<TrdInstrmtLegGrp> Component Block

The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options.

The start date must always be less than or equal to end date.

Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.

Quantity ordered for this leg as provided during order entry.

The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead.

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.

Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg.

Additional attribute to store the trade or trade report identifier of the leg.

Allow sequencing of legs for a strategy to be captured.

Used on a multi-sided trade to convey reason for execution

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

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

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

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

Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829).

Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component.

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.

Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value.

Conditionally required when LegSettlType(587) = B(Broken date).

Used to report the execution price assigned to the leg of the multileg instrument.

Indicates the price type provided with each leg of a multi-leg trade

Identifies settlement currency for the Leg.

See SettlCurrency (20) for description and valid values

Identifies class or source of the LegSettlCurrency(675) value.

The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.

For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case.

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

Specifies the volatility of an instrument leg.

Refer to definition for DividendYield(1380).

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

Refer to ExecInst(18)

Same values as ExecInst(18)

Quantity executed for this leg.

Leg quantity type to be specified at the leg level. Can be different for each leg.

Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to LegLastQty(1418), it is the product of LegLastQty(1418) and LegContractMultiplier(614).

Expresses the total quantity traded over the life of the contract when LegLastQty(1418) is to be repeated periodically over the term of the contract. The value is the product of LegLastQty(1418) and LegTradingUnitPeriodMultiplier(2353).

Expresses the total trade quantity in units where LegContractMultiplier(614) is not 1. The value is the product of LegTotalTradeQty(2357) and LegContractMultiplier(614).

Expresses the full total monetary value of the traded contract. The value is the product of LegLastPx(637) and LegTotalTradeQty(2357) or LegTotalTradeMultipliedQty(2360), if priced in units instead of contracts.

The encoding type of the content provided in EncodedAttachment(2112).

The AttachmentEncodingType(2109) is a distinct and separate concept from MessageEncoding(347) that defines how FIX fields of type data are encoded. The MessageEncoding(347) is used to embed text in another character set (e.g. Unicode or Shift-JIS) within FIX.

Used in pricing a group of individual Trade at Settlement (TAS) and Trade At Marker (TAM) contracts as an atomic unit. The value is the negotiated currency offset either at settlement (TAS) or at the time specified in the product definition (TAM). The final contract price is reported in LegLastPx(637).