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TrdInstrmtLegGrp

TagNameTypeRequiredDescription
555NumInGroup
Required
Number of InstrumentLeg repeating group instances.
Component
Required if NoLegs(555) > 0
Component
Component
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
990String
Additional attribute to store the trade or trade report identifier of the leg
1152Int
Allow sequencing of legs for a strategy to be captured
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
686Int Enum
Indicates the price type provided with each leg of a multi-leg trade
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
1591Int Enum
Leg quantity type to be specified at the leg level. Can be different for each leg
2358Quantity
2357Quantity
2360Quantity
2359Amount
Component
2492PriceOffset