Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 555 | NoLegs | Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) – must be provided even if zero |
Y | FIX.4.4 | |
| Block | InstrumentLeg | Must be provided if Number of legs > 0 | FIX.4.4 | ||
| 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 | FIX.4.4 | ||
| 687 | LegQty | FIX.4.4 | Y | ||
| 690 | LegSwapType | FIX.4.4 | |||
| BlockRepeating | LegStipulations | FIX.4.4 | |||
| ImplicitBlockRepeating | LegPreAllocGrp | FIX.4.4 | |||
| 564 | LegPositionEffect | Provide if the PositionEffect for the leg is different from that specified for the overall multileg security | FIX.4.4 | ||
| 565 | LegCoveredOrUncovered | Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. | FIX.4.4 | ||
| BlockRepeating | 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 |
FIX.4.4 | ||
| 654 | LegRefID | Used to identify a specific leg. | FIX.4.4 | ||
| 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. | FIX.4.4 | ||
| 587 | LegSettlType | Refer to values for SettlType (63) | FIX.4.4 | ||
| 588 | LegSettlDate | Refer to values for SettlDate (64) | FIX.4.4 | ||
| 685 | LegOrderQty | FIX.4.4 |