<LegOrdGrp> Component Block

Used in :

Tag		Field Name	FIXML	Req'd	Comments
555		NoLegs	Ord	N	Number of legs
=>	<InstrumentLeg>			C	Required if NoLegs(555) > 0.
=>	685	LegOrderQty	@OrdQty	N	Quantity ordered for this leg as provided during order entry.
=>	687	LegQty	@Qty	N	The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead.
=>	690	LegSwapType	@SwapTyp	N	Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg.
=>	<LegStipulations>			N	Used on a multi-sided trade to convey reason for execution
=>	1366	LegAllocID	@LegAllocID	N	The AllocID(70) of an individual leg of a multileg order.
=>	<LegPreAllocGrp>			N	Minimum price increment for the instrument. Could also be used to represent tick value.
=>	2680	LegAccount	@Acct	N	Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.
=>	1817	LegClearingAccountType	@ClrAcctTyp	N	Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component.
=>	564	LegPositionEffect	@PosEfct	N	Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component.
=>	565	LegCoveredOrUncovered	@Cover	N	Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component
=>	<NestedParties>			N	Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829).
=>	654	LegRefID	@RefID	N	Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component.
=>	587	LegSettlType	@SettlTyp	N	Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the LegSecurityID (602) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0. Note that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
=>	588	LegSettlDate	@SettlDt	N	Refer to description for SettlDate[64]
=>	675	LegSettlCurrency	@SettlCcy	N	Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values
=>	2900	LegSettlCurrencyCodeSource	@SettlCcySrc	N	Identifies class or source of the LegSettlCurrency(675) value.
=>	1379	LegVolatility	@LegVolatility	N	Specifies the volatility of an instrument leg.
=>	1381	LegDividendYield	@LegDividendYield	N	Refer to definition for DividendYield(1380).
=>	1383	LegCurrencyRatio	@LegCurrencyRatio	N	Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7
=>	1384	LegExecInst	@LegExecInst	N	Refer to ExecInst(18) Same values as ExecInst(18)
=>	1689	LegShortSaleExemptionReason	@ShrtSaleExmptnRsn	N	Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component.

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