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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 in protocol FIX.4.3

See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
600 LegSymbol FIX.4.3
601 LegSymbolSfx FIX.4.3
602 LegSecurityID FIX.4.3
603 LegSecurityIDSource FIX.4.3
ImplicitBlockRepeating LegSecAltIDGrp FIX.4.4
607 LegProduct FIX.4.3
608 LegCFICode FIX.4.3
609 LegSecurityType FIX.4.3
764 LegSecuritySubType FIX.4.4
610 LegMaturityMonthYear FIX.4.3
611 LegMaturityDate FIX.4.3
1212 LegMaturityTime FIX.5.0
248 LegCouponPaymentDate FIX.4.3
249 LegIssueDate FIX.4.3
250 LegRepoCollateralSecurityType FIX.4.3 Y
251 LegRepurchaseTerm FIX.4.3 Y
252 LegRepurchaseRate FIX.4.3 Y
253 LegFactor FIX.4.3
257 LegCreditRating FIX.4.3
599 LegInstrRegistry FIX.4.3
596 LegCountryOfIssue FIX.4.3
597 LegStateOrProvinceOfIssue FIX.4.3
598 LegLocaleOfIssue FIX.4.3
254 LegRedemptionDate FIX.4.3 Y
612 LegStrikePrice FIX.4.3
942 LegStrikeCurrency FIX.4.4
613 LegOptAttribute FIX.4.3
614 LegContractMultiplier FIX.4.3
1436 LegContractMultiplierUnit FIX.5.0SP1 (EP 80)
1440 LegFlowScheduleType FIX.5.0SP1 (EP 80)
999 LegUnitOfMeasure FIX.4.4
1224 LegUnitOfMeasureQty FIX.5.0
1421 LegPriceUnitOfMeasure FIX.5.0
1422 LegPriceUnitOfMeasureQty FIX.5.0
1001 LegTimeUnit Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) FIX.4.4
1420 LegExerciseStyle FIX.5.0
615 LegCouponRate FIX.4.3
616 LegSecurityExchange FIX.4.3
617 LegIssuer FIX.4.3
618 EncodedLegIssuerLen FIX.4.3
619 EncodedLegIssuer FIX.4.3
620 LegSecurityDesc FIX.4.3
621 EncodedLegSecurityDescLen FIX.4.3
622 EncodedLegSecurityDesc FIX.4.3
623 LegRatioQty Specific to the <InstrumentLeg> (not in <Instrument>) FIX.4.3
624 LegSide Specific to the <InstrumentLeg> (not in <Instrument>) FIX.4.3
556 LegCurrency Specific to the <InstrumentLeg> (not in <Instrument>) FIX.4.4
740 LegPool Identifies MBS / ABS pool FIX.4.4
739 LegDatedDate FIX.4.4
955 LegContractSettlMonth FIX.4.4
956 LegInterestAccrualDate FIX.4.4
1358 LegPutOrCall Used to express option right FIX.5.0
1017 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. FIX.4.4
566 LegPrice Used to specify an anchor price for a leg as part of the definition or creation of the strategy – not used for execution price. FIX.4.4

Used in components