FIX 5.0 SP1 : <LegQuotStatGrp> component block

Structure | Used In

Description

Structure

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

Required for multileg quote status reports

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
=> 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).

Used In

Onix Solutions