Structure

Tag Field Name Req'd Comments
555 NoLegs N Required for multileg quote status reports
Component Block - <InstrumentLeg> N

Required for multileg quote status reports

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

Used In