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 |