Component InstrumentLeg (Block)

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

Added in protocol FIX.4.3

See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.

Field or Component	Name	Description	Added	Is Deprecated
600	LegSymbol		FIX.4.3
601	LegSymbolSfx		FIX.4.3
602	LegSecurityID		FIX.4.3
603	LegSecurityIDSource		FIX.4.3
ImplicitBlockRepeating	LegSecAltIDGrp		FIX.4.4
607	LegProduct		FIX.4.3
608	LegCFICode		FIX.4.3
609	LegSecurityType		FIX.4.3
764	LegSecuritySubType		FIX.4.4
610	LegMaturityMonthYear		FIX.4.3
611	LegMaturityDate		FIX.4.3
1212	LegMaturityTime		FIX.5.0
248	LegCouponPaymentDate		FIX.4.3
249	LegIssueDate		FIX.4.3
250	LegRepoCollateralSecurityType		FIX.4.3	Y
251	LegRepurchaseTerm		FIX.4.3	Y
252	LegRepurchaseRate		FIX.4.3	Y
253	LegFactor		FIX.4.3
257	LegCreditRating		FIX.4.3
599	LegInstrRegistry		FIX.4.3
596	LegCountryOfIssue		FIX.4.3
597	LegStateOrProvinceOfIssue		FIX.4.3
598	LegLocaleOfIssue		FIX.4.3
254	LegRedemptionDate		FIX.4.3	Y
612	LegStrikePrice		FIX.4.3
942	LegStrikeCurrency		FIX.4.4
613	LegOptAttribute		FIX.4.3
614	LegContractMultiplier		FIX.4.3
1436	LegContractMultiplierUnit		FIX.5.0SP1 (80)
1440	LegFlowScheduleType		FIX.5.0SP1 (80)
999	LegUnitOfMeasure		FIX.4.4
1224	LegUnitOfMeasureQty		FIX.5.0
1421	LegPriceUnitOfMeasure		FIX.5.0
1422	LegPriceUnitOfMeasureQty		FIX.5.0
1001	LegTimeUnit	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)	FIX.4.4
1420	LegExerciseStyle		FIX.5.0
615	LegCouponRate		FIX.4.3
616	LegSecurityExchange		FIX.4.3
617	LegIssuer		FIX.4.3
618	EncodedLegIssuerLen		FIX.4.3
619	EncodedLegIssuer		FIX.4.3
620	LegSecurityDesc		FIX.4.3
621	EncodedLegSecurityDescLen		FIX.4.3
622	EncodedLegSecurityDesc		FIX.4.3
623	LegRatioQty	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
624	LegSide	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.3
556	LegCurrency	Specific to the <InstrumentLeg> (not in <Instrument>)	FIX.4.4
740	LegPool	Identifies MBS / ABS pool	FIX.4.4
739	LegDatedDate		FIX.4.4
955	LegContractSettlMonth		FIX.4.4
956	LegInterestAccrualDate		FIX.4.4
1358	LegPutOrCall	Used to express option right	FIX.5.0
1017	LegOptionRatio	LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.	FIX.4.4
566	LegPrice	Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.	FIX.4.4

Component InstrumentLeg (Block)

Used in components