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 Required for multileg quotes FIX.4.4
Block InstrumentLeg Required for multileg quotes
For Swaps one leg is Buy and other leg is Sell
FIX.4.4
687 LegQty FIX.4.4 Y
685 LegOrderQty 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).
FIX.4.4
690 LegSwapType FIX.4.4
587 LegSettlType FIX.4.4
588 LegSettlDate FIX.4.4
BlockRepeating LegStipulations FIX.4.4
BlockRepeating NestedParties FIX.4.4
686 LegPriceType Code to represent type of price presented in LegBidPx and LegOfferPx. Required if LegBidPx or PegOfferPx is present. FIX.4.4
681 LegBidPx FIX.4.4
684 LegOfferPx FIX.4.4
Block LegBenchmarkCurveData FIX.4.4
654 LegRefID Initiator can optionally provide a unique identifier for the specific leg. Required for FX Swaps FIX.4.4
1067 LegBidForwardPoints FIX.4.4
1068 LegOfferForwardPoints FIX.4.4

Used in messages