FIX 5.0 SP1 : <LegOrdGrp> component block

Structure | Used In

Description

Structure

Tag Field Name Req'd Comments
555 NoLegs Y Number of legs
=> Component Block - <InstrumentLeg> N Must be provided if Number of legs > 0
=> 687 LegQty N
=> 690 LegSwapType N
=> Component Block - <LegStipulations> N
=> Component Block - <LegPreAllocGrp> 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 Refer to values for SettlType (63)
=> 588 LegSettlDate N Refer to values for SettlDate (64)
=> 685 LegOrderQty N
=> 1366 LegAllocID N
=> 1379 LegVolatility N
=> 1381 LegDividendYield N
=> 1383 LegCurrencyRatio N
=> 1384 LegExecInst N
=> 675 LegSettlCurrency N

Used In

Onix Solutions