FIX.Latest_EP272 Component

InstrumentLeg

<Leg>

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.


Pedigree Added FIX.4.3

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
600LegSymbolSym Added FIX.4.3
601LegSymbolSfxSfx Added FIX.4.3
602LegSecurityIDID Added FIX.4.3
603LegSecurityIDSourceSrc Added FIX.4.3
ComponentLegSecAltIDGrpLegAID Added FIX.4.4
1788LegIDLegID Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed.Added EP131
607LegProductProd Added FIX.4.3
1594LegSecurityGroupSecGrp Added EP107
608LegCFICodeCFI Added FIX.4.3
2893LegUPICodeUPI Added EP266
609LegSecurityTypeSecTyp Added FIX.4.3
764LegSecuritySubTypeSecSubTyp Added FIX.4.4
610LegMaturityMonthYearMMY Added FIX.4.3
611LegMaturityDateMat Added FIX.4.3
1212LegMaturityTimeMatTm Added EP-1
2146LegSettleOnOpenFlagSettlOnOpenFlag Added EP169
2147LegInstrmtAssignmentMethodAsgnMeth Added EP169
2148LegSecurityStatusStatus Added EP169
248LegCouponPaymentDateCpnPmt Added FIX.4.3
2149LegRestructuringTypeRestrctTyp Added EP169
2150LegSenioritySnrty Added EP169
2151LegNotionalPercentageOutstandingNotlPctOut Added EP169
2152LegOriginalNotionalPercentageOutstandingOrigNotlPctOut Added EP169
2153LegAttachmentPointAttchPnt Added EP169
2154LegDetachmentPointDetchPnt Added EP169
2155LegObligationTypeObligTyp Added EP169
2348LegAssetGroupAssetGrp Added EP192
2067LegAssetClassAssetClss Required if LegAssetSubClass(2068) is specified.Added EP161 Updated EP235
2068LegAssetSubClassAssetSubClss Required if LegAssetType(2069) is specified.Added EP161 Updated EP235
2069LegAssetTypeAssetTyp Required if LegAssetSubType(2739) is specified.Added EP161 Updated EP235
2739LegAssetSubTypeAsstSubTyp Added EP235
ComponentLegSecondaryAssetGrpScndryAsset Added EP161
ComponentLegAssetAttributeGrpAssetAttrb Added EP169
2070LegSwapClassSwapClss Added EP161
2156LegSwapSubClassSwapSubClss Added EP169
2157LegNthToDefaultNthDflt Conditionally required when LegMthToDefault(2158) is specified.Added EP169
2158LegMthToDefaultMthDflt Added EP169
2159LegSettledEntityMatrixSourceSettldMtrxSrc Added EP169
2160LegSettledEntityMatrixPublicationDateSettldMtrxDt Added EP169
2161LegCouponTypeCpnTyp Added EP169
2162LegTotalIssuedAmountTotAmt Added EP169
2163LegCouponFrequencyPeriodCpnPeriod Conditionally required when LegCouponFreqUnit(2164) is specified.Added EP169
2164LegCouponFrequencyUnitCpnUnit Conditionally required when LegCouponFreqPeriod(2163) is specified.Added EP169
2165LegCouponDayCountCpnDayCnt Added EP169
2880LegCouponOtherDayCountCpnOtherDayCnt Added EP254
2166LegConvertibleBondEquityIDCnvrtBondEqtyID Added EP169
2167LegConvertibleBondEquityIDSourceCnvrtBondEqtyIDSrc Conditionally required when LegConvertibleBondEquityID(2166) is specified.Added EP169
2168LegContractPriceRefMonthPxRefMo Added EP169
2169LegLienSeniorityLienSnrty Added EP169
2170LegLoanFacilityLoanFclty Added EP169
2171LegReferenceEntityTypeRefEntityTyp Added EP169
2172LegIndexSeriesNdxSeries Added EP169
2173LegIndexAnnexVersionNdxAnxVer Added EP169
2174LegIndexAnnexDateNdxAnxDt Added EP169
2175LegIndexAnnexSourceNdxAnxSrc Added EP169
2176LegSettlRateIndexSettlNdx Added EP169
2177LegSettlRateIndexLocationSettlNdxLctn Added EP169
2178LegOptionExpirationDescExpDesc Added EP169
2179EncodedLegOptionExpirationDescLenEncExpDescLen Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it.Added EP169
