FIX 5.0 : <TrdInstrmtLegGrp> component block

Structure | Used In

Description

No specific description is available.

Structure

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 Instead of LegQty – requests that the sellside calculate LegQty based on opposite Leg
=> Component Block - <LegStipulations> 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
=> 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
=> 990 LegReportID N Additional attribute to store the Trade ID of the Leg.
=> 675 LegSettlCurrency 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 (231) is required in this case.

Used In