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SideCrossLegGrp

Repeating group that is similar to LegOrdGrp component in order to support leg level information per side of cross orders and is part of SideCrossOrdModGrp component. LegOrdGrp component cannot be re-used for this purpose as it contains the component blocks InstrumentLeg component and NestedParties component which are already part of the cross messages. The difference to LegOrdGrp component is that SideCrossLegGrp component does not have an InstrumentLeg component to describe the legs, it only has a single reference field to identify the leg which can be defined by the InstrumentLeg component which is present on a higher level of the message and outside of the side group.

TagNameTypeRequiredDescription
1829NumInGroup
Required
Number of legs in the side of a cross order.
654StringRequired if NoCrossLegs(1829) > 0
685QuantityQuantity ordered for this leg as provided during order entry
690Int Enum
Component
1366String
Component
1817Int EnumProvide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component
564Char EnumProvide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component
565Int EnumProvide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component
Component
587String Enum
588LocalMktDate
675Currency
2900String Enum
1379Float
1381Percentage
1383Float
1384MultipleCharValue Enum
1689Int EnumAvailable for optional use when LegSide(624) = 6(Sell short exempt) in InstrumentLeg component