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FIXtags

GROUP · SOURCE ID 2063

TrdInstrmtLegGrp

Definition

No definition is supplied in this source.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 555 NoLegsGroup countFrom usage
  2. InstrumentLegcomponent—

    Required if NoLegs(555) > 0.

  3. LegFinancingDetailscomponent—
  4. LegPositionAmountDatagroup—
  5. 685 LegOrderQtyfield—

    Quantity ordered for this leg as provided during order entry.

  6. 687 LegQtyfield—

    The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead.

  7. 2346 LegMidPxfield—
  8. 690 LegSwapTypefield—

    Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg.

  9. 990 LegReportIDfield—

    Additional attribute to store the trade or trade report identifier of the leg.

  10. 1152 LegNumberfield—

    Allow sequencing of legs for a strategy to be captured.

  11. LegStipulationsgroup—
  12. 2680 LegAccountfield—
  13. 1817 LegClearingAccountTypefield—

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

  14. 564 LegPositionEffectfield—

    Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component.

  15. 565 LegCoveredOrUncoveredfield—

    Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component.

  16. NestedPartiesgroup—
  17. 654 LegRefIDfield—

    Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component.

  18. 587 LegSettlTypefield—
  19. 588 LegSettlDatefield—

    Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value.

    Conditionally required when LegSettlType(587) = B(Broken date).

  20. 637 LegLastPxfield—

    Used to report the execution price assigned to the leg of the multileg instrument.

  21. 686 LegPriceTypefield—

    Indicates the price type provided with each leg of a multi-leg trade

  22. 675 LegSettlCurrencyfield—
  23. 2900 LegSettlCurrencyCodeSourcefield—
  24. 1073 LegLastForwardPointsfield—
  25. 1074 LegCalculatedCcyLastQtyfield—
  26. 1075 LegGrossTradeAmtfield—

    For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(614) is required in this case.

  27. 1689 LegShortSaleExemptionReasonfield—

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

  28. 1379 LegVolatilityfield—
  29. 1381 LegDividendYieldfield—
  30. 1383 LegCurrencyRatiofield—
  31. 1384 LegExecInstfield—
  32. 1418 LegLastQtyfield—

    Quantity executed for this leg.

  33. 1591 LegQtyTypefield—

    Leg quantity type to be specified at the leg level. Can be different for each leg.

  34. 2358 LegLastMultipliedQtyfield—
  35. 2357 LegTotalTradeQtyfield—
  36. 2360 LegTotalTradeMultipliedQtyfield—
  37. 2359 LegTotalGrossTradeAmtfield—
  38. TradeCapLegUnderlyingsGrpgroup—
  39. 2492 LegDifferentialPricefield—
  40. LegRateSourcegroup—

Used in messages

Direct parent structures

No parent component or group in this snapshot.