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 |
|
1788 |
LegID |
Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID (654) whenever only a simple leg reference is allowed or needed. |
|
FIX.5.0SP2 (131) |
|
607 |
LegProduct |
|
|
FIX.4.3 |
|
1594 |
LegSecurityGroup |
|
|
FIX.5.0SP2 (107) |
|
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 |
|
2146 |
LegSettleOnOpenFlag |
|
|
FIX.5.0SP2 (169) |
|
2147 |
LegInstrmtAssignmentMethod |
|
|
FIX.5.0SP2 (169) |
|
2148 |
LegSecurityStatus |
|
|
FIX.5.0SP2 (169) |
|
248 |
LegCouponPaymentDate |
|
|
FIX.4.3 |
|
2149 |
LegRestructuringType |
|
|
FIX.5.0SP2 (169) |
|
2150 |
LegSeniority |
|
|
FIX.5.0SP2 (169) |
|
2151 |
LegNotionalPercentageOutstanding |
|
|
FIX.5.0SP2 (169) |
|
2152 |
LegOriginalNotionalPercentageOutstanding |
|
|
FIX.5.0SP2 (169) |
|
2153 |
LegAttachmentPoint |
|
|
FIX.5.0SP2 (169) |
|
2154 |
LegDetachmentPoint |
|
|
FIX.5.0SP2 (169) |
|
2155 |
LegObligationType |
|
|
FIX.5.0SP2 (169) |
|
2348 |
LegAssetGroup |
|
|
FIX.5.0SP2 (192) |
|
2067 |
LegAssetClass |
Required if LegAssetSubClass (2068) is specified. |
|
FIX.5.0SP2 (161) |
|
2068 |
LegAssetSubClass |
Required if LegAssetType (2069) is specified. |
|
FIX.5.0SP2 (161) |
|
2069 |
LegAssetType |
Required if LegAssetSubType (2739) is specified. |
|
FIX.5.0SP2 (161) |
|
2739 |
LegAssetSubType |
|
|
FIX.5.0SP2 (235) |
|
BlockRepeating |
LegSecondaryAssetGrp |
|
|
FIX.5.0SP2 (161) |
|
BlockRepeating |
LegAssetAttributeGrp |
|
|
FIX.5.0SP2 (169) |
|
2070 |
LegSwapClass |
|
|
FIX.5.0SP2 (161) |
|
2156 |
LegSwapSubClass |
|
|
FIX.5.0SP2 (169) |
|
2157 |
LegNthToDefault |
Conditionally required when LegMthToDefault (2158) is specified. |
|
FIX.5.0SP2 (169) |
|
2158 |
LegMthToDefault |
|
|
FIX.5.0SP2 (169) |
|
2159 |
LegSettledEntityMatrixSource |
|
|
FIX.5.0SP2 (169) |
|
2160 |
LegSettledEntityMatrixPublicationDate |
|
|
FIX.5.0SP2 (169) |
|
2161 |
LegCouponType |
|
|
FIX.5.0SP2 (169) |
|
2162 |
LegTotalIssuedAmount |
|
|
FIX.5.0SP2 (169) |
|
2163 |
LegCouponFrequencyPeriod |
Conditionally required when LegCouponFreqUnit(2164) is specified. |
|
FIX.5.0SP2 (169) |
|
2164 |
LegCouponFrequencyUnit |
Conditionally required when LegCouponFreqPeriod(2163) is specified. |
|
FIX.5.0SP2 (169) |
|
2165 |
LegCouponDayCount |
|
|
FIX.5.0SP2 (169) |
|
2166 |
LegConvertibleBondEquityID |
|
|
FIX.5.0SP2 (169) |
|
2167 |
LegConvertibleBondEquityIDSource |
Conditionally required when LegConvertibleBondEquityID (2166) is specified. |
|
FIX.5.0SP2 (169) |
|
2168 |
LegContractPriceRefMonth |
|
|
FIX.5.0SP2 (169) |
|
2169 |
LegLienSeniority |
|
|
FIX.5.0SP2 (169) |
|
2170 |
LegLoanFacility |
|
|
FIX.5.0SP2 (169) |
|
2171 |
LegReferenceEntityType |
|
|
FIX.5.0SP2 (169) |
|
2172 |
LegIndexSeries |
|
|
FIX.5.0SP2 (169) |
|
2173 |
LegIndexAnnexVersion |
|
|
FIX.5.0SP2 (169) |
|
2174 |
LegIndexAnnexDate |
|
|
FIX.5.0SP2 (169) |
|
2175 |
LegIndexAnnexSource |
|
|
FIX.5.0SP2 (169) |
|
2176 |
LegSettlRateIndex |
|
|
FIX.5.0SP2 (169) |
|
2177 |
LegSettlRateIndexLocation |
|
|
FIX.5.0SP2 (169) |
|
2178 |
LegOptionExpirationDesc |
|
|
FIX.5.0SP2 (169) |
