| 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. |
