Tag | Field Name | AbbrName | Req'd | Comments | ||
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555 | NoLegs | NoLegs | Number of legs Identifies a Multi-leg Execution if present and non-zero. |
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> | InstrumentLeg | Leg | Must be provided if Number of legs > 0 |
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> | 687 | LegQty (Deprecated in 5.0SP1) | Qty | |||
> | 690 | LegSwapType | SwapTyp | Instead of LegQty – requests that the sellside calculate LegQty based on opposite Leg |
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> | 990 | LegReportID | RptID | Additional attribute to store the Trade ID of the Leg. | ||
> | 1152 | LegNumber | LegNo | Allow sequencing of Legs for a Strategy to be captured | ||
> | LegStipulations | Stip | ||||
> | 564 | LegPositionEffect | PosEfct | Provide if the PositionEffect for the leg is different from that specified for the overall multileg security |
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> | 565 | LegCoveredOrUncovered | Cover | Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. |
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> | NestedParties | Pty | Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type |
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> | 654 | LegRefID | RefID | Used to identify a specific leg. |
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> | 587 | LegSettlType | SettlTyp | |||
> | 588 | LegSettlDate | SettlDt | Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType values. |
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> | 637 | LegLastPx | LastPx | Used to report the execution price assigned to the leg of the multileg instrument |
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> | 675 | LegSettlCurrency | SettlCcy | |||
> | 1073 | LegLastForwardPoints | LegLastFwdPnts | |||
> | 1074 | LegCalculatedCcyLastQty | LegCalcCcyLastQty | |||
> | 1075 | LegGrossTradeAmt | LegGrossTrdAmt | 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 (231) is required in this case. | ||
> | 1379 | LegVolatility | LegVolatility | |||
> | 1381 | LegDividendYield | LegDividendYield | |||
> | 1383 | LegCurrencyRatio | LegCurrencyRatio | |||
> | 1384 | LegExecInst | LegExecInst | |||
> | 1418 | LegLastQty | LastQty | |||
> | TradeCapLegUnderlyingsGrp | TradeCapLegUndlyGrp | ||||
Used in the following messages and components | TradeCaptureReport TradeCaptureReportAck |