/**
 * Used to identify the type of quantity that is being returned.
 * tag: 703
 * @readonly
 * @enum {string} (String)
 */
export declare enum PosType {
    /** Allocation Trade Qty */
    AllocationTradeQty = "ALC",
    /** Option Assignment */
    OptionAssignment = "AS",
    /** As-of Trade Qty */
    AsOfTradeQty = "ASF",
    /** Delivery Qty */
    DeliveryQty = "DLV",
    /** Electronic Trade Qty */
    ElectronicTradeQty = "ETR",
    /** Option Exercise Qty */
    OptionExerciseQty = "EX",
    /** End-of-Day Qty */
    EndOfDayQty = "FIN",
    /** Intra-spread Qty */
    IntraSpreadQty = "IAS",
    /** Inter-spread Qty */
    InterSpreadQty = "IES",
    /** Adjustment Qty */
    AdjustmentQty = "PA",
    /** Pit Trade Qty */
    PitTradeQty = "PIT",
    /** Start-of-Day Qty */
    StartOfDayQty = "SOD",
    /** Integral Split */
    IntegralSplit = "SPL",
    /** Transaction from Assignment */
    TransactionFromAssignment = "TA",
    /** Total Transaction Qty */
    TotalTransactionQty = "TOT",
    /** Transaction Quantity */
    TransactionQuantity = "TQ",
    /** Transfer Trade Qty */
    TransferTradeQty = "TRF",
    /** Transaction from Exercise */
    TransactionFromExercise = "TX",
    /** Cross Margin Qty */
    CrossMarginQty = "XM",
    /** Receive Quantity */
    ReceiveQuantity = "RCV",
    /** Corporate Action Adjustment */
    CorporateActionAdjustment = "CAA",
    /** Delivery Notice Qty */
    DeliveryNoticeQty = "DN",
    /** Exchange for Physical Qty */
    ExchangeForPhysicalQty = "EP",
    /** Privately negotiated Trade Qty (Non-regulated) */
    PrivatelyNegotiatedTradeQty = "PNTN",
    /** Net Delta Qty */
    NetDeltaQty = "DLT",
    /** Credit Event Adjustment */
    CreditEventAdjustment = "CEA",
    /** Succession Event Adjustment */
    SuccessionEventAdjustment = "SEA",
    /** Net Qty */
    NetQty = "NET",
    /** Gross Qty */
    GrossQty = "GRS",
    /** Intraday Qty */
    IntradayQty = "ITD",
    /** Gross non-delta-adjusted swaption position */
    GrossLongNonDeltaAdjustedSwaptionPosition = "NDAS",
    /** Delta-adjusted paired swaption position */
    LongDeltaAdjustedPairedSwaptionPosition = "DAS",
    ExpiringQuantity = "EXP",
    QuantityNotExercised = "UNEX",
    RequestedExerciseQuantity = "REQ",
    /** Cash futures equivalent quantity */
    CashFuturesEquivalentQuantity = "CFE",
    LoanOrBorrowedQuantity = "SECLN"
}