Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 555 | NoLegs | N | Required for multileg quotes | |
| → | Component Block - <InstrumentLeg> | N |
Required for multileg quotes For Swaps one leg is Buy and other leg is Sell |
|
| → | 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 | |
| → | 587 | LegSettlType | N | |
| → | 588 | LegSettlDate | N | |
| → | Component Block - <LegStipulations> | N | ||
| → | Component Block - <NestedParties> | N | ||
| → | 686 | LegPriceType | N | Code to represent type of price presented in LegBidPx and LegOfferPx. Required if LegBidPx or PegOfferPx is present. |
| → | 681 | LegBidPx | N | |
| → | 684 | LegOfferPx | N | |
| → | Component Block - <LegBenchmarkCurveData> | N | ||
| → | 654 | LegRefID | N | Initiator can optionally provide a unique identifier for the specific leg. Required for FX Swaps |
| → | 1067 | LegBidForwardPoints | N | |
| → | 1068 | LegOfferForwardPoints | N | |