The InstrmtMatchSideGrp component is used to convey all trades for a given match event reported by instrument and trade side.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
1889 | NumInGroup | Number of instrument match sides. | ||
Component | Required if NoInstrmtMatchSides(1889) > 0 | |||
Component | LegID(1788) in the InstrmtLegGrp component can be used to reference individual leg executions referenced in the TrdInstrmtLegExecGrp component with LegRefID(654) | |||
Component | ||||
1891 | String | |||
53 | Quantity | Total quantity for this instrument in this match event. This is the cumulative sum of LastQty(32) for all match steps for this instrument | ||
15 | Currency | |||
2897 | String Enum | |||
120 | Currency | |||
2899 | String Enum | |||
854 | Int Enum | |||
32 | Quantity | Required if NoInstrmtMatchSides(1889) > 0 | ||
423 | Int Enum | |||
31 | Price | Required if NoInstrmtMatchSides(1889) > 0 | ||
30 | Exchange | |||
Component | Required if NoInstrmtMatchSides(1889) > 0 |