Code Set NameData TypeDescriptionPedigree
PositionEffectCodeSetchar

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.


C=

Close

Added FIX.4.1 [Close]
F=

FIFO

Added FIX.4.3 [FIFO]
O=

Open

Added FIX.4.1 [Open]
R=

Rolled

Added FIX.4.3 [Rolled]
N=

Close but notify on open

Added EP61 [CloseButNotifyOnOpen]
D=

Default

Added EP61 [Default]
Added FIX.2.7

Used in fields:
[LegPositionEffect] [PositionEffect]