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FIXtags

COMPONENT · SOURCE ID 1005

InstrumentLeg

Definition

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.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 600 LegSymbolfield—
  2. 601 LegSymbolSfxfield—
  3. 602 LegSecurityIDfield—
  4. 603 LegSecurityIDSourcefield—
  5. LegSecAltIDGrpgroup—
  6. 607 LegProductfield—
  7. 608 LegCFICodefield—
  8. 609 LegSecurityTypefield—
  9. 764 LegSecuritySubTypefield—
  10. 610 LegMaturityMonthYearfield—
  11. 611 LegMaturityDatefield—
  12. 1212 LegMaturityTimefield—
  13. 248 LegCouponPaymentDatefield—
  14. 249 LegIssueDatefield—
  15. 250 LegRepoCollateralSecurityTypefield—
  16. 251 LegRepurchaseTermfield—
  17. 252 LegRepurchaseRatefield—
  18. 253 LegFactorfield—
  19. 257 LegCreditRatingfield—
  20. 599 LegInstrRegistryfield—
  21. 596 LegCountryOfIssuefield—
  22. 597 LegStateOrProvinceOfIssuefield—
  23. 598 LegLocaleOfIssuefield—
  24. 254 LegRedemptionDatefield—
  25. 612 LegStrikePricefield—
  26. 942 LegStrikeCurrencyfield—
  27. 613 LegOptAttributefield—
  28. 614 LegContractMultiplierfield—
  29. 1436 LegContractMultiplierUnitfield—
  30. 1440 LegFlowScheduleTypefield—
  31. 999 LegUnitOfMeasurefield—
  32. 1224 LegUnitOfMeasureQtyfield—
  33. 1421 LegPriceUnitOfMeasurefield—
  34. 1422 LegPriceUnitOfMeasureQtyfield—
  35. 1001 LegTimeUnitfield—

    Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

  36. 1420 LegExerciseStylefield—
  37. 615 LegCouponRatefield—
  38. 616 LegSecurityExchangefield—
  39. 617 LegIssuerfield—
  40. 618 EncodedLegIssuerLenfield—
  41. 619 EncodedLegIssuerfield—
  42. 620 LegSecurityDescfield—
  43. 621 EncodedLegSecurityDescLenfield—
  44. 622 EncodedLegSecurityDescfield—
  45. 623 LegRatioQtyfield—

    Specific to the <InstrumentLeg> (not in <Instrument>)

  46. 624 LegSidefield—

    Specific to the <InstrumentLeg> (not in <Instrument>)

  47. 556 LegCurrencyfield—

    Specific to the <InstrumentLeg> (not in <Instrument>)

  48. 740 LegPoolfield—

    Identifies MBS / ABS pool

  49. 739 LegDatedDatefield—
  50. 955 LegContractSettlMonthfield—
  51. 956 LegInterestAccrualDatefield—
  52. 1358 LegPutOrCallfield—

    Used to express option right

  53. 1017 LegOptionRatiofield—

    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.

  54. 566 LegPricefield—

    Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

Used in messages

Direct parent structures