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
Component Block - <LegFinancingDetails> N
Component Block - <LegPositionAmountData> N
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.

2346 LegMidPx N
690 LegSwapType N Instead of LegQty - requests that the sellside calculate LegQty based on opposite Leg
990 LegReportID N Additional attribute to store the Trade ID of the Leg.
1152 LegNumber N Allow sequencing of Legs for a Strategy to be captured
Component Block - <LegStipulations> 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
588 LegSettlDate N Takes precedence over LegSettlmntTyp 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
686 LegPriceType N

Indicates the price type provided with each leg of a multi-leg trade

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.

1591 LegQtyType N

Leg quantity type to be specified at the leg level. Can be different for each leg.

2358 LegLastMultipliedQty N
2357 LegTotalTradeQty N
2360 LegTotalTradeMultipliedQty N
2359 LegTotalGrossTradeAmt N
Component Block - <TradeCapLegUnderlyingsGrp> N
2492 LegDifferentialPrice N

Used In