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 |
For OTC swaps, may be used to provide the estimated mid-market mark. |
| → | 690 | LegSwapType | N | |
| → | 587 | LegSettlType | N | |
| → | 588 | LegSettlDate | N | |
| → | Component Block - <LegStipulations> | N | ||
| → | Component Block - <NestedParties> | N | ||
| → | Component Block - <LegBenchmarkCurveData> | N | ||
| → | 654 | LegRefID | N | Initiator can optionally provide a unique identifier for the specific leg. |