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 |