Component QuotReqLegsGrp (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 Required for multileg quotes. FIX.4.4
Block InstrumentLeg Required for multileg quotes For Swaps one leg is Buy and other leg is Sell 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
566 LegPrice Specifies the price of a Leg FIX.4.4
687 LegQty FIX.4.4 Y
685 LegOrderQty When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). FIX.4.4
690 LegSwapType FIX.4.4
587 LegSettlType FIX.4.4
588 LegSettlDate FIX.4.4
BlockRepeating LegStipulations FIX.4.4
BlockRepeating NestedParties FIX.4.4
Block LegBenchmarkCurveData FIX.4.4
654 LegRefID Initiator can optionally provide a unique identifier for the specific leg. FIX.4.4

Used in components