FIX 5.0 : <QuotReqLegsGrp> 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 Required for multileg quotes For Swaps one leg is Buy and other leg is Sell
=> 687 LegQty N
=> 690 LegSwapType N
=> 587 LegSettlType N
=> 588 LegSettlDate N
=> Component Block - <LegStipulations> N
=> Component Block - <NestedParties> N
=> Component Block - <LegBenchmarkCurveData> N
=> 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).
=> 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
=> 566 LegPrice N Specifies the price of a Leg
=> 654 LegRefID N Initiator can optionally provide a unique identifier for the specific leg.

Used In