MultiLegReportingType <442> field – FIX 5.0 SP1 – FIX Dictionary

Used In

Description

Used to indicate what an ExecutionReport <8> represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).

Valid values:

1 = Single security (defualt if not specified)

2 = Individual leg of a multi=leg security

3 = Multi-leg security

Used In

• ExecutionReport <8>

• TradeCaptureReportRequest <AD>

• TradeCaptureReport <AE>

• TradeCaptureReportRequestAck <AQ>

• TradeCaptureReportAck <AR>

• AllocationReport <AS>

• AllocationInstructionAlert <BM>

• AllocationInstruction <J>