| Tag |
Field Name |
Req'd |
Comments |
| 555 |
NoLegs |
N |
Number of legs
Identifies a Multi-leg Execution if present and non-zero.
|
| => |
Component Block - <InstrumentLeg> |
N |
Must be provided if Number of legs > 0 |
| => |
687 |
LegQty |
N |
|
| => |
690 |
LegSwapType |
N |
Instead of LegQty - requests that the sellside calculate LegQty based on opposite Leg |
| => |
Component Block - <LegStipulations> |
N |
|
| => |
564 |
LegPositionEffect |
N |
Provide if the PositionEffect for the leg is different from that specified for the overall multileg security |
| => |
565 |
LegCoveredOrUncovered |
N |
Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. |
| => |
Component Block - <NestedParties> |
N |
Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in
"Common Components of Application Messages"
Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type
|
| => |
654 |
LegRefID |
N |
Used to identify a specific leg. |
| => |
587 |
LegSettlType |
N |
|
| => |
588 |
LegSettlDate |
N |
Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType values. |
| => |
637 |
LegLastPx |
N |
Used to report the execution price assigned to the leg of the multileg instrument |
| => |
990 |
LegReportID |
N |
Additional attribute to store the Trade ID of the Leg. |
| => |
675 |
LegSettlCurrency |
N |
|
| => |
1073 |
LegLastForwardPoints |
N |
|
| => |
1074 |
LegCalculatedCcyLastQty |
N |
|
| => |
1075 |
LegGrossTradeAmt |
N |
For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed
in terms of number of contracts - LegContractMultiplier (231) is required in this case.
|
| => |
1152 |
LegNumber |
N |
Allow sequencing of Legs for a Strategy to be captured |
| => |
Component Block - <TradeCapLegUnderlyingsGrp> |
N |
|
| => |
1379 |
LegVolatility |
N |
|
| => |
1381 |
LegDividendYield |
N |
|
| => |
1383 |
LegCurrencyRatio |
N |
|
| => |
1384 |
LegExecInst |
N |
|
| => |
1418 |
LegLastQty |
N |
|
