| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 555 | NumInGroup | Number of InstrumentLeg repeating group instances.
| ||
| 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 |