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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.

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
1788 LegID Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID (654) whenever only a simple leg reference is allowed or needed. FIX.5.0SP2 (EP 131)
607 LegProduct FIX.4.3
1594 LegSecurityGroup FIX.5.0SP2 (EP 107)
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
2146 LegSettleOnOpenFlag FIX.5.0SP2 (EP 169)
2147 LegInstrmtAssignmentMethod FIX.5.0SP2 (EP 169)
2148 LegSecurityStatus FIX.5.0SP2 (EP 169)
248 LegCouponPaymentDate FIX.4.3
2149 LegRestructuringType FIX.5.0SP2 (EP 169)
2150 LegSeniority FIX.5.0SP2 (EP 169)
2151 LegNotionalPercentageOutstanding FIX.5.0SP2 (EP 169)
2152 LegOriginalNotionalPercentageOutstanding FIX.5.0SP2 (EP 169)
2153 LegAttachmentPoint FIX.5.0SP2 (EP 169)
2154 LegDetachmentPoint FIX.5.0SP2 (EP 169)
2155 LegObligationType FIX.5.0SP2 (EP 169)
2348 LegAssetGroup FIX.5.0SP2 (EP 192)
2067 LegAssetClass Required if LegAssetSubClass (2068) is specified. FIX.5.0SP2 (EP 161)
2068 LegAssetSubClass Required if LegAssetType (2069) is specified. FIX.5.0SP2 (EP 161)
2069 LegAssetType Required if LegAssetSubType (2739) is specified. FIX.5.0SP2 (EP 161)
2739 LegAssetSubType FIX.5.0SP2 (EP 235)
BlockRepeating LegSecondaryAssetGrp FIX.5.0SP2 (EP 161)
BlockRepeating LegAssetAttributeGrp FIX.5.0SP2 (EP 169)
2070 LegSwapClass FIX.5.0SP2 (EP 161)
2156 LegSwapSubClass FIX.5.0SP2 (EP 169)
2157 LegNthToDefault Conditionally required when LegMthToDefault (2158) is specified. FIX.5.0SP2 (EP 169)
2158 LegMthToDefault FIX.5.0SP2 (EP 169)
2159 LegSettledEntityMatrixSource FIX.5.0SP2 (EP 169)
2160 LegSettledEntityMatrixPublicationDate FIX.5.0SP2 (EP 169)
2161 LegCouponType FIX.5.0SP2 (EP 169)
2162 LegTotalIssuedAmount FIX.5.0SP2 (EP 169)
2163 LegCouponFrequencyPeriod Conditionally required when LegCouponFreqUnit(2164) is specified. FIX.5.0SP2 (EP 169)
2164 LegCouponFrequencyUnit Conditionally required when LegCouponFreqPeriod(2163) is specified. FIX.5.0SP2 (EP 169)
2165 LegCouponDayCount FIX.5.0SP2 (EP 169)
2166 LegConvertibleBondEquityID FIX.5.0SP2 (EP 169)
2167 LegConvertibleBondEquityIDSource Conditionally required when LegConvertibleBondEquityID (2166) is specified. FIX.5.0SP2 (EP 169)
2168 LegContractPriceRefMonth FIX.5.0SP2 (EP 169)
2169 LegLienSeniority FIX.5.0SP2 (EP 169)
2170 LegLoanFacility FIX.5.0SP2 (EP 169)
2171 LegReferenceEntityType FIX.5.0SP2 (EP 169)
2172 LegIndexSeries FIX.5.0SP2 (EP 169)
2173 LegIndexAnnexVersion FIX.5.0SP2 (EP 169)
2174 LegIndexAnnexDate FIX.5.0SP2 (EP 169)
2175 LegIndexAnnexSource FIX.5.0SP2 (EP 169)
2176 LegSettlRateIndex FIX.5.0SP2 (EP 169)
2177 LegSettlRateIndexLocation FIX.5.0SP2 (EP 169)
2178 LegOptionExpirationDesc FIX.5.0SP2 (EP 169)
2179 EncodedLegOptionExpirationDescLen Must be set if EncodedLegOptionExpirationDesc (2180) field is specified and must immediately precede it. FIX.5.0SP2 (EP 169)
2180 EncodedLegOptionExpirationDesc Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc (2178) field in the encoded format specified via the MessageEncoding (347) field. FIX.5.0SP2 (EP 169)
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
2181 LegStrikeMultiplier FIX.5.0SP2 (EP 169)
2182 LegStrikeValue FIX.5.0SP2 (EP 169)
2183 LegStrikeUnitOfMeasure FIX.5.0SP2 (EP 169)
2184 LegStrikeIndex FIX.5.0SP2 (EP 169)
2604 LegStrikeIndexCurvePoint FIX.5.0SP2 (EP 208)
2185 LegStrikeIndexSpread FIX.5.0SP2 (EP 169)
2605 LegStrikeIndexQuote FIX.5.0SP2 (EP 208)
2186 LegStrikePriceDeterminationMethod FIX.5.0SP2 (EP 169)
2187 LegStrikePriceBoundaryMethod When specified, LegPutOrCall (1358), LegStrikePrice (612), and LegStrikePriceBoundaryPrecision (2188) must also be specified. FIX.5.0SP2 (EP 169)
2188 LegStrikePriceBoundaryPrecision FIX.5.0SP2 (EP 169)
2189 LegUnderlyingPriceDeterminationMethod FIX.5.0SP2 (EP 169)
613 LegOptAttribute FIX.4.3
614 LegContractMultiplier FIX.4.3
1436 LegContractMultiplierUnit FIX.5.0SP1 (EP 80)
2354 LegTradingUnitPeriodMultiplier FIX.5.0SP2 (EP 179)
1440 LegFlowScheduleType FIX.5.0SP1 (EP 80)
