| Tag |
Field Name |
Req'd |
Comments |
| 555 |
NoLegs |
N |
Number of InstrumentLeg repeating group instances. |
| => |
Component Block - <InstrumentLeg> |
N |
Required for multileg quotes
For Swaps one leg is Buy and other leg is Sell
|
| => |
687 |
LegQty |
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 <681> and LegOfferPx <684>. Required if LegBidPx or LegOfferPx is present. |
| => |
681 |
LegBidPx |
N |
|
| => |
684 |
LegOfferPx |
N |
|
| => |
Component Block - <LegBenchmarkCurveData> |
N |
|
| => |
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).
|
| => |
654 |
LegRefID |
N |
Initiator can optionally provide a unique identifier for the specific leg. Required for FX Swaps |
| => |
1067 |
LegBidForwardPoints |
N |
|
| => |
1068 |
LegOfferForwardPoints |
N |
|