|
2179 |
EncodedLegOptionExpirationDescLen |
Must be set if EncodedLegOptionExpirationDesc (2180) field is specified and must immediately precede it. |
|
FIX.5.0SP2 (169) |
|
2180 |
EncodedLegOptionExpirationDesc |
Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc (2178) field in the encoded format specified via the MessageEncoding (347) field. |
|
FIX.5.0SP2 (169) |
|
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 |
|
2181 |
LegStrikeMultiplier |
|
|
FIX.5.0SP2 (169) |
|
2182 |
LegStrikeValue |
|
|
FIX.5.0SP2 (169) |
|
2183 |
LegStrikeUnitOfMeasure |
|
|
FIX.5.0SP2 (169) |
|
2184 |
LegStrikeIndex |
|
|
FIX.5.0SP2 (169) |
|
2604 |
LegStrikeIndexCurvePoint |
|
|
FIX.5.0SP2 (208) |
|
2185 |
LegStrikeIndexSpread |
|
|
FIX.5.0SP2 (169) |
|
2605 |
LegStrikeIndexQuote |
|
|
FIX.5.0SP2 (208) |
|
2186 |
LegStrikePriceDeterminationMethod |
|
|
FIX.5.0SP2 (169) |
|
2187 |
LegStrikePriceBoundaryMethod |
When specified, LegPutOrCall (1358), LegStrikePrice (612), and LegStrikePriceBoundaryPrecision (2188) must also be specified. |
|
FIX.5.0SP2 (169) |
|
2188 |
LegStrikePriceBoundaryPrecision |
|
|
FIX.5.0SP2 (169) |
|
2189 |
LegUnderlyingPriceDeterminationMethod |
|
|
FIX.5.0SP2 (169) |
|
613 |
LegOptAttribute |
|
|
FIX.4.3 |
|
614 |
LegContractMultiplier |
|
|
FIX.4.3 |
|
1436 |
LegContractMultiplierUnit |
|
|
FIX.5.0SP1 (80) |
|
2354 |
LegTradingUnitPeriodMultiplier |
|
|
FIX.5.0SP2 (179) |
|
1440 |
LegFlowScheduleType |
|
|
FIX.5.0SP1 (80) |
|
2190 |
LegMinPriceIncrement |
|
|
FIX.5.0SP2 (169) |
|
2191 |
LegMinPriceIncrementAmount |
|
|
FIX.5.0SP2 (169) |
|
999 |
LegUnitOfMeasure |
|
|
FIX.4.4 |
|
1224 |
LegUnitOfMeasureQty |
|
|
FIX.5.0 |
|
1720 |
LegUnitOfMeasureCurrency |
|
|
FIX.5.0SP2 (122) |
|
1421 |
LegPriceUnitOfMeasure |
|
|
FIX.5.0 |
|
1422 |
LegPriceUnitOfMeasureQty |
|
|
FIX.5.0 |
|
1721 |
LegPriceUnitOfMeasureCurrency |
|
|
FIX.5.0SP2 (122) |
|
2192 |
LegSettlMethod |
|
|
FIX.5.0SP2 (169) |
|
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 |
|
2193 |
LegOptPayoutType |
|
|
FIX.5.0SP2 (169) |
|
2194 |
LegOptPayoutAmount |
Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary). |
|
FIX.5.0SP2 (169) |
|
2755 |
LegReturnTrigger |
|
|
FIX.5.0SP2 (238) |
|
2195 |
LegPriceQuoteMethod |
|
|
FIX.5.0SP2 (169) |
|
2196 |
LegValuationMethod |
|
|
FIX.5.0SP2 (169) |
|
2197 |
LegValuationSource |
|
|
FIX.5.0SP2 (169) |
|
2198 |
LegValuationReferenceModel |
|
|
FIX.5.0SP2 (169) |
|
1528 |
LegPriceQuoteCurrency |
|
|
FIX.5.0SP2 (107) |
|
2199 |
LegListMethod |
|
|
FIX.5.0SP2 (169) |
|
2200 |
LegCapPrice |
|
|
FIX.5.0SP2 (169) |
|
2201 |
LegFloorPrice |
|
|
FIX.5.0SP2 (169) |
|
2202 |
LegFlexibleIndicator |
|
|
FIX.5.0SP2 (169) |
|
2203 |
LegFlexProductEligibilityIndicator |
|
|
FIX.5.0SP2 (169) |
|
615 |
LegCouponRate |
|
|
FIX.4.3 |
|
616 |
LegSecurityExchange |
|
|
FIX.4.3 |
|
2205 |
LegPositionLimit |
|
|
FIX.5.0SP2 (169) |
|
2206 |
LegNTPositionLimit |
|
|
FIX.5.0SP2 (169) |
|
617 |
LegIssuer |
|
|
FIX.4.3 |
|
618 |
EncodedLegIssuerLen |
Must be set if EncodedLegIssuer(618) field is specified and must immediately precede it. |
