The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.
Added
FIX.4.3
Expand Components | Collapse Components
| Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. |
|---|
| 600 | LegSymbol | @Sym | |||
| 601 | LegSymbolSfx | @Sfx | |||
| 602 | LegSecurityID | @ID | |||
| 603 | LegSecurityIDSource | @Src |
| Component | LegSecAltIDGrp | LegAID |
| 607 | LegProduct | @Prod | |||
| 608 | LegCFICode | @CFI | |||
| 609 | LegSecurityType | @SecTyp | |||
| 764 | LegSecuritySubType | @SecSubTyp | |||
| 610 | LegMaturityMonthYear | @MMY | |||
| 611 | LegMaturityDate | @Mat | |||
| 1212 | LegMaturityTime | @MatTm | |||
| 248 | LegCouponPaymentDate | @CpnPmt | |||
| 249 | LegIssueDate | @Issued | |||
| 250 | LegRepoCollateralSecurityType | @RepoCollSecTyp | Depr FIX.4.4 | ||
| 251 | LegRepurchaseTerm | @RepoTrm | Depr FIX.4.4 | ||
| 252 | LegRepurchaseRate | @RepoRt | Depr FIX.4.4 | ||
| 253 | LegFactor | @Fctr | |||
| 257 | LegCreditRating | @CrdRtg | |||
| 599 | LegInstrRegistry | @Rgstry | |||
| 596 | LegCountryOfIssue | @Ctry | |||
| 597 | LegStateOrProvinceOfIssue | @StOrProvnc | |||
| 598 | LegLocaleOfIssue | @Lcl | |||
| 254 | LegRedemptionDate | @Redeem | Depr FIX.4.4 | ||
| 612 | LegStrikePrice | @Strk | |||
| 942 | LegStrikeCurrency | @StrkCcy | |||
| 613 | LegOptAttribute | @OptA | |||
| 614 | LegContractMultiplier | @Cmult | |||
| 1436 | LegContractMultiplierUnit | @MultTyp | |||
| 1440 | LegFlowScheduleType | @FlowSchedTyp | |||
| 999 | LegUnitOfMeasure | @UOM | |||
| 1224 | LegUnitOfMeasureQty | @UOMQty | |||
| 1421 | LegPriceUnitOfMeasure | @PxUOM | |||
| 1422 | LegPriceUnitOfMeasureQty | @PxUOMQty | |||
| 1001 | LegTimeUnit | @TmUnit |
Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) | ||
| 1420 | LegExerciseStyle | @ExerStyle | |||
| 615 | LegCouponRate | @CpnRt | |||
| 616 | LegSecurityExchange | @Exch | |||
| 617 | LegIssuer | @Issr | |||
| 618 | EncodedLegIssuerLen | @EncLegIssrLen | |||
| 619 | EncodedLegIssuer | @EncLegIssr | |||
| 620 | LegSecurityDesc | @Desc | |||
| 621 | EncodedLegSecurityDescLen | @EncLegSecDescLen | |||
| 622 | EncodedLegSecurityDesc | @EncLegSecDesc | |||
| 623 | LegRatioQty | @RatioQty |
Specific to the <InstrumentLeg> (not in <Instrument>) | ||
| 624 | LegSide | @Side |
Specific to the <InstrumentLeg> (not in <Instrument>) | ||
| 556 | LegCurrency | @Ccy |
Specific to the <InstrumentLeg> (not in <Instrument>) | ||
| 740 | LegPool | @Pool |
Identifies MBS / ABS pool | ||
| 739 | LegDatedDate | @Dated | |||
| 955 | LegContractSettlMonth | @CSetMo | |||
| 956 | LegInterestAccrualDate | @IntAcrl | |||
| 1358 | LegPutOrCall | @PutCall |
Used to express option right | ||
| 1017 | LegOptionRatio | @LegOptionRatio |
LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. | ||
| 566 | LegPrice | @Px |
Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price. |
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