Type: char
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.
Added in protocol FIX.2.7
See in: FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
Value | Description | Added |
---|---|---|
C | Close | FIX.4.1 |
D | Default | FIX.5.0 (61) |
F | FIFO | FIX.4.3 |
N | Close but notify on open | FIX.5.0 (61) |
O | Open | FIX.4.1 |
R | Rolled | FIX.4.3 |