|
FIX.4.3 |
|
619 |
EncodedLegIssuer |
Encoded (non-ASCII characters) representation of the LegIssuer (617) field in the encoded format specified via the MessageEncoding (347) field. |
|
FIX.4.3 |
|
2740 |
LegFinancialInstrumentShortName |
|
|
FIX.5.0SP2 (235) |
|
2717 |
LegFinancialInstrumentFullName |
|
|
FIX.5.0SP2 (232) |
|
2718 |
EncodedLegFinancialInstrumentFullNameLen |
Must be set if EncodedLegFinancialInstrumentFullName (2719) field is specified and must immediately precede it. |
|
FIX.5.0SP2 (232) |
|
2719 |
EncodedLegFinancialInstrumentFullName |
Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName (2717) field in the encoded format specified via the MessageEncoding (347) field. |
|
FIX.5.0SP2 (232) |
|
620 |
LegSecurityDesc |
|
|
FIX.4.3 |
|
621 |
EncodedLegSecurityDescLen |
Must be set if LegEncodedSecurityDesc(622) field is specified and must immediately precede it. |
|
FIX.4.3 |
|
622 |
EncodedLegSecurityDesc |
Encoded (non-ASCII characters) representation of the LegSecurityDesc (620) field in the encoded format specified via the MessageEncoding (347) field. |
|
FIX.4.3 |
|
XMLDataBlock |
LegSecurityXML |
Embedded XML document describing the leg instrument. |
|
FIX.5.0SP2 (145) |
|
2207 |
LegCPProgram |
|
|
FIX.5.0SP2 (169) |
|
2208 |
LegCPRegType |
|
|
FIX.5.0SP2 (169) |
|
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 |
|
2682 |
LegInTheMoneyCondition |
Used to express in-the-moneyness behavior in general terms for the option without the use of LegStrikePrice (612) and LegPutOrCall (1358). |
|
FIX.5.0SP2 (224) |
|
2686 |
LegContraryInstructionEligibilityIndicator |
|
|
FIX.5.0SP2 (224) |
|
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 |
|
BlockRepeating |
LegEvntGrp |
|
|
FIX.5.0SP2 (161) |
|
BlockRepeating |
LegInstrumentParties |
|
|
FIX.5.0SP2 (169) |
|
2209 |
LegShortSaleRestriction |
|
|
FIX.5.0SP2 (169) |
|
BlockRepeating |
LegComplexEvents |
|
|
FIX.5.0SP2 (169) |
|
2211 |
LegStrategyType |
|
|
FIX.5.0SP2 (169) |
|
2212 |
LegCommonPricingIndicator |
|
|
FIX.5.0SP2 (169) |
|
2213 |
LegSettlDisruptionProvision |
|
|
FIX.5.0SP2 (169) |
|
2754 |
LegDeliveryRouteOrCharter |
|
|
FIX.5.0SP2 (238) |
|
2214 |
LegInstrumentRoundingDirection |
|
|
FIX.5.0SP2 (169) |
|
2215 |
LegInstrumentRoundingPrecision |
|
|
FIX.5.0SP2 (169) |
|
Block |
LegDateAdjustment |
|
|
FIX.5.0SP2 (161) |
|
Block |
LegPricingDateTime |
|
|
FIX.5.0SP2 (169) |
|
Block |
LegMarketDisruption |
|
|
FIX.5.0SP2 (169) |
|
Block |
LegOptionExercise |
|
|
FIX.5.0SP2 (169) |
|
BlockRepeating |
LegStreamGrp |
|
|
FIX.5.0SP2 (161) |
|
BlockRepeating |
LegProvisionGrp |
|
|
FIX.5.0SP2 (161) |
|
BlockRepeating |
LegAdditionalTermGrp |
|
|
FIX.5.0SP2 (169) |
|
BlockRepeating |
LegProtectionTermGrp |
|
|
FIX.5.0SP2 (169) |
|
BlockRepeating |
LegCashSettlTermGrp |
|
|
FIX.5.0SP2 (169) |
|
BlockRepeating |
LegPhysicalSettlTermGrp |
|
|
FIX.5.0SP2 (169) |
|
BlockRepeating |
LegExtraordinaryEventGrp |
|
|
FIX.5.0SP2 (208) |
|
2606 |
LegExtraordinaryEventAdjustmentMethod |
|
|
FIX.5.0SP2 (208) |
|
2607 |
LegExchangeLookAlike |
|
|
FIX.5.0SP2 (208) |
|