Description

Repeating group that is similar to LegOrdGrp component in order to support leg level information per side of cross orders and is part of SideCrossOrdModGrp component. LegOrdGrp component cannot be re-used for this purpose as it contains the component blocks InstrumentLeg component and NestedParties component which are already part of the cross messages. The difference to LegOrdGrp component is that SideCrossLegGrp component does not have an InstrumentLeg component to describe the legs, it only has a single reference field to identify the leg which can be defined by the InstrumentLeg component which is present on a higher level of the message and outside of the side group.

Structure

Tag Field Name Req'd Comments
1829 NoCrossLegs N
654 LegRefID N

Required if NoCrossLegs <1829> > 0.

685 LegOrderQty N

Quantity ordered for this leg as provided during order entry.

690 LegSwapType N
Component Block - <LegStipulations> N
1366 LegAllocID N
Component Block - <LegPreAllocGrp> 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 different from the value specified for the overall multileg security in PositionEffect <77> in the Instrument component.

565 LegCoveredOrUncovered N

Provide if different from the value specified for the overall multileg security in CoveredOrUncovered <203> in the Instrument component.

Component Block - <NestedParties3> N
587 LegSettlType N
588 LegSettlDate N
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.

Used In