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FIXtags

GROUP · SOURCE ID 2204

SideCrossLegGrp

Definition

Repeating group that is similar to LegOrdGrp component in order to support leg level information per side of cross orders and is part of SideCrossOrdModGrp component. LegOrdGrp component cannot be re-used for this purpose as it contains the component blocks InstrumentLeg component and NestedParties component which are already part of the cross messages. The difference to LegOrdGrp component is that SideCrossLegGrp component does not have an InstrumentLeg component to describe the legs, it only has a single reference field to identify the leg which can be defined by the InstrumentLeg component which is present on a higher level of the message and outside of the side group.

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. 1829 NoCrossLegsGroup countFrom usage
  2. 654 LegRefIDfield—

    Required if NoCrossLegs(1829) > 0.

  3. 685 LegOrderQtyfield—

    Quantity ordered for this leg as provided during order entry.

  4. 690 LegSwapTypefield—
  5. LegStipulationsgroup—
  6. 1366 LegAllocIDfield—
  7. LegPreAllocGrpgroup—
  8. 1817 LegClearingAccountTypefield—

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

  9. 564 LegPositionEffectfield—

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

  10. 565 LegCoveredOrUncoveredfield—

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

  11. NestedParties3group—
  12. 587 LegSettlTypefield—
  13. 588 LegSettlDatefield—
  14. 675 LegSettlCurrencyfield—
  15. 2900 LegSettlCurrencyCodeSourcefield—
  16. 1379 LegVolatilityfield—
  17. 1381 LegDividendYieldfield—
  18. 1383 LegCurrencyRatiofield—
  19. 1384 LegExecInstfield—
  20. 1689 LegShortSaleExemptionReasonfield—

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

Used in messages

Direct parent structures