| 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 |
|
