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FIX 5.0 SP1 : <TrdInstrmtLegGrp> component block

Structure | Used In

Description

Structure

Tag Field Name Req'd Comments
555 NoLegs N Number of legs Identifies a Multi-leg Execution if present and non-zero.
=> Component Block - <InstrumentLeg> N Must be provided if Number of legs > 0
=> 687 LegQty N
=> 690 LegSwapType N Instead of LegQty – requests that the sellside calculate LegQty based on opposite Leg
=> Component Block - <LegStipulations> N
=> 564 LegPositionEffect N Provide if the PositionEffect for the leg is different from that specified for the overall multileg security
=> 565 LegCoveredOrUncovered N Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.
=> Component Block - <NestedParties> N

Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"

Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type

=> 654 LegRefID N Used to identify a specific leg.
=> 587 LegSettlType N
=> 588 LegSettlDate N Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType values.
=> 637 LegLastPx N Used to report the execution price assigned to the leg of the multileg instrument
=> 990 LegReportID N Additional attribute to store the Trade ID of the Leg.
=> 675 LegSettlCurrency N
=> 1073 LegLastForwardPoints N
=> 1074 LegCalculatedCcyLastQty N
=> 1075 LegGrossTradeAmt N For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (231) is required in this case.
=> 1152 LegNumber N Allow sequencing of Legs for a Strategy to be captured
=> Component Block - <TradeCapLegUnderlyingsGrp> N
=> 1379 LegVolatility N
=> 1381 LegDividendYield N
=> 1383 LegCurrencyRatio N
=> 1384 LegExecInst N
=> 1418 LegLastQty N

Used In

Onix Solutions