FIX 5.0 : <InstrmtLegExecGrp> component block

Structure | Used In

Description

No specific description is available.

Structure

Tag Field Name Req'd Comments
555 NoLegs N Number of InstrumentLeg repeating group instances.
=> 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.
=> 566 LegPrice N Provide only if a Price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price.
=> 587 LegSettlType N
=> 588 LegSettlDate N Takes precedence over LegSettlType 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
=> 685 LegOrderQty N When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated).
=> 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.

Used In