FIX.Latest_EP273 Component

TrdInstrmtLegGrp

<TrdLeg>


Pedigree Added FIX.4.4

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
Repeating Group 555NoLegs Added FIX.4.4 Updated EP131
ComponentInstrumentLegLeg Required if NoLegs(555) > 0.Added FIX.4.4 Updated EP131
ComponentLegFinancingDetailsFinDetls Added EP192
ComponentLegPositionAmountDataAmt Added EP107
685LegOrderQtyOrdQty Quantity ordered for this leg as provided during order entry.Added 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
990LegReportIDRptID Additional attribute to store the trade or trade report identifier of the leg.Added EP-1 Updated EP131
1152LegNumberLegNo Allow sequencing of legs for a strategy to be captured.Added EP-1 Updated EP131
ComponentLegStipulationsStip Added FIX.4.4
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
ComponentNestedPartiesPty Added FIX.4.4 Updated EP131
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
686LegPriceTypePxTyp Indicates the price type provided with each leg of a multi-leg tradeAdded EP107
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
1591LegQtyTypeQtyTyp Leg quantity type to be specified at the leg level. Can be different for each leg.Added EP107
2358LegLastMultipliedQtyLastMultdQty Added EP179
2357LegTotalTradeQtyTotTrdQty Added EP179
2360LegTotalTradeMultipliedQtyTotTrdMultdQty Added EP179
2359LegTotalGrossTradeAmtTotGrossTrdAmt Added EP179
ComponentTradeCapLegUnderlyingsGrpTradeCapLegUndlyGrp Added EP-1 Deprecated EP187
2492LegDifferentialPriceDiffPx Added EP217
end Repeating Group


Used in messages:
[TradeCaptureReport][TradeCaptureReportAck]