Structure
| 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 | |
| → | 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). |
| → | 687 | LegQty | N |
The LegQty <687> field is deprecated. The use of LegOrderQty <685> is recommended instead. |
| → | 2346 | LegMidPx | N | |
| → | 690 | LegSwapType | N | Instead of LegQty - requests that the sellside calculate LegQty based on opposite Leg |
| → | Component Block - <LegStipulations> | N | ||
| → | 1366 | LegAllocID | N | |
| → | Component Block - <LegPreAllocGrp> | N | ||
| → | 2680 | LegAccount | N | |
| → | 1817 | LegClearingAccountType | N |
Provide if different from the value specified for the overall multileg security in ClearingAccountType <1816> in the Instrument component. |
| → | 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 - <NestedParties3> | N | ||
| → | 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 |
| → | 675 | LegSettlCurrency | N | |
| → | 2900 | LegSettlCurrencyCodeSource | 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 <614> is required in this case. |
| → | 1689 | LegShortSaleExemptionReason | N |
Available for optional use when LegSide <624> = 6 (Sell short exempt) in InstrumentLeg component. |
| → | 1379 | LegVolatility | N | |
| → | 1381 | LegDividendYield | N | |
| → | 1383 | LegCurrencyRatio | N | |
| → | 1384 | LegExecInst | N | |
| → | 1418 | LegLastQty | N |
Quantity executed for this leg. |
| → | 2421 | FillRefID | N |
Use to reference the partial execution of a multi-leg order to which this leg execution belongs. |