TrdInstrmtLegGrp Component

<TrdLeg>

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
> 690 LegSwapType SwapTyp Instead of LegQty – requests that the sellside calculate LegQty based on opposite Leg
> 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
> 565 LegCoveredOrUncovered Cover Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.
> 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
> 654 LegRefID RefID Used to identify a specific leg.
> 587 LegSettlType SettlTyp
> 588 LegSettlDate SettlDt Takes precedence over LegSettlmntTyp 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
> TradeCapLegUnderlyingsGrp TradeCapLegUndlyGrp
Used in the following messages and components
TradeCaptureReport TradeCaptureReportAck