Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 555 | NoLegs | TrdLeg | N | Number of legs Identifies a Multi-leg Execution if present and non-zero. | |||
| => | <InstrumentLeg> | C | Must be provided if Number of legs > 0 | ||||
| => | 687 | LegQty | @Qty | N | |||
| => | 690 | LegSwapType | @SwapTyp | N | Instead of LegQty (1418) - requests that the sellside calculate LegQty (1418) based on opposite Leg. | ||
| => | 990 | LegReportID | @RptID | N | Additional attribute to store the Trade ID of the Leg. | ||
| => | 1152 | LegNumber | @LegNo | N | Allow sequencing of Legs for a Strategy to be captured | ||
| => | <LegStipulations> | N | |||||
| => | 564 | LegPositionEffect | @PosEfct | N | Provide if the PositionEffect (77) for the leg is different from that specified for the overall multileg security | ||
| => | 565 | LegCoveredOrUncovered | @Cover | N | Provide if the CoveredOrUncovered (203) for the leg is different from that specified for the overall multileg security. | ||
| => | <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 | @RefID | N | Used to identify a specific leg. | ||
| => | 587 | LegSettlType | @SettlTyp | N | |||
| => | 588 | LegSettlDate | @SettlDt | N | Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType (587) values. | ||
| => | 637 | LegLastPx | @LastPx | N | Used to report the execution price assigned to the leg of the multileg instrument | ||
| => | 675 | LegSettlCurrency | @SettlCcy | N | |||
| => | 1073 | LegLastForwardPoints | @LegLastFwdPnts | N | |||
| => | 1074 | LegCalculatedCcyLastQty | @LegCalcCcyLastQty | N | |||
| => | 1075 | LegGrossTradeAmt | @LegGrossTrdAmt | 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) (231) is required in this case. | ||
| => | 1379 | LegVolatility | @LegVolatility | N | |||
| => | 1381 | LegDividendYield | @LegDividendYield | N | |||
| => | 1383 | LegCurrencyRatio | @LegCurrencyRatio | N | |||
| => | 1384 | LegExecInst | @LegExecInst | N | |||
| => | 1418 | LegLastQty | @LastQty | N | |||
| => | <TradeCapLegUnderlyingsGrp> | N | |||||
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