Component TrdInstrmtLegGrp (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 | FIX.4.4 | |||
| Block | InstrumentLeg | Required if NoLegs (555) > 0. | FIX.4.4 | ||
| Block | LegFinancingDetails | FIX.5.0SP2 (192) | |||
| BlockRepeating | LegPositionAmountData | FIX.5.0SP2 (107) | |||
| 685 | LegOrderQty | Quantity ordered for this leg as provided during order entry. | FIX.5.0SP2 (131) | ||
| 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 | ||
| 990 | LegReportID | Additional attribute to store the trade or trade report identifier of the leg. | FIX.4.4 | ||
| 1152 | LegNumber | Allow sequencing of legs for a strategy to be captured. | FIX.5.0 | ||
| BlockRepeating | LegStipulations | FIX.4.4 | |||
| 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 | NestedParties | FIX.4.4 | |||
| 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 | ||
| 686 | LegPriceType | Indicates the price type provided with each leg of a multi-leg trade | FIX.5.0SP2 (107) | ||
| 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 | ||
| 1591 | LegQtyType | Leg quantity type to be specified at the leg level. Can be different for each leg. | FIX.5.0SP2 (107) | ||
| 2358 | LegLastMultipliedQty | FIX.5.0SP2 (179) | |||
| 2357 | LegTotalTradeQty | FIX.5.0SP2 (179) | |||
| 2360 | LegTotalTradeMultipliedQty | FIX.5.0SP2 (179) | |||
| 2359 | LegTotalGrossTradeAmt | FIX.5.0SP2 (179) | |||
| ImplicitBlockRepeating | TradeCapLegUnderlyingsGrp | FIX.5.0 | Y | ||
| 2492 | LegDifferentialPrice | FIX.5.0SP2 (217) |