Tag Field Name Req'd Comments
555 NoLegs N Number of legs Identifies a Multi-leg Execution if present and non-zero.
Component Block - <InstrumentLeg> N Must be provided if Number of legs > 0
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).

687 LegQty N

The LegQty <687> field is deprecated. The use of LegOrderQty <685> is recommended instead.

2346 LegMidPx N
690 LegSwapType N Instead of LegQty - requests that the sellside calculate LegQty 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 - <NestedParties3> N
654 LegRefID N Used to identify a specific leg.
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
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 <614> is required in this case.
1689 LegShortSaleExemptionReason N

Available for optional use when LegSide <624> = 6 (Sell short exempt) in InstrumentLeg component.

1379 LegVolatility N
1381 LegDividendYield N
1383 LegCurrencyRatio N
1384 LegExecInst N
1418 LegLastQty N

Quantity executed for this leg.

2421 FillRefID N

Use to reference the partial execution of a multi-leg order to which this leg execution belongs.

Used In