InstrumentLeg Component

<Leg>

Tag Field Name AbbrName Req'd Comments
600 LegSymbol Sym
601 LegSymbolSfx Sfx
602 LegSecurityID ID
603 LegSecurityIDSource Src
LegSecAltIDGrp LegAID
607 LegProduct Prod
608 LegCFICode CFI
609 LegSecurityType SecTyp
764 LegSecuritySubType SecSubTyp
610 LegMaturityMonthYear MMY
611 LegMaturityDate Mat
1212 LegMaturityTime MatTm
248 LegCouponPaymentDate CpnPmt
249 LegIssueDate Issued
250 LegRepoCollateralSecurityType (Deprecated in FIX.4.4) RepoCollSecTyp (Deprecated from this message as of FIX.4.4)
251 LegRepurchaseTerm (Deprecated in FIX.4.4) RepoTrm (Deprecated from this message as of FIX.4.4)
252 LegRepurchaseRate (Deprecated in FIX.4.4) RepoRt (Deprecated from this message as of FIX.4.4)
253 LegFactor Fctr
257 LegCreditRating CrdRtg
599 LegInstrRegistry Rgstry
596 LegCountryOfIssue Ctry
597 LegStateOrProvinceOfIssue StOrProvnc
598 LegLocaleOfIssue Lcl
254 LegRedemptionDate (Deprecated in FIX.4.4) Redeem (Deprecated from this message as of FIX.4.4)
612 LegStrikePrice Strk
942 LegStrikeCurrency StrkCcy
613 LegOptAttribute OptA
614 LegContractMultiplier Cmult
999 LegUnitOfMeasure UOM
1224 LegUnitOfMeasureQty UOMQty
1421 LegPriceUnitOfMeasure PxUOM
1422 LegPriceUnitOfMeasureQty PxUOMQty
1001 LegTimeUnit TmUnit Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1420 LegExerciseStyle ExerStyle
615 LegCouponRate CpnRt
616 LegSecurityExchange Exch
617 LegIssuer Issr
618 EncodedLegIssuerLen EncLegIssrLen
619 EncodedLegIssuer EncLegIssr
620 LegSecurityDesc Desc
621 EncodedLegSecurityDescLen EncLegSecDescLen
622 EncodedLegSecurityDesc EncLegSecDesc
623 LegRatioQty RatioQty Specific to the <InstrumentLeg> (not in <Instrument>)
624 LegSide Side Specific to the <InstrumentLeg> (not in <Instrument>)
556 LegCurrency Ccy Specific to the <InstrumentLeg> (not in <Instrument>)
740 LegPool Pool Identifies MBS / ABS pool
739 LegDatedDate Dated
955 LegContractSettlMonth CSetMo
956 LegInterestAccrualDate IntAcrl
1358 LegPutOrCall PutCall Used to express option right
1017 LegOptionRatio LegOptionRatio 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.
566 LegPrice Px 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 the following messages and components
InstrmtLegExecGrp InstrmtLegGrp InstrmtLegIOIGrp InstrmtLegSecListGrp LegOrdGrp LegQuotGrp LegQuotStatGrp QuotReqLegsGrp TrdInstrmtLegGrp SecLstUpdRelSymsLegGrp