| 600 |
LegSymbol
|
N |
Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g.
non-exchange traded Collective Investment Vehicles)
Use "[N/A]" for products which do not have a symbol.
Required if the InstrumentLeg component is marked as required where the component is used.
|
| 601 |
LegSymbolSfx
|
N |
|
| 602 |
LegSecurityID
|
N |
|
| 603 |
LegSecurityIDSource
|
N |
|
|
Component Block - <LegSecAltIDGrp>
|
N |
|
| 1788 |
LegID
|
N |
Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient.
It can also serve as input value for LegRefID <654> whenever only a simple leg reference is allowed or needed.
|
| 607 |
LegProduct
|
N |
|
| 1594 |
LegSecurityGroup
|
N |
|
| 608 |
LegCFICode
|
N |
|
| 2893 |
LegUPICode
|
N |
|
| 609 |
LegSecurityType
|
N |
|
| 764 |
LegSecuritySubType
|
N |
|
| 610 |
LegMaturityMonthYear
|
N |
|
| 611 |
LegMaturityDate
|
N |
|
| 1212 |
LegMaturityTime
|
N |
|
| 2986 |
LegMaturityFrequencyUnit
|
N |
Conditionally required when LegMaturityFrequencyPeriod <2987> is specified.
|
| 2987 |
LegMaturityFrequencyPeriod
|
N |
Conditionally required when LegMaturityFrequencyUnit <2986> is specified and the value is not EOM (End of Month) or F
(Flexible).
|
| 2146 |
LegSettleOnOpenFlag
|
N |
|
| 2147 |
LegInstrmtAssignmentMethod
|
N |
|
| 2148 |
LegSecurityStatus
|
N |
|
| 248 |
LegCouponPaymentDate
|
N |
|
| 2149 |
LegRestructuringType
|
N |
|
| 2150 |
LegSeniority
|
N |
|
| 2151 |
LegNotionalPercentageOutstanding
|
N |
|
| 2152 |
LegOriginalNotionalPercentageOutstanding
|
N |
|
| 2153 |
LegAttachmentPoint
|
N |
|
| 2154 |
LegDetachmentPoint
|
N |
|
| 2155 |
LegObligationType
|
N |
|
| 2348 |
LegAssetGroup
|
N |
|
| 2067 |
LegAssetClass
|
N |
Required if LegAssetSubClass <2068> is specified.
|
| 2068 |
LegAssetSubClass
|
N |
Required if LegAssetType <2069> is specified.
|
| 2069 |
LegAssetType
|
N |
Required if LegAssetSubType <2739> is specified.
|
| 2739 |
LegAssetSubType
|
N |
|
|
Component Block - <LegSecondaryAssetGrp>
|
N |
|
|
Component Block - <LegAssetAttributeGrp>
|
N |
|
| 2070 |
LegSwapClass
|
N |
|
| 2156 |
LegSwapSubClass
|
N |
|
| 2157 |
LegNthToDefault
|
N |
Conditionally required when LegMthToDefault <2158> is specified.
|
| 2158 |
LegMthToDefault
|
N |
|
| 2159 |
LegSettledEntityMatrixSource
|
N |
|
| 2160 |
LegSettledEntityMatrixPublicationDate
|
N |
|
| 2161 |
LegCouponType
|
N |
|
| 2162 |
LegTotalIssuedAmount
|
N |
|
| 2163 |
LegCouponFrequencyPeriod
|
N |
Conditionally required when LegCouponFrequencyUnit <2164> is specified.
|
| 2164 |
LegCouponFrequencyUnit
|
N |
Conditionally required when LegCouponFrequencyPeriod <2163> is specified.
|
| 2165 |
LegCouponDayCount
|
N |
|
| 2880 |
LegCouponOtherDayCount
|
N |
|
| 2166 |
LegConvertibleBondEquityID
|
N |
|
| 2167 |
LegConvertibleBondEquityIDSource
|
N |
Conditionally required when LegConvertibleBondEquityID <2166> is specified.
|
| 2168 |
LegContractPriceRefMonth
|
N |
|
| 2169 |
LegLienSeniority
|
N |
|
| 2170 |
LegLoanFacility
|
N |
|
| 2171 |
LegReferenceEntityType
|
N |
|
| 2172 |
LegIndexSeries
|
N |
|
| 2173 |
LegIndexAnnexVersion
|
N |
|
| 2174 |
LegIndexAnnexDate
|
N |
|
| 2175 |
LegIndexAnnexSource
|
N |
|
| 2176 |
LegSettlRateIndex
|
N |
|
| 2177 |
LegSettlRateIndexLocation
|
N |
|
| 2178 |
LegOptionExpirationDesc
|
N |
|
| 2179 |
EncodedLegOptionExpirationDescLen
|
N |
Must be set if EncodedLegOptionExpirationDesc <2180> field is specified and must immediately precede it.
