Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 555 | NoLegs | N | Number of legs | |
| → | Component Block - <InstrumentLeg> | N | Must be provided if Number of legs > 0 | |
| → | 685 | LegOrderQty | N |
Quantity ordered for this leg as provided during order entry. |
| → | 687 | LegQty | N |
The LegQty <687> field is deprecated. The use of LegOrderQty <685> is recommended instead. |
| → | 690 | LegSwapType | N |
Instead of LegOrderQty <685> requests that the sellside calculate LegOrderQty <685> based on opposite Leg. |
| → | Component Block - <LegStipulations> | N | ||
| → | 1366 | LegAllocID | N | |
| → | Component Block - <LegPreAllocGrp> | N | ||
| → | 2680 | LegAccount | N | |
| → | 1817 | LegClearingAccountType | N |
Provide if different from the value specified for the overall multileg security in ClearingAccountType <1816> in the Instrument component. |
| → | 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> |
| → | 675 | LegSettlCurrency | N | |
| → | 2900 | LegSettlCurrencyCodeSource | N | |
| → | 1379 | LegVolatility | N | |
| → | 1381 | LegDividendYield | N | |
| → | 1383 | LegCurrencyRatio | N | |
| → | 1384 | LegExecInst | N | |
| → | 1689 | LegShortSaleExemptionReason | N |
Available for optional use when LegSide <624> = 6 (Sell short exempt) in InstrumentLeg component. |
| → | Component Block - <LegRateSource> | N | ||