FIX.Latest_EP273 Component

InstrmtLegExecGrp

<Exec>


Pedigree Added FIX.4.4

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
Repeating Group 555NoLegs Number of leg executions.Added FIX.4.4 Updated EP131
ComponentInstrumentLegLeg Required if NoLegs(555) > 0.Added FIX.4.4 Updated EP131
685LegOrderQtyOrdQty Quantity ordered for this leg as provided during order entry.Added EP-1 Updated EP131
687LegQtyQty The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead.Added FIX.4.4 Updated EP131 Deprecated EP131
2346LegMidPxMidPx Added EP175
690LegSwapTypeSwapTyp Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg.Added FIX.4.4 Updated EP131
ComponentLegStipulationsStip Added FIX.4.4
1366LegAllocIDLegAllocID Added EP-1
ComponentLegPreAllocGrpPreAll Added EP-1
2680LegAccountAcct Added EP223
1817LegClearingAccountTypeClrAcctTyp Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component.Added EP223
564LegPositionEffectPosEfct Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component.Added FIX.4.4 Updated EP131
565LegCoveredOrUncoveredCover Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component.Added FIX.4.4 Updated EP131
ComponentNestedParties3Pty Added EP-1
654LegRefIDRefID Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component.Added FIX.4.4 Updated EP131 Deprecated EP131
587LegSettlTypeSettlTyp Added FIX.4.4
588LegSettlDateSettlDt Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value.
Conditionally required when LegSettlType(587) = B(Broken date).
Added FIX.4.4 Updated EP131
637LegLastPxLastPx Used to report the execution price assigned to the leg of the multileg instrument.Added FIX.4.4 Updated EP131
675LegSettlCurrencySettlCcy Added EP-1
2900LegSettlCurrencyCodeSourceSettlCcySrc Added EP273
1073LegLastForwardPointsLegLastFwdPnts Added EP-1
1074LegCalculatedCcyLastQtyLegCalcCcyLastQty Added EP-1
1075LegGrossTradeAmtLegGrossTrdAmt For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case.Added EP-1 Updated EP131
1689LegShortSaleExemptionReasonShrtSaleExmptnRsn Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component.Added EP121 Updated EP131
1379LegVolatilityLegVolatility Added EP-1
1381LegDividendYieldLegDividendYield Added EP-1
1383LegCurrencyRatioLegCurrencyRatio Added EP-1
1384LegExecInstLegExecInst Added EP-1
1418LegLastQtyLastQty Quantity executed for this leg.Added EP-1 Updated EP131
2421FillRefIDFillRefID Use to reference the partial execution of a multi-leg order to which this leg execution belongs.Added EP188
end Repeating Group


Used in messages:
[ExecutionReport]