| 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. |
| => |
654 |
LegRefID |
N |
Used to identify a specific leg. |
| => |
587 |
LegSettlType |
N |
|
| => |
588 |
LegSettlDate |
N |
Takes precedence over LegSettlType 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 |
| => |
685 |
LegOrderQty |
N |
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).
|
| => |
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.
|
| => |
Component Block - <NestedParties3> |
N |
|
| => |
1366 |
LegAllocID |
N |
|
| => |
Component Block - <LegPreAllocGrp> |
N |
|
| => |
1379 |
LegVolatility |
N |
|
| => |
1381 |
LegDividendYield |
N |
|
| => |
1383 |
LegCurrencyRatio |
N |
|
| => |
1384 |
LegExecInst |
N |
|
| => |
1418 |
LegLastQty |
N |
|
