<LegQuotGrp> Component Block

Used in :

Tag		Field Name	FIXML	Req'd	Comments
555		NoLegs	Quot	N	Required for multileg quotes
=>	<InstrumentLeg>			N	Required if NoLegs(555) > 0.
=>	685	LegOrderQty	@OrdQty	N	Quantity ordered of this leg. See OrderQty (38) for description and valid values
=>	687	LegQty	@Qty	N	The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead.
=>	2346	LegMidPx	@MidPx	N	Leg Mid price/rate. For OTC swaps, this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive.
=>	690	LegSwapType	@SwapTyp	N	For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
=>	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]
=>	<LegStipulations>			N	Used on a multi-sided trade to convey reason for execution
=>	<NestedParties>			N	Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829).
=>	686	LegPriceType	@PxTyp	C	Code to represent type of price presented in LegBidPx(681) and LegOfferPx(684). Conditionally required when LegBidPx(681) or PegOfferPx(684) is present.
=>	681	LegBidPx	@BidPx	N	Bid price of this leg. See BidPx (32) for description and valid values.
=>	684	LegOfferPx	@OfrPx	N	Offer price of this leg. See OfferPx (133) for description and valid values
=>	<LegBenchmarkCurveData>			N	Used on a multi-sided trade to convey order routing information
=>	654	LegRefID	@RefID	N	Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component.
=>	1067	LegBidForwardPoints	@LegBidFwdPnts	N	The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
=>	1068	LegOfferForwardPoints	@LegOfrFwdPnts	N	The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199