The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap.
Added in protocol FIX.5.0SP2 (EP 169)
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 41462 | LegMarketDisruptionProvision | FIX.5.0SP2 (EP 169) | |||
| BlockRepeating | LegMarketDisruptionEventGrp | FIX.5.0SP2 (EP 169) | |||
| 41463 | LegMarketDisruptionFallbackProvision | FIX.5.0SP2 (EP 169) | |||
| BlockRepeating | LegMarketDisruptionFallbackGrp | FIX.5.0SP2 (EP 169) | |||
| BlockRepeating | LegMarketDisruptionFallbackReferencePriceGrp | FIX.5.0SP2 (EP 169) | |||
| 41464 | LegMarketDisruptionMaximumDays | FIX.5.0SP2 (EP 169) | |||
| 41465 | LegMarketDisruptionMaterialityPercentage | If specified, the disruption event should be specified in LegMarketDisruptionEventGrp. | FIX.5.0SP2 (EP 169) | ||
| 41466 | LegMarketDisruptionMinimumFuturesContracts | Applicable only when LegMarketDisruptionEvent (41468)=’DeMinimisTrading’. | FIX.5.0SP2 (EP 169) |