<SideCrossLegGrp> Component Block

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.

Used in :

<SideCrossOrdModGrp>

Tag		Field Name	FIXML	Req'd	Comments
1829		NoCrossLegs	SideCrossLeg	N	Number of legs in the side of a cross order.
=>	654	LegRefID	@RefID	C	Required if NoCrossLegs(1829) > 0.
=>	685	LegOrderQty	@OrdQty	N	Quantity ordered for this leg as provided during order entry.
=>	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.
=>	<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.
=>	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.
=>	<NestedParties3>			N
=>	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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