Description
Type: String
Used to identify the type of quantity that is being returned.
Valid values:
- ALC = Allocation Trade Qty
- AS = Option Assignment
- ASF = As-of Trade Qty
- DLV = Delivery Qty
- ETR = Electronic Trade Qty
- EX = Option Exercise Qty
- FIN = End-of-Day Qty
- IAS = Intra-spread Qty
- IES = Inter-spread Qty
- PA = Adjustment Qty
- PIT = Pit Trade Qty
- SOD = Start-of-Day Qty
- SPL = Integral Split
- TA = Transaction from Assignment
- TOT = Total Transaction Qty
- TQ = Transaction Quantity
- TRF = Transfer Trade Qty
- TX = Transaction from Exercise
- XM = Cross Margin Qty
- RCV = Receive Quantity
- CAA = Corporate Action Adjustment
- DN = Delivery Notice Qty
- EP = Exchange for Physical Qty
- PNTN = Privately negotiated Trade Qty (Non-regulated)
- DLT = Net Delta Qty
- CEA = Credit Event Adjustment
- SEA = Succession Event Adjustment
- NET = Net Qty
- GRS = Gross Qty
- ITD = Intraday Qty
- NDAS = Gross non-delta-adjusted swaption position
- DAS = Delta-adjusted paired swaption position
-
EXP = 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.
-
UNEX = Quantity not exercised
The exercise quantity requested that was not allowed, e.g., the exercise quantity requested that exceeded the final long position.
-
REQ = Requested exercise quantity
The exercise quantity requested. It may differ from the exercise quantity if it exceeds the final long position.
- CFE = Cash futures equivalent quantity
-
SECLN = Loan or borrowed quantity
The number of shares, par value of bonds or commodity contracts on loan or borrowed.