Structure
| 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 | |
| → | 2900 | LegSettlCurrencyCodeSource | 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 | |