FIX.5.0 Component

QuotReqLegsGrp

<Leg>


Added  FIX.4.4

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Field or ComponentField NameFIXML nameReq'dCommentsDepr.
Repeating Group 555NoLegs 

Required for multileg quotes.

 
ComponentInstrumentLegLeg 

Required for multileg quotes

For Swaps one leg is Buy and other leg is Sell

 
1017LegOptionRatio@LegOptionRatio 

LegOptionRatio is provided on Covering leg to create a delta neutral spread. In Listed Derivatives, LegDelta LegOptionRatio is multiplied by LegOptionRatio and OrderQty to determine the covering quantity

 
566LegPrice@Px 

Specifies the price of a Leg

 
687LegQty@Qty  Depr  FIX.5.0
685LegOrderQty@OrdQty 

When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission.

This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated).

 
690LegSwapType@SwapTyp  
587LegSettlType@SettlTyp  
588LegSettlDate@SettlDt  
ComponentLegStipulationsStip  
ComponentNestedPartiesPty  
ComponentLegBenchmarkCurveDataBnchmkCurve  
654LegRefID@RefID 

Initiator can optionally provide a unique identifier for the specific leg.

 
end Repeating Group

Used in messages:

Used in components:
[QuotReqGrp] [QuotReqRjctGrp]