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

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

For OTC swaps, may be used to provide the estimated mid-market mark.

690 LegSwapType N
587 LegSettlType N
588 LegSettlDate N
Component Block - <LegStipulations> N
Component Block - <NestedParties> N
Component Block - <LegBenchmarkCurveData> N
654 LegRefID N Initiator can optionally provide a unique identifier for the specific leg.

Used In