FIX.Latest_EP299 Component

SideCrossLegGrp

<SideCrossLeg>

Repeating group that is similar to LegOrdGrp component in order to support leg level information per side of cross orders and is part of SideCrossOrdModGrp component. LegOrdGrp component cannot be re-used for this purpose as it contains the component blocks InstrumentLeg component and NestedParties component which are already part of the cross messages. The difference to LegOrdGrp component is that SideCrossLegGrp component does not have an InstrumentLeg component to describe the legs, it only has a single reference field to identify the leg which can be defined by the InstrumentLeg component which is present on a higher level of the message and outside of the side group.

Pedigree Added EP131

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Repeating Group 1829

NoCrossLegs

Added EP131

	654	LegRefID	RefID		Required if NoCrossLegs(1829) > 0.	Added EP131
	685	LegOrderQty	OrdQty		Quantity ordered for this leg as provided during order entry.	Added EP131
	690	LegSwapType	SwapTyp			Added EP131

Component(-)

LegStipulations

Stip

Added EP131

Repeating Group 683

NoLegStipulations

Added FIX.4.4

	688	LegStipulationType	StipTyp		Required if NoLegStipulations >0	Added FIX.4.4
	689	LegStipulationValue	StipVal			Added FIX.4.4

end Repeating Group

end Component

1366

LegAllocID

LegAllocID

Added EP131

Component(-)

LegPreAllocGrp

PreAll

Added EP131

Repeating Group 670

NoLegAllocs

Added FIX.4.4

	671	LegAllocAccount	AllocAcct			Added FIX.4.4
	672	LegIndividualAllocID	IndAllocID			Added FIX.4.4

Component(-)

NestedParties2

Pty

Added FIX.4.4

Repeating Group 756

NoNested2PartyIDs

Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole

Added FIX.4.4

	757	Nested2PartyID	ID		Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.	Added FIX.4.4
	758	Nested2PartyIDSource	Src		Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.	Added FIX.4.4
	759	Nested2PartyRole	R		Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.	Added FIX.4.4
	2381	Nested2PartyRoleQualifier	Qual			Added EP179

Component(-)

NstdPtys2SubGrp

Sub

Repeating group of Nested2Party sub-identifiers.

Added FIX.4.4

Repeating Group 806

NoNested2PartySubIDs

Added FIX.4.4

	760	Nested2PartySubID	ID			Added FIX.4.4
	807	Nested2PartySubIDType	Typ			Added FIX.4.4

end Repeating Group

end Component

end Repeating Group

end Component

	673	LegAllocQty	AllocQty			Added FIX.4.4
	674	LegAllocAcctIDSource	AllocAcctIDSrc			Added FIX.4.4
	1367	LegAllocSettlCurrency	AllocSettlCcy			Added EP-1
	2928	LegAllocSettlCurrencyCodeSource	AllocSettlCcySrc			Added EP273
	1756	LegCustodialLotID	CstdlLotID		Only used for specific lot trades.	Added EP127
	1757	LegVersusPurchaseDate	VSPDt		Only used for specific lot trades. If this field is used, either LegVersusPurchasePrice(1758) or LegCurrentCostBasis(1759) should be specified.	Added EP127
	1758	LegVersusPurchasePrice	VSPPx		Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified.	Added EP127
	1759	LegCurrentCostBasis	CurCostBasis		Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified	Added EP127

end Repeating Group

end Component

	1817	LegClearingAccountType	ClrAcctTyp		Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component.	Added EP131
	564	LegPositionEffect	PosEfct		Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component.	Added EP131
	565	LegCoveredOrUncovered	Cover		Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component.	Added EP131

Component(-)

NestedParties3

Pty

Added EP131

Repeating Group 948

NoNested3PartyIDs

Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole

Added FIX.4.4

	949	Nested3PartyID	ID		Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0.	Added FIX.4.4
	950	Nested3PartyIDSource	Src		Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0.	Added FIX.4.4
	951	Nested3PartyRole	R		Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0.	Added FIX.4.4
	2382	Nested3PartyRoleQualifier	Qual			Added EP179

Component(-)

NstdPtys3SubGrp

Sub

Repeating group of Nested3Party sub-identifiers.

Added FIX.4.4

Repeating Group 952

NoNested3PartySubIDs

Added FIX.4.4

	953	Nested3PartySubID	ID			Added FIX.4.4
	954	Nested3PartySubIDType	Typ			Added FIX.4.4

end Repeating Group

end Component

end Repeating Group

end Component

	587	LegSettlType	SettlTyp			Added EP131
	588	LegSettlDate	SettlDt			Added EP131
	675	LegSettlCurrency	SettlCcy			Added EP131
	2900	LegSettlCurrencyCodeSource	SettlCcySrc			Added EP273
	1379	LegVolatility	LegVolatility			Added EP131
	1381	LegDividendYield	LegDividendYield			Added EP131
	1383	LegCurrencyRatio	LegCurrencyRatio			Added EP131
	1384	LegExecInst	LegExecInst			Added EP131
	1689	LegShortSaleExemptionReason	ShrtSaleExmptnRsn		Available for optional use when LegSide(624) = 6(Sell short exempt) in InstrumentLeg component.	Added EP131