InstrumentLeg component

InstrumentLeg

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

Tag	Name	Type	Description
600	LegSymbol	String	Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
601	LegSymbolSfx	String Enum
602	LegSecurityID	String
603	LegSecurityIDSource	String Enum
	LegSecAltIDGrp	Component
1788	LegID	String	Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed
607	LegProduct	Int Enum
1594	LegSecurityGroup	String
608	LegCFICode	String
2893	LegUPICode	String
609	LegSecurityType	String Enum
764	LegSecuritySubType	String
610	LegMaturityMonthYear	MonthYear
611	LegMaturityDate	LocalMktDate
1212	LegMaturityTime	TZTimeOnly
2986	LegMaturityFrequencyUnit	String Enum	Conditionally required when LegMaturityFrequencyPeriod(2987) is specified
2987	LegMaturityFrequencyPeriod	Int	Conditionally required when LegMaturityFrequencyUnit(2986) is specified and the value is not EOM (End of Month) or F (Flexible)
2146	LegSettleOnOpenFlag	String
2147	LegInstrmtAssignmentMethod	Char Enum
2148	LegSecurityStatus	String Enum
248	LegCouponPaymentDate	LocalMktDate
2149	LegRestructuringType	String Enum
2150	LegSeniority	String Enum
2151	LegNotionalPercentageOutstanding	Percentage
2152	LegOriginalNotionalPercentageOutstanding	Percentage
2153	LegAttachmentPoint	Percentage
2154	LegDetachmentPoint	Percentage
2155	LegObligationType	String Enum
2348	LegAssetGroup	Int Enum
2067	LegAssetClass	Int Enum	Required if LegAssetSubClass(2068) is specified
2068	LegAssetSubClass	Int Enum	Required if LegAssetType(2069) is specified
2069	LegAssetType	String	Required if LegAssetSubType(2739) is specified
2739	LegAssetSubType	String
	LegSecondaryAssetGrp	Component
	LegAssetAttributeGrp	Component
2070	LegSwapClass	String Enum
2156	LegSwapSubClass	String Enum
2157	LegNthToDefault	Int	Conditionally required when LegMthToDefault(2158) is specified
2158	LegMthToDefault	Int
2159	LegSettledEntityMatrixSource	String
2160	LegSettledEntityMatrixPublicationDate	LocalMktDate
2161	LegCouponType	Int Enum
2162	LegTotalIssuedAmount	Amount
2163	LegCouponFrequencyPeriod	Int	Conditionally required when LegCouponFreqUnit(2164) is specified
2164	LegCouponFrequencyUnit	String Enum	Conditionally required when LegCouponFreqPeriod(2163) is specified
2165	LegCouponDayCount	Int Enum
2880	LegCouponOtherDayCount	String
2166	LegConvertibleBondEquityID	String
2167	LegConvertibleBondEquityIDSource	String Enum	Conditionally required when LegConvertibleBondEquityID(2166) is specified
2168	LegContractPriceRefMonth	MonthYear
2169	LegLienSeniority	Int Enum
2170	LegLoanFacility	Int Enum
2171	LegReferenceEntityType	Int Enum
2172	LegIndexSeries	Int
2173	LegIndexAnnexVersion	Int
2174	LegIndexAnnexDate	LocalMktDate
2175	LegIndexAnnexSource	String
2176	LegSettlRateIndex	String
2177	LegSettlRateIndexLocation	String
2178	LegOptionExpirationDesc	String
2179	EncodedLegOptionExpirationDescLen	Length	Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it
2180	EncodedLegOptionExpirationDesc	Data	Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field
249	LegIssueDate	LocalMktDate
250	LegRepoCollateralSecurityType	String
251	LegRepurchaseTerm	Int
252	LegRepurchaseRate	Percentage
253	LegFactor	Float
257	LegCreditRating	String
599	LegInstrRegistry	String
596	LegCountryOfIssue	Country
597	LegStateOrProvinceOfIssue	String
598	LegLocaleOfIssue	String
254	LegRedemptionDate	LocalMktDate
612	LegStrikePrice	Price
942	LegStrikeCurrency	Currency
2908	LegStrikeCurrencyCodeSource	String Enum
2181	LegStrikeMultiplier	Float
2182	LegStrikeValue	Float
2183	LegStrikeUnitOfMeasure	String Enum
2184	LegStrikeIndex	String
2604	LegStrikeIndexCurvePoint	String
2185	LegStrikeIndexSpread	PriceOffset
2605	LegStrikeIndexQuote	Int Enum
2186	LegStrikePriceDeterminationMethod	Int Enum
2187	LegStrikePriceBoundaryMethod	Int Enum	When specified, LegPutOrCall(1358), LegStrikePrice(612), and LegStrikePriceBoundaryPrecision(2188) must also be specified
2188	LegStrikePriceBoundaryPrecision	Percentage
2189	LegUnderlyingPriceDeterminationMethod	Int Enum
613	LegOptAttribute	Char
614	LegContractMultiplier	Float
1436	LegContractMultiplierUnit	Int Enum
2354	LegTradingUnitPeriodMultiplier	Int
1440	LegFlowScheduleType	Int Enum
