Component InstrmtLegExecGrp (ImplicitBlockRepeating)

Added in protocol FIX.4.4

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

Field or Component Name Description Is Required Added Is Deprecated
555 NoLegs Number of leg executions. FIX.4.4
Block InstrumentLeg Required if NoLegs (555) > 0. FIX.4.4
685 LegOrderQty Quantity ordered for this leg as provided during order entry. FIX.4.4
687 LegQty The LegQty (687) field is deprecated. The use of LegOrderQty (685) is recommended instead. FIX.4.4 Y
2346 LegMidPx FIX.5.0SP2 (175)
690 LegSwapType Instead of LegOrderQty (685) requests that the sellside calculate LegOrderQty (685) based on opposite Leg. FIX.4.4
BlockRepeating LegStipulations FIX.4.4
1366 LegAllocID FIX.5.0
ImplicitBlockRepeating LegPreAllocGrp FIX.5.0
2680 LegAccount FIX.5.0SP2 (223)
1817 LegClearingAccountType Provide if different from the value specified for the overall multileg security in ClearingAccountType (1816) in the Instrument component. FIX.5.0SP2 (223)
564 LegPositionEffect Provide if different from the value specified for the overall multileg security in PositionEffect (77) in the Instrument component. FIX.4.4
565 LegCoveredOrUncovered Provide if different from the value specified for the overall multileg security in CoveredOrUncovered (203) in the Instrument component. FIX.4.4
BlockRepeating NestedParties3 FIX.5.0
654 LegRefID Use of LegRefID (654) in this component is deprecated. Recommend the use of LegID (1788) in the InstrumentLeg component. FIX.4.4 Y
587 LegSettlType FIX.4.4
588 LegSettlDate Takes precedence over a calculated LegSettlType (587) when specified regardless of LegSettlType (587) value. Conditionally required when LegSettlType (587) = B(Broken date). FIX.4.4
637 LegLastPx Used to report the execution price assigned to the leg of the multileg instrument. FIX.4.4
675 LegSettlCurrency FIX.4.4
1073 LegLastForwardPoints FIX.4.4
1074 LegCalculatedCcyLastQty FIX.4.4
1075 LegGrossTradeAmt 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. FIX.4.4
1689 LegShortSaleExemptionReason Available for optional use when LegSide (624) = 6 (Sell short exempt) in InstrumentLeg component. FIX.5.0SP2 (121)
1379 LegVolatility FIX.5.0
1381 LegDividendYield FIX.5.0
1383 LegCurrencyRatio FIX.5.0
1384 LegExecInst FIX.5.0
1418 LegLastQty Quantity executed for this leg. FIX.5.0
2421 FillRefID Use to reference the partial execution of a multi-leg order to which this leg execution belongs. FIX.5.0SP2 (188)

Used in messages