|
| 2180 |
EncodedLegOptionExpirationDesc
|
N |
Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc <2178> field in the encoded format specified
via the MessageEncoding <347> field.
|
| 249 |
LegIssueDate
|
N |
|
| 250 |
LegRepoCollateralSecurityType
|
N |
|
| 251 |
LegRepurchaseTerm
|
N |
|
| 252 |
LegRepurchaseRate
|
N |
|
| 253 |
LegFactor
|
N |
|
| 257 |
LegCreditRating
|
N |
|
| 599 |
LegInstrRegistry
|
N |
|
| 596 |
LegCountryOfIssue
|
N |
|
| 597 |
LegStateOrProvinceOfIssue
|
N |
|
| 598 |
LegLocaleOfIssue
|
N |
|
| 254 |
LegRedemptionDate
|
N |
|
| 612 |
LegStrikePrice
|
N |
|
| 942 |
LegStrikeCurrency
|
N |
|
| 2908 |
LegStrikeCurrencyCodeSource
|
N |
|
| 2181 |
LegStrikeMultiplier
|
N |
|
| 2182 |
LegStrikeValue
|
N |
|
| 2183 |
LegStrikeUnitOfMeasure
|
N |
|
| 2184 |
LegStrikeIndex
|
N |
|
| 2604 |
LegStrikeIndexCurvePoint
|
N |
|
| 2185 |
LegStrikeIndexSpread
|
N |
|
| 2605 |
LegStrikeIndexQuote
|
N |
|
| 2186 |
LegStrikePriceDeterminationMethod
|
N |
|
| 2187 |
LegStrikePriceBoundaryMethod
|
N |
When specified, LegPutOrCall <1358>, LegStrikePrice <612>, and LegStrikePriceBoundaryPrecision <2188> must also be
specified.
|
| 2188 |
LegStrikePriceBoundaryPrecision
|
N |
|
| 2189 |
LegUnderlyingPriceDeterminationMethod
|
N |
|
| 613 |
LegOptAttribute
|
N |
|
| 614 |
LegContractMultiplier
|
N |
|
| 1436 |
LegContractMultiplierUnit
|
N |
|
| 2354 |
LegTradingUnitPeriodMultiplier
|
N |
|
| 1440 |
LegFlowScheduleType
|
N |
|
| 2190 |
LegMinPriceIncrement
|
N |
|
| 2191 |
LegMinPriceIncrementAmount
|
N |
|
| 999 |
LegUnitOfMeasure
|
N |
|
| 1224 |
LegUnitOfMeasureQty
|
N |
|
| 1720 |
LegUnitOfMeasureCurrency
|
N |
|
| 2909 |
LegUnitOfMeasureCurrencyCodeSource
|
N |
|
| 1421 |
LegPriceUnitOfMeasure
|
N |
|
| 1422 |
LegPriceUnitOfMeasureQty
|
N |
|
| 1721 |
LegPriceUnitOfMeasureCurrency
|
N |
|
| 2910 |
LegPriceUnitOfMeasureCurrencyCodeSource
|
N |
|
| 2192 |
LegSettlMethod
|
N |
|
| 1001 |
LegTimeUnit
|
N |
Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
|
| 1420 |
LegExerciseStyle
|
N |
|
| 2193 |
LegOptPayoutType
|
N |
|
| 2194 |
LegOptPayoutAmount
|
N |
Conditionally required if LegOptPayoutType <2193> = 3 (Binary).
|
| 2755 |
LegReturnTrigger
|
N |
|
| 2195 |
LegPriceQuoteMethod
|
N |
|
| 2196 |
LegValuationMethod
|
N |
|
| 2197 |
LegValuationSource
|
N |
|
| 2198 |
LegValuationReferenceModel
|
N |
|
| 1528 |
LegPriceQuoteCurrency
|
N |
|
| 2911 |
LegPriceQuoteCurrencyCodeSource
|
N |
|
| 2199 |
LegListMethod
|
N |
|
| 2200 |
LegCapPrice
|
N |
|
| 2201 |
LegFloorPrice
|
N |
|
| 2202 |
LegFlexibleIndicator
|
N |
|
| 2203 |
LegFlexProductEligibilityIndicator
|
N |
|
| 615 |
LegCouponRate
|
N |
|
| 616 |
LegSecurityExchange
|
N |
|
| 2205 |
LegPositionLimit
|
N |
|
| 2206 |
LegNTPositionLimit
|
N |
|
| 617 |
LegIssuer
|
N |
|
| 618 |
EncodedLegIssuerLen
|
N |
Must be set if EncodedLegIssuer <619> field is specified and must immediately precede it.
