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InstrmtMatchSideGrp

The InstrmtMatchSideGrp component is used to convey all trades for a given match event reported by instrument and trade side.

TagNameTypeRequiredDescription
1889NumInGroup
Required
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
1891String
53Quantity
Total quantity for this instrument in this match event. This is the cumulative sum of LastQty(32) for all match steps for this instrument
15Currency
2897String Enum
120Currency
2899String Enum
854Int Enum
32Quantity
Required if NoInstrmtMatchSides(1889) > 0
423Int Enum
31Price
Required if NoInstrmtMatchSides(1889) > 0
30Exchange
Component
Required if NoInstrmtMatchSides(1889) > 0