FIX.Latest_EP273 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

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
Repeating Group 1829NoCrossLegs Added EP131
654LegRefIDRefID Required if NoCrossLegs(1829) > 0.Added EP131
685LegOrderQtyOrdQty Quantity ordered for this leg as provided during order entry.Added EP131
690LegSwapTypeSwapTyp Added EP131
ComponentLegStipulationsStip Added EP131
1366LegAllocIDLegAllocID Added EP131
ComponentLegPreAllocGrpPreAll Added EP131
1817LegClearingAccountTypeClrAcctTyp Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component.Added EP131
564LegPositionEffectPosEfct Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component.Added EP131
565LegCoveredOrUncoveredCover Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component.Added EP131
ComponentNestedParties3Pty Added EP131
587LegSettlTypeSettlTyp Added EP131
588LegSettlDateSettlDt Added EP131
675LegSettlCurrencySettlCcy Added EP131
2900LegSettlCurrencyCodeSourceSettlCcySrc Added EP273
1379LegVolatilityLegVolatility Added EP131
1381LegDividendYieldLegDividendYield Added EP131
1383LegCurrencyRatioLegCurrencyRatio Added EP131
1384LegExecInstLegExecInst Added EP131
1689LegShortSaleExemptionReasonShrtSaleExmptnRsn Available for optional use when LegSide(624) = 6(Sell short exempt) in InstrumentLeg component.Added EP131
end Repeating Group


Used in components:
[SideCrossOrdModGrp]