Component LegOrdGrp (ImplicitBlockRepeating)

Added in protocol FIX.4.4

See in: FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
555 NoLegs Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) – must be provided even if zero Y FIX.4.4
Block InstrumentLeg Must be provided if Number of legs > 0 FIX.4.4
1017 LegOptionRatio LegOptionRatio is provided on Covering leg to create a delta neutral spread. In Listed Derivatives, LegDelta LegOptionRatio is multiplied by LegOptionRatio and OrderQty to determine the covering quantity FIX.4.4
687 LegQty FIX.4.4 Y
690 LegSwapType FIX.4.4
BlockRepeating LegStipulations FIX.4.4
ImplicitBlockRepeating LegPreAllocGrp FIX.4.4
564 LegPositionEffect Provide if the PositionEffect for the leg is different from that specified for the overall multileg security FIX.4.4
565 LegCoveredOrUncovered Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. FIX.4.4
BlockRepeating NestedParties 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 FIX.4.4
654 LegRefID Used to identify a specific leg. FIX.4.4
566 LegPrice Provide only if a price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg price. FIX.4.4
587 LegSettlType Refer to values for SettlType (63) FIX.4.4
588 LegSettlDate Refer to values for SettlDate (64) FIX.4.4
685 LegOrderQty FIX.4.4