2190	LegMinPriceIncrement	Float
2191	LegMinPriceIncrementAmount	Amount
999	LegUnitOfMeasure	String Enum
1224	LegUnitOfMeasureQty	Quantity
1720	LegUnitOfMeasureCurrency	Currency
2909	LegUnitOfMeasureCurrencyCodeSource	String Enum
1421	LegPriceUnitOfMeasure	String Enum
1422	LegPriceUnitOfMeasureQty	Quantity
1721	LegPriceUnitOfMeasureCurrency	Currency
2910	LegPriceUnitOfMeasureCurrencyCodeSource	String Enum
2192	LegSettlMethod	String Enum
1001	LegTimeUnit	String Enum	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1420	LegExerciseStyle	Int Enum
2193	LegOptPayoutType	Int Enum
2194	LegOptPayoutAmount	Amount	Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary)
2755	LegReturnTrigger	Int Enum
2195	LegPriceQuoteMethod	String Enum
2196	LegValuationMethod	String Enum
2197	LegValuationSource	String
2198	LegValuationReferenceModel	String
1528	LegPriceQuoteCurrency	Currency
2911	LegPriceQuoteCurrencyCodeSource	String Enum
2199	LegListMethod	Int Enum
2200	LegCapPrice	Price
2201	LegFloorPrice	Price
2202	LegFlexibleIndicator	Boolean
2203	LegFlexProductEligibilityIndicator	Boolean
615	LegCouponRate	Percentage
616	LegSecurityExchange	Exchange
2205	LegPositionLimit	Int
2206	LegNTPositionLimit	Int
617	LegIssuer	String
618	EncodedLegIssuerLen	Length	Must be set if EncodedLegIssuer(618) field is specified and must immediately precede it
619	EncodedLegIssuer	Data	Encoded (non-ASCII characters) representation of the LegIssuer(617) field in the encoded format specified via the MessageEncoding(347) field
2740	LegFinancialInstrumentShortName	String
2717	LegFinancialInstrumentFullName	String
2718	EncodedLegFinancialInstrumentFullNameLen	Length	Must be set if EncodedLegFinancialInstrumentFullName(2719) field is specified and must immediately precede it
2719	EncodedLegFinancialInstrumentFullName	Data	Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field
620	LegSecurityDesc	String
621	EncodedLegSecurityDescLen	Length	Must be set if LegEncodedSecurityDesc(622) field is specified and must immediately precede it
622	EncodedLegSecurityDesc	Data	Encoded (non-ASCII characters) representation of the LegSecurityDesc(620) field in the encoded format specified via the MessageEncoding(347) field
	LegSecurityXML	Component	Embedded XML document describing the leg instrument
2207	LegCPProgram	Int Enum
2208	LegCPRegType	String
623	LegRatioQty	Float	Specific to the (not in )
624	LegSide	Char Enum	Specific to the (not in )
556	LegCurrency	Currency	Specific to the (not in )
2898	LegCurrencyCodeSource	String Enum
740	LegPool	String	Identifies MBS / ABS pool
739	LegDatedDate	LocalMktDate
955	LegContractSettlMonth	MonthYear
956	LegInterestAccrualDate	LocalMktDate
1358	LegPutOrCall	Int Enum	Used to express option right
2682	LegInTheMoneyCondition	Int Enum	Used to express in-the-moneyness behavior in general terms for the option without the use of LegStrikePrice(612) and LegPutOrCall(1358)
2686	LegContraryInstructionEligibilityIndicator	Boolean
1017	LegOptionRatio	Float	LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity
566	LegPrice	Price	Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price
	LegEvntGrp	Component
	LegInstrumentParties	Component
2209	LegShortSaleRestriction	Int Enum
	LegComplexEvents	Component
2211	LegStrategyType	String Enum
2212	LegCommonPricingIndicator	Boolean
2213	LegSettlDisruptionProvision	Int Enum
2754	LegDeliveryRouteOrCharter	String
2214	LegInstrumentRoundingDirection	Char Enum
2215	LegInstrumentRoundingPrecision	Int
	LegDateAdjustment	Component
	LegPricingDateTime	Component
	LegMarketDisruption	Component
	LegOptionExercise	Component
	LegStreamGrp	Component
	LegProvisionGrp	Component
	LegAdditionalTermGrp	Component
	LegProtectionTermGrp	Component
	LegCashSettlTermGrp	Component
	LegPhysicalSettlTermGrp	Component
	LegExtraordinaryEventGrp	Component
2606	LegExtraordinaryEventAdjustmentMethod	Int Enum
2607	LegExchangeLookAlike	Boolean

Used By

6
Indication of Interest (via InstrmtLegIOIGrp)
7
Advertisement (via InstrmtLegGrp)
8
Execution Report (via InstrmtLegExecGrp)
a
Quote Status Request (via InstrmtLegGrp)
AA
Derivative Security List (via RelSymDerivSecGrp > InstrmtLegGrp)

InstrumentExtension InstrumentParties