2180EncodedLegOptionExpirationDescEncExpDesc Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field.Added EP169
249LegIssueDateIssued Added FIX.4.3
250LegRepoCollateralSecurityTypeRepoCollSecTyp Added FIX.4.3 Deprecated FIX.4.4
251LegRepurchaseTermRepoTrm Added FIX.4.3 Deprecated FIX.4.4
252LegRepurchaseRateRepoRt Added FIX.4.3 Deprecated FIX.4.4
253LegFactorFctr Added FIX.4.3
257LegCreditRatingCrdRtg Added FIX.4.3
599LegInstrRegistryRgstry Added FIX.4.3
596LegCountryOfIssueCtry Added FIX.4.3
597LegStateOrProvinceOfIssueStOrProvnc Added FIX.4.3
598LegLocaleOfIssueLcl Added FIX.4.3
254LegRedemptionDateRedeem Added FIX.4.3 Deprecated FIX.4.4
612LegStrikePriceStrk Added FIX.4.3
942LegStrikeCurrencyStrkCcy Added FIX.4.4
2181LegStrikeMultiplierStrkMult Added EP169
2182LegStrikeValueStrkValu Added EP169
2183LegStrikeUnitOfMeasureStrkUOM Added EP169
2184LegStrikeIndexStrkNdx Added EP169
2604LegStrikeIndexCurvePointStrkNdxPnt Added EP208
2185LegStrikeIndexSpreadStrkSpread Added EP169
2605LegStrikeIndexQuoteStrkNdxQte Added EP208
2186LegStrikePriceDeterminationMethodStrkPxDtrmnMeth Added EP169
2187LegStrikePriceBoundaryMethodStrkPxBndryMeth When specified, LegPutOrCall(1358), LegStrikePrice(612), and LegStrikePriceBoundaryPrecision(2188) must also be specified.Added EP169 Updated EP224
2188LegStrikePriceBoundaryPrecisionStrkPxBndryPrcsn Added EP169
2189LegUnderlyingPriceDeterminationMethodPxDtrmnMeth Added EP169
613LegOptAttributeOptA Added FIX.4.3
614LegContractMultiplierCmult Added FIX.4.3
1436LegContractMultiplierUnitMultTyp Added EP80 Updated EP179
2354LegTradingUnitPeriodMultiplierTrdgUnitPeriodMult Added EP179
1440LegFlowScheduleTypeFlowSchedTyp Added EP80 Updated EP179
2190LegMinPriceIncrementMinPxIncr Added EP169
2191LegMinPriceIncrementAmountMinPxIncrAmt Added EP169
999LegUnitOfMeasureUOM Added EP-1
1224LegUnitOfMeasureQtyUOMQty Added EP-1
1720LegUnitOfMeasureCurrencyUOMCcy Added EP122
1421LegPriceUnitOfMeasurePxUOM Added EP-1
1422LegPriceUnitOfMeasureQtyPxUOMQty Added EP-1
1721LegPriceUnitOfMeasureCurrencyPxUOMCcy Added EP122
2192LegSettlMethodSettlMeth Added EP169
1001LegTimeUnitTmUnit Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)Added EP-1
1420LegExerciseStyleExerStyle Added EP-1
2193LegOptPayoutTypeOptPayoutTyp Added EP169
2194LegOptPayoutAmountOptPayAmt Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary).Added EP169
2755LegReturnTriggerRtnTrgr Added EP238
2195LegPriceQuoteMethodPxQteMeth Added EP169
2196LegValuationMethodValMeth Added EP169
2197LegValuationSourceValSrc Added EP169
2198LegValuationReferenceModelValRefModel Added EP169
1528LegPriceQuoteCurrencyPxQteCcy Added EP107
2199LegListMethodListMeth Added EP169
2200LegCapPriceCapPx Added EP169
2201LegFloorPriceFlrPx Added EP169
2202LegFlexibleIndicatorFlexInd Added EP169
2203LegFlexProductEligibilityIndicatorFlexProdElig Added EP169
615LegCouponRateCpnRt Added FIX.4.3
616LegSecurityExchangeExch Added FIX.4.3
2205LegPositionLimitPosLmt Added EP169
2206LegNTPositionLimitNTPosLmt Added EP169
617LegIssuerIssr Added FIX.4.3
618EncodedLegIssuerLenEncLegIssrLen Must be set if EncodedLegIssuer(618) field is specified and must immediately precede it.Added FIX.4.3 Updated EP232
619EncodedLegIssuerEncLegIssr Encoded (non-ASCII characters) representation of the LegIssuer(617) field in the encoded format specified via the MessageEncoding(347) field.Added FIX.4.3 Updated EP232
