransactionQuantityTQTransaction QuantityAdded FIX.4.4
TransferTradeQtyTRFTransfer Trade QtyAdded FIX.4.4
TransactionFromExerciseTXTransaction from ExerciseAdded FIX.4.4
CrossMarginQtyXMCross Margin QtyAdded FIX.4.4
ReceiveQuantityRCVReceive QuantityAdded EP4
CorporateActionAdjustmentCAACorporate Action AdjustmentAdded EP4
DeliveryNoticeQtyDNDelivery Notice QtyAdded EP13
ExchangeForPhysicalQtyEPExchange for Physical QtyAdded EP13
PrivatelyNegotiatedTradeQtyPNTNPrivately negotiated Trade Qty (Non-regulated)Added EP55
NetDeltaQtyDLTNet Delta QtyAdded EP79
CreditEventAdjustmentCEACredit Event AdjustmentAdded EP83
SuccessionEventAdjustmentSEASuccession Event AdjustmentAdded EP83
NetQtyNETNet QtyAdded EP102
GrossQtyGRSGross QtyAdded EP102
IntradayQtyITDIntraday QtyAdded EP103
GrossLongNonDeltaAdjustedSwaptionPositionNDASGross non-delta-adjusted swaption positionAdded EP140
LongDeltaAdjustedPairedSwaptionPositionDASDelta-adjusted paired swaption positionAdded EP140
ExpiringQuantityEXPExpiring quantityThe position quantity on expiration day after the application of trade and post trade activity, but prior to the application of exercises and assignments.Added EP151
QuantityNotExercisedUNEXQuantity not exercisedThe exercise quantity requested that was not allowed, e.g., the exercise quantity requested that exceeded the final long position.Added EP151
RequestedExerciseQuantityREQRequested exercise quantityThe exercise quantity requested. It may differ from the exercise quantity if it exceeds the final long position.Added EP151
CashFuturesEquivalentQuantityCFECash futures equivalent quantityAdded EP162
LoanOrBorrowedQuantitySECLNLoan or borrowed quantityThe number of shares, par value of bonds or commodity contracts on loan or borrowed.Added EP254

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