Public feed #377218

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public c v1 · immutable
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·published 2007-03-01 16:01 UTC
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/*                                                                                                                                                                 Sub-transaction 0 is destined to be whatever it is now (opening/closing)                                                                                       Sub-transaction 1 is destined to be reversed (O->C, C->O)                                                                                                                                                                                                                                                                   Note that at this stage, the final disposition of sub-transaction 1 isn't relevant.                                                                             The transactions will both be of the same type, as listed below, even though this is                                                                          only going to be correct for transaction 0 following the reversal.  Eurex will swap                                                                            (and sign-swap) the long and short quantities for us when it does the reversal                                                                                 (so long +10 would become short -10, short +5 would become long -5).  As such,                                                                        post-split, the subtransactions should be:                                                                                                                                                                                                                                                                                   Buy + currently Opening  -> positive long transactions   Buy + currently Closing  -> negative short transactions   Sell + currently Opening -> positive short transactions   Sell + currently Closing -> negative long transactions   These will become:   Buy + currently opening  -> 0: opening, positive long,  1: closing, negative short   Buy + currently closing  -> 0: closing, negative short, 1: opening, positive long   Sell + currently opening -> 0: opening, positive short, 1: closing, negative long   Sell + currently closing -> 0: closing, negative long,  1: opening, positive short   Easy, no?*/