2190 LegMinPriceIncrement FIX.5.0SP2 (EP 169)
2191 LegMinPriceIncrementAmount FIX.5.0SP2 (EP 169)
999 LegUnitOfMeasure FIX.4.4
1224 LegUnitOfMeasureQty FIX.5.0
1720 LegUnitOfMeasureCurrency FIX.5.0SP2 (EP 122)
1421 LegPriceUnitOfMeasure FIX.5.0
1422 LegPriceUnitOfMeasureQty FIX.5.0
1721 LegPriceUnitOfMeasureCurrency FIX.5.0SP2 (EP 122)
2192 LegSettlMethod FIX.5.0SP2 (EP 169)
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
2193 LegOptPayoutType FIX.5.0SP2 (EP 169)
2194 LegOptPayoutAmount Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary). FIX.5.0SP2 (EP 169)
2755 LegReturnTrigger FIX.5.0SP2 (EP 238)
2195 LegPriceQuoteMethod FIX.5.0SP2 (EP 169)
2196 LegValuationMethod FIX.5.0SP2 (EP 169)
2197 LegValuationSource FIX.5.0SP2 (EP 169)
2198 LegValuationReferenceModel FIX.5.0SP2 (EP 169)
1528 LegPriceQuoteCurrency FIX.5.0SP2 (EP 107)
2199 LegListMethod FIX.5.0SP2 (EP 169)
2200 LegCapPrice FIX.5.0SP2 (EP 169)
2201 LegFloorPrice FIX.5.0SP2 (EP 169)
2202 LegFlexibleIndicator FIX.5.0SP2 (EP 169)
2203 LegFlexProductEligibilityIndicator FIX.5.0SP2 (EP 169)
615 LegCouponRate FIX.4.3
616 LegSecurityExchange FIX.4.3
2205 LegPositionLimit FIX.5.0SP2 (EP 169)
2206 LegNTPositionLimit FIX.5.0SP2 (EP 169)
617 LegIssuer FIX.4.3
618 EncodedLegIssuerLen Must be set if EncodedLegIssuer(618) field is specified and must immediately precede it. FIX.4.3
619 EncodedLegIssuer Encoded (non-ASCII characters) representation of the LegIssuer (617) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.3
2740 LegFinancialInstrumentShortName FIX.5.0SP2 (EP 235)
2717 LegFinancialInstrumentFullName FIX.5.0SP2 (EP 232)
2718 EncodedLegFinancialInstrumentFullNameLen Must be set if EncodedLegFinancialInstrumentFullName (2719) field is specified and must immediately precede it. FIX.5.0SP2 (EP 232)
2719 EncodedLegFinancialInstrumentFullName Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName (2717) field in the encoded format specified via the MessageEncoding (347) field. FIX.5.0SP2 (EP 232)
620 LegSecurityDesc FIX.4.3
621 EncodedLegSecurityDescLen Must be set if LegEncodedSecurityDesc(622) field is specified and must immediately precede it. FIX.4.3
622 EncodedLegSecurityDesc Encoded (non-ASCII characters) representation of the LegSecurityDesc (620) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.3
XMLDataBlock LegSecurityXML Embedded XML document describing the leg instrument. FIX.5.0SP2 (EP 145)
2207 LegCPProgram FIX.5.0SP2 (EP 169)
2208 LegCPRegType FIX.5.0SP2 (EP 169)
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
2682 LegInTheMoneyCondition Used to express in-the-moneyness behavior in general terms for the option without the use of LegStrikePrice (612) and LegPutOrCall (1358). FIX.5.0SP2 (EP 224)
2686 LegContraryInstructionEligibilityIndicator FIX.5.0SP2 (EP 224)
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
BlockRepeating LegEvntGrp FIX.5.0SP2 (EP 161)
BlockRepeating LegInstrumentParties FIX.5.0SP2 (EP 169)
2209 LegShortSaleRestriction FIX.5.0SP2 (EP 169)
BlockRepeating LegComplexEvents FIX.5.0SP2 (EP 169)
2211 LegStrategyType FIX.5.0SP2 (EP 169)
2212 LegCommonPricingIndicator FIX.5.0SP2 (EP 169)
2213 LegSettlDisruptionProvision FIX.5.0SP2 (EP 169)
2754 LegDeliveryRouteOrCharter FIX.5.0SP2 (EP 238)
2214 LegInstrumentRoundingDirection FIX.5.0SP2 (EP 169)
2215 LegInstrumentRoundingPrecision FIX.5.0SP2 (EP 169)
Block LegDateAdjustment FIX.5.0SP2 (EP 161)
Block LegPricingDateTime FIX.5.0SP2 (EP 169)
Block LegMarketDisruption FIX.5.0SP2 (EP 169)
Block LegOptionExercise FIX.5.0SP2 (EP 169)
BlockRepeating LegStreamGrp FIX.5.0SP2 (EP 161)
BlockRepeating LegProvisionGrp FIX.5.0SP2 (EP 161)
BlockRepeating LegAdditionalTermGrp FIX.5.0SP2 (EP 169)
BlockRepeating LegProtectionTermGrp FIX.5.0SP2 (EP 169)
BlockRepeating LegCashSettlTermGrp FIX.5.0SP2 (EP 169)
BlockRepeating LegPhysicalSettlTermGrp FIX.5.0SP2 (EP 169)
BlockRepeating LegExtraordinaryEventGrp FIX.5.0SP2 (EP 208)
2606 LegExtraordinaryEventAdjustmentMethod FIX.5.0SP2 (EP 208)
2607 LegExchangeLookAlike FIX.5.0SP2 (EP 208)

Used in components