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FIXtags

GROUP · SOURCE ID 2063

TrdInstrmtLegGrp

Definition

No definition is supplied in this source.

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. 555 NoLegsGroup countFrom usage

    Number of legs Identifies a Multi-leg Execution if present and non-zero.

  2. InstrumentLegcomponent—

    Must be provided if Number of legs > 0

  3. 687 LegQtyfield—
  4. 690 LegSwapTypefield—

    Instead of LegQty - requests that the sellside calculate LegQty based on opposite Leg

  5. 990 LegReportIDfield—

    Additional attribute to store the Trade ID of the Leg.

  6. 1152 LegNumberfield—

    Allow sequencing of Legs for a Strategy to be captured

  7. LegStipulationsgroup—
  8. 564 LegPositionEffectfield—

    Provide if the PositionEffect for the leg is different from that specified for the overall multileg security

  9. 565 LegCoveredOrUncoveredfield—

    Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.

  10. NestedPartiesgroup—

    Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type

  11. 654 LegRefIDfield—

    Used to identify a specific leg.

  12. 587 LegSettlTypefield—
  13. 588 LegSettlDatefield—

    Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType values.

  14. 637 LegLastPxfield—

    Used to report the execution price assigned to the leg of the multileg instrument

  15. 675 LegSettlCurrencyfield—
  16. 1073 LegLastForwardPointsfield—
  17. 1074 LegCalculatedCcyLastQtyfield—
  18. 1075 LegGrossTradeAmtfield—

    For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (614) is required in this case.

  19. 1379 LegVolatilityfield—
  20. 1381 LegDividendYieldfield—
  21. 1383 LegCurrencyRatiofield—
  22. 1384 LegExecInstfield—
  23. 1418 LegLastQtyfield—
  24. TradeCapLegUnderlyingsGrpgroup—

Used in messages

Direct parent structures

No parent component or group in this snapshot.