|
| 619 |
EncodedLegIssuer
|
N |
Encoded (non-ASCII characters) representation of the LegIssuer <617> field in the encoded format specified via the
MessageEncoding <347> field.
|
| 2740 |
LegFinancialInstrumentShortName
|
N |
|
| 2717 |
LegFinancialInstrumentFullName
|
N |
|
| 2718 |
EncodedLegFinancialInstrumentFullNameLen
|
N |
Must be set if EncodedLegFinancialInstrumentFullName <2719> field is specified and must immediately precede it.
|
| 2719 |
EncodedLegFinancialInstrumentFullName
|
N |
Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName <2717> field in the encoded format
specified via the MessageEncoding <347> field.
|
| 620 |
LegSecurityDesc
|
N |
|
| 621 |
EncodedLegSecurityDescLen
|
N |
Must be set if EncodedLegSecurityDesc <622> field is specified and must immediately precede it.
|
| 622 |
EncodedLegSecurityDesc
|
N |
Encoded (non-ASCII characters) representation of the LegSecurityDesc <620> field in the encoded format specified via the
MessageEncoding <347> field.
|
|
Component Block - <LegSecurityXML>
|
N |
Embedded XML document describing the leg instrument.
|
| 2207 |
LegCPProgram
|
N |
|
| 2208 |
LegCPRegType
|
N |
|
| 623 |
LegRatioQty
|
N |
Specific to the <InstrumentLeg> (not in <Instrument>)
|
| 624 |
LegSide
|
N |
Specific to the <InstrumentLeg> (not in <Instrument>)
|
| 556 |
LegCurrency
|
N |
Specific to the <InstrumentLeg> (not in <Instrument>)
|
| 2898 |
LegCurrencyCodeSource
|
N |
|
| 740 |
LegPool
|
N |
Identifies MBS / ABS pool
|
| 739 |
LegDatedDate
|
N |
|
| 955 |
LegContractSettlMonth
|
N |
|
| 956 |
LegInterestAccrualDate
|
N |
|
| 1358 |
LegPutOrCall
|
N |
Used to express option right
|
| 2682 |
LegInTheMoneyCondition
|
N |
Used to express in-the-moneyness behavior in general terms for the option without the use of LegStrikePrice <612> and
LegPutOrCall <1358>.
|
| 2686 |
LegContraryInstructionEligibilityIndicator
|
N |
|
| 1017 |
LegOptionRatio
|
N |
LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is
multiplied by LegOptionRatio and OrderQty to determine the covering quantity.
|
| 566 |
LegPrice
|
N |
Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.
|
|
Component Block - <LegEvntGrp>
|
N |
|
|
Component Block - <LegInstrumentParties>
|
N |
|
| 2209 |
LegShortSaleRestriction
|
N |
|
|
Component Block - <LegComplexEvents>
|
N |
|
| 2211 |
LegStrategyType
|
N |
|
| 2212 |
LegCommonPricingIndicator
|
N |
|
| 2213 |
LegSettlDisruptionProvision
|
N |
|
| 2754 |
LegDeliveryRouteOrCharter
|
N |
|
| 2214 |
LegInstrumentRoundingDirection
|
N |
|
| 2215 |
LegInstrumentRoundingPrecision
|
N |
|
|
Component Block - <LegDateAdjustment>
|
N |
|
|
Component Block - <LegPricingDateTime>
|
N |
|
|
Component Block - <LegMarketDisruption>
|
N |
|
|
Component Block - <LegOptionExercise>
|
N |
|
|
Component Block - <LegStreamGrp>
|
N |
|
|
Component Block - <LegProvisionGrp>
|
N |
|
|
Component Block - <LegAdditionalTermGrp>
|
N |
|
|
Component Block - <LegProtectionTermGrp>
|
N |
|
|
Component Block - <LegCashSettlTermGrp>
|
N |
|
|
Component Block - <LegPhysicalSettlTermGrp>
|
N |
|
|
Component Block - <LegExtraordinaryEventGrp>
|
N |
|
| 2606 |
LegExtraordinaryEventAdjustmentMethod
|
N |
|
| 2607 |
LegExchangeLookAlike
|
N |
|
