FIX 5.0 SP1 : <LegQuotGrp> component block

Structure | Used In

Description

Structure

Tag Field Name Req'd Comments
555 NoLegs N Required for multileg quotes
=> Component Block - <InstrumentLeg> N

Required for multileg quotes

For Swaps one leg is Buy and other leg is Sell

=> 687 LegQty N
=> 690 LegSwapType N
=> 587 LegSettlType N
=> 588 LegSettlDate N
=> Component Block - <LegStipulations> N
=> Component Block - <NestedParties> N
=> 686 LegPriceType N Code to represent type of price presented in LegBidPx and LegOfferPx. Required if LegBidPx or PegOfferPx is present.
=> 681 LegBidPx N
=> 684 LegOfferPx N
=> Component Block - <LegBenchmarkCurveData> N
=> 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).

=> 654 LegRefID N Initiator can optionally provide a unique identifier for the specific leg. Required for FX Swaps
=> 1067 LegBidForwardPoints N
=> 1068 LegOfferForwardPoints N

Used In

Onix Solutions