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InstrmtLegExecGrp

TagNameTypeRequiredDescription
555NumInGroup
Required
Number of InstrumentLeg repeating group instances.
Component
Required if NoLegs(555) > 0
685Quantity
Quantity ordered for this leg as provided during order entry
687Quantity
The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead
2346Price
690Int Enum
Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg
Component
1366String
Component
2680String
1817Int Enum
Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component
564Char Enum
Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component
565Int Enum
Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component
Component
654String
Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component
587String Enum
588LocalMktDate
Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value
637Price
Used to report the execution price assigned to the leg of the multileg instrument
675Currency
2900String Enum
1073PriceOffset
1074Quantity
1075Amount
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
1689Int Enum
Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component
1379Float
1381Percentage
1383Float
1384MultipleCharValue Enum
1418Quantity
Quantity executed for this leg
2421String
Use to reference the partial execution of a multi-leg order to which this leg execution belongs