Content of Component LegOrdGrp
|TagText||FieldName or ComponentName||Required||Description|
|555||NoLegs||x|| Number of legs
Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero
|InstrumentLeg|| Must be provided if Number of legs > 0
|1017||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
|564||LegPositionEffect|| Provide if the PositionEffect for the leg is different from that specified for the overall multileg security
|565||LegCoveredOrUncovered|| Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.
|NestedParties|| Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"
Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type
|654||LegRefID|| Used to identify a specific leg.
|566||LegPrice|| Provide only if a price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg price.
|587||LegSettlType|| Refer to values for SettlType (63)
|588||LegSettlDate|| Refer to values for SettlDate (64)
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For example if you were writing a clarification on how to specify the "quantity" of an order in FIX, you might add the following relevant link, http://www.fixprotocol.org/discuss/read/f5014573, to back up your points.