FIX 5.0 : <LegOrdGrp> component block

Structure | Used In


No specific description is available.


Tag Field Name Req'd Comments
555 NoLegs N Number of InstrumentLeg repeating group instances.
=> Component Block - <InstrumentLeg> N Must be provided if Number of legs > 0
=> 687 LegQty N
=> 690 LegSwapType N
=> Component Block - <LegStipulations> N
=> Component Block - <LegPreAllocGrp> N
=> 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.
=> 566 LegPrice N Provide only if a price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg price.
=> 587 LegSettlType N Refer to values for SettlType (63)
=> 588 LegSettlDate N Refer to values for SettlDate (64)
=> 1017 LegOptionRatio N LegOptionRatio is provided on Covering leg to create a delta neutral spread. In Listed Derivatives, LegDelta LegOptionRatio is multiplied by LegOptionRatio and OrderQty to determine the covering quantity
=> 685 LegOrderQty N

Used In

Onix Solutions