LegOrdGrp/FIX.5.0
From FIXwiki
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
| |
| 687 | LegQty | ||
| 690 | LegSwapType | ||
| LegStipulations | |||
| LegPreAllocGrp | |||
| 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)
| |
| 685 | LegOrderQty |
Notes
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