| | Component | | Required if NoLegs(555) > 0
|
| | Component | | |
| | Component | | |
| 685 | | Quantity | | Quantity ordered for this leg as provided during order entry
|
| 687 | | Quantity | | The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead
|
| 2346 | | Price | | |
| 690 | | Int Enum | | Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg
|
| 990 | | String | | Additional attribute to store the trade or trade report identifier of the leg
|
| 1152 | | Int | | Allow sequencing of legs for a strategy to be captured
|
| | Component | | |
| 2680 | | String | | |
| 1817 | | Int Enum | | Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component
|
| 564 | | Char Enum | | Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component
|
| 565 | | Int Enum | | Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component
|
| | Component | | |
| 654 | | String | | Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component
|
| 587 | | String Enum | | |
| 588 | | LocalMktDate | | Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value
|
| 637 | | Price | | Used to report the execution price assigned to the leg of the multileg instrument
|
| 686 | | Int Enum | | Indicates the price type provided with each leg of a multi-leg trade
|
| 675 | | Currency | | |
| 2900 | | String Enum | | |
| 1073 | | PriceOffset | | |
| 1074 | | Quantity | | |
| 1075 | | Amount | | For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case
|
| 1689 | | Int Enum | | Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component
|
| 1379 | | Float | | |
| 1381 | | Percentage | | |
| 1383 | | Float | | |
| 1384 | | MultipleCharValue Enum | | |
| 1418 | | Quantity | | Quantity executed for this leg
|
| 1591 | | Int Enum | | Leg quantity type to be specified at the leg level. Can be different for each leg
|
| 2358 | | Quantity | | |
| 2357 | | Quantity | | |
| 2360 | | Quantity | | |
| 2359 | | Amount | | |
| | Component | | |
| 2492 | | PriceOffset | | |