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FIXtags

GROUP · SOURCE ID 4031

LegStreamGrp

Definition

The LegStreamGrp is a repeating subcomponent of the InstrumentLeg component used to detail the swap streams associated with the instrument.

Additional detail from the official source

A swap will ordinarily have one or two streams. Each one may contain a LegStreamDesc(40243) with a descriptive string such as "Float" or "Fixed". However the choice of description should have no effect on the stream's purpose.

LegStreamPaySide(40244) and LegStreamReceiveSide(40245) link the appropriate swap parties to their role in the stream. In pre-trade messages the side value (e.g. Side(54) field) of the request or order should be "1" (Buy) or "2" (Sell), and LegStreamPaySide(40244) and LegStreamReceiveSide(40245) should be set to the same side value indicating the aggressor's desired role. On fills and post-trade messages, the executing firm takes the opposite side and indicates its role by setting LegStreamPaySide(40244) and LegStreamReceiveSide(40245) to the opposite side of the aggressor's role.

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. 40241 NoLegStreamsGroup countFrom usage
  2. 40242 LegStreamTypefield—

    Required if NoLegStreams(40241) > 0.

  3. 41700 LegStreamXIDfield—
  4. 40243 LegStreamDescfield—
  5. 42583 LegStreamVersionfield—
  6. 42584 LegStreamVersionEffectiveDatefield—
  7. 40244 LegStreamPaySidefield—
  8. 40245 LegStreamReceiveSidefield—
  9. 41702 LegStreamNotionalXIDReffield—
  10. 40246 LegStreamNotionalfield—
  11. 40247 LegStreamCurrencyfield—
  12. 42585 LegStreamNotionalDeterminationMethodfield—
  13. 42586 LegStreamNotionalAdjustmentsfield—
  14. 41703 LegStreamNotionalFrequencyPeriodfield—

    Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified.

  15. 41704 LegStreamNotionalFrequencyUnitfield—

    Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified.

  16. 41705 LegStreamNotionalCommodityFrequencyfield—
  17. 41706 LegStreamNotionalUnitOfMeasurefield—
  18. 41707 LegStreamTotalNotionalfield—
  19. 41708 LegStreamTotalNotionalUnitOfMeasurefield—
  20. LegStreamCommoditycomponent—
  21. LegStreamEffectiveDatecomponent—
  22. LegStreamTerminationDatecomponent—
  23. LegStreamCalculationPeriodDatescomponent—
  24. LegPaymentStreamcomponent—
  25. LegPaymentScheduleGrpgroup—
  26. LegPaymentStubGrpgroup—
  27. LegDeliveryStreamcomponent—
  28. LegDeliveryScheduleGrpgroup—
  29. 40248 LegStreamTextfield—
  30. 40978 EncodedLegStreamTextLenfield—

    Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it.

  31. 40979 EncodedLegStreamTextfield—

    Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field.

Used in messages

Direct parent structures