2740LegFinancialInstrumentShortNameShrtName Added EP235
2717LegFinancialInstrumentFullNameFullName Added EP232
2718EncodedLegFinancialInstrumentFullNameLenEncFullNameLen Must be set if EncodedLegFinancialInstrumentFullName(2719) field is specified and must immediately precede it.Added EP232
2719EncodedLegFinancialInstrumentFullNameEncFullName Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field.Added EP232
620LegSecurityDescDesc Added FIX.4.3
621EncodedLegSecurityDescLenEncLegSecDescLen Must be set if LegEncodedSecurityDesc(622) field is specified and must immediately precede it.Added FIX.4.3 Updated EP232
622EncodedLegSecurityDescEncLegSecDesc Encoded (non-ASCII characters) representation of the LegSecurityDesc(620) field in the encoded format specified via the MessageEncoding(347) field.Added FIX.4.3 Updated EP232
ComponentLegSecurityXMLSecXML Embedded XML document describing the leg instrument.Added EP145
2207LegCPProgramCPPgm Added EP169
2208LegCPRegTypeCPRegTyp Added EP169
623LegRatioQtyRatioQty Specific to the <InstrumentLeg> (not in <Instrument>)Added FIX.4.3
624LegSideSide Specific to the <InstrumentLeg> (not in <Instrument>)Added FIX.4.3
556LegCurrencyCcy Specific to the <InstrumentLeg> (not in <Instrument>)Added FIX.4.4
740LegPoolPool Identifies MBS / ABS poolAdded FIX.4.4
739LegDatedDateDated Added FIX.4.4
955LegContractSettlMonthCSetMo Added FIX.4.4
956LegInterestAccrualDateIntAcrl Added FIX.4.4
1358LegPutOrCallPutCall Used to express option rightAdded EP-1
2682LegInTheMoneyConditionITMCond Used to express in-the-moneyness behavior in general terms for the option without the use of LegStrikePrice(612) and LegPutOrCall(1358).Added EP224
2686LegContraryInstructionEligibilityIndicatorCntraryInstEligInd Added EP224
1017LegOptionRatioLegOptionRatio 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.Added EP-1
566LegPricePx Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.Added EP-1
ComponentLegEvntGrpEvnt Added EP161
ComponentLegInstrumentPartiesPty Added EP169
2209LegShortSaleRestrictionShrtRstctn Added EP169
ComponentLegComplexEventsCmplxEvnt Added EP169
2211LegStrategyTypeStrtTyp Added EP169
2212LegCommonPricingIndicatorCmnPxng Added EP169
2213LegSettlDisruptionProvisionSettlDsrptnProv Added EP169
2754LegDeliveryRouteOrCharterRteChrtr Added EP238
2214LegInstrumentRoundingDirectionRndDirctn Added EP169
2215LegInstrumentRoundingPrecisionRndPrcsn Added EP169
ComponentLegDateAdjustmentDtAdjmt Added EP161
ComponentLegPricingDateTimePxngDtTm Added EP169
ComponentLegMarketDisruptionMktDsrptn Added EP169
ComponentLegOptionExerciseOptExer Added EP169
ComponentLegStreamGrpStrm Added EP161
ComponentLegProvisionGrpProv Added EP161
ComponentLegAdditionalTermGrpAddtnlTrm Added EP169
ComponentLegProtectionTermGrpProtctnTrm Added EP169
ComponentLegCashSettlTermGrpCashSettlTrm Added EP169
ComponentLegPhysicalSettlTermGrpPhysSettlTrm Added EP169
ComponentLegExtraordinaryEventGrpExtrordEvnt Added EP208
2606LegExtraordinaryEventAdjustmentMethodExtrordEvntAdjMeth Added EP208
2607LegExchangeLookAlikeExchLookAlike Added EP208


Used in components:
[InstrmtLegExecGrp][InstrmtLegGrp][InstrmtLegIOIGrp][InstrmtLegSecListGrp][LegOrdGrp][LegQuotGrp][LegQuotStatGrp][QuotReqLegsGrp][SecLstUpdRelSymsLegGrp][TrdInstrmtLegGrp]