PositionEffect#
-
enum class roq::fix::PositionEffect#
FIX PositionEffect <77> field.
Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together
Values:
-
enumerator UNDEFINED#
-
enumerator UNKNOWN#
-
enumerator CLOSE#
C = Close.
-
enumerator DEFAULT#
D = Default.
-
enumerator FIFO#
F = FIFO.
-
enumerator CLOSE_BUT_NOTIFY_ON_OPEN#
N = Close but notify on open.
-
enumerator OPEN#
O = Open.
-
enumerator ROLLED#
R = Rolled.
-
enumerator UNDEFINED#