InstrmtLegExecGrp Component

<Exec>

Tag Field Name AbbrName Req'd Comments
555 NoLegs NoLegs Number of legs
Identifies a Multi-leg Execution if present and non-zero.
> InstrumentLeg Leg Must be provided if Number of legs > 0
> 687 LegQty (Deprecated in 5.0SP1) Qty (Deprecated from this message as of FIX.5.0)
> 685 LegOrderQty OrdQty When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission.
This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated).
> 690 LegSwapType SwapTyp Instead of LegQty – requests that the sellside calculate LegQty based on opposite Leg
> LegStipulations Stip
> 1366 LegAllocID LegAllocID
> LegPreAllocGrp PreAll
> 564 LegPositionEffect PosEfct Provide if the PositionEffect for the leg is different from that specified for the overall multileg security
> 565 LegCoveredOrUncovered Cover Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.
> NestedParties3 Pty
> 654 LegRefID RefID Used to identify a specific leg.
> 587 LegSettlType SettlTyp
> 588 LegSettlDate SettlDt Takes precedence over LegSettlType value and conditionally required/omitted for specific LegSettlType values.
> 637 LegLastPx LastPx Used to report the execution price assigned to the leg of the multileg instrument
> 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
Used in the following messages and components
ExecutionReport