Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
555 | NoLegs | Number of legs | Y | FIX.4.4 | |
Block | InstrumentLeg | Must be provided if Number of legs > 0 | FIX.4.4 | ||
687 | LegQty | FIX.4.4 | Y | ||
690 | LegSwapType | FIX.4.4 | |||
BlockRepeating | LegStipulations | FIX.4.4 | |||
1366 | LegAllocID | FIX.5.0 | |||
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 | ||
587 | LegSettlType | Refer to values for SettlType (63) | FIX.4.4 | ||
588 | LegSettlDate | Refer to values for SettlDate (64) | FIX.4.4 | ||
675 | LegSettlCurrency | FIX.5.0 | |||
685 | LegOrderQty | FIX.4.4 | |||
1379 | LegVolatility | FIX.5.0 | |||
1381 | LegDividendYield | FIX.5.0 | |||
1383 | LegCurrencyRatio | FIX.5.0 | |||
1384 | LegExecInst | FIX.5.0 |