Structure

Tag Field Name Req'd Comments
555 NoLegs N Number of legs
Component Block - <InstrumentLeg> N Must be provided if Number of legs > 0
685 LegOrderQty N

Quantity ordered for this leg as provided during order entry.

687 LegQty N

The LegQty <687> field is deprecated. The use of LegOrderQty <685> is recommended instead.

690 LegSwapType N

Instead of LegOrderQty <685> requests that the sellside calculate LegOrderQty <685> based on opposite Leg.

Component Block - <LegStipulations> N
1366 LegAllocID N
Component Block - <LegPreAllocGrp> N
2680 LegAccount N
1817 LegClearingAccountType N

Provide if different from the value specified for the overall multileg security in ClearingAccountType <1816> in the Instrument component.

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.
587 LegSettlType N Refer to values for SettlType <63>
588 LegSettlDate N Refer to values for SettlDate <64>
675 LegSettlCurrency N
2900 LegSettlCurrencyCodeSource N
1379 LegVolatility N
1381 LegDividendYield N
1383 LegCurrencyRatio N
1384 LegExecInst N
1689 LegShortSaleExemptionReason N

Available for optional use when LegSide <624> = 6 (Sell short exempt) in InstrumentLeg component.

Used In