| Tag |
Field Name |
Req'd |
Comments |
| 555 |
NoLegs |
N |
Number of InstrumentLeg repeating group instances. |
| => |
Component Block - <InstrumentLeg> |
N |
Must be provided if Number of legs > 0 |
| => |
687 |
LegQty |
N |
|
| => |
690 |
LegSwapType |
N |
Instead of LegQty – requests that the sellside calculate LegQty based on opposite Leg |
| => |
Component Block - <LegStipulations> |
N |
|
| => |
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 - <NestedParties> |
N |
Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in
"Common Components of Application Messages"
Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type
|
| => |
654 |
LegRefID |
N |
Used to identify a specific leg. |
| => |
566 |
LegPrice |
N |
Provide only if a Price is required for a specific leg. Used for anchoring the overall multileg security price to a specific
leg Price.
|
| => |
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 |
| => |
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).
|
| => |
675 |
LegSettlCurrency |
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 (231) is required in this case.
|
