Repeating group that is similar to LegOrdGrp component in order to support leg level information per side of cross orders and is part of SideCrossOrdModGrp component. LegOrdGrp component cannot be re-used for this purpose as it contains the component blocks InstrumentLeg component and NestedParties component which are already part of the cross messages. The difference to LegOrdGrp component is that SideCrossLegGrp component does not have an InstrumentLeg component to describe the legs, it only has a single reference field to identify the leg which can be defined by the InstrumentLeg component which is present on a higher level of the message and outside of the side group.

Added in protocol FIX.5.0SP2 (EP 131)

Field or Component Name Description Is Required Added Is Deprecated
1829 NoCrossLegs FIX.5.0SP2 (EP 131)
654 LegRefID Required if NoCrossLegs (1829) > 0. FIX.5.0SP2 (EP 131)
685 LegOrderQty Quantity ordered for this leg as provided during order entry. FIX.5.0SP2 (EP 131)
690 LegSwapType FIX.5.0SP2 (EP 131)
BlockRepeating LegStipulations FIX.5.0SP2 (EP 131)
1366 LegAllocID FIX.5.0SP2 (EP 131)
ImplicitBlockRepeating LegPreAllocGrp FIX.5.0SP2 (EP 131)
1817 LegClearingAccountType Provide if different from the value specified for the overall multileg security in ClearingAccountType (1816) in the Instrument component. FIX.5.0SP2 (EP 131)
564 LegPositionEffect Provide if different from the value specified for the overall multileg security in PositionEffect (77) in the Instrument component. FIX.5.0SP2 (EP 131)
565 LegCoveredOrUncovered Provide if different from the value specified for the overall multileg security in CoveredOrUncovered (203) in the Instrument component. FIX.5.0SP2 (EP 131)
BlockRepeating NestedParties3 FIX.5.0SP2 (EP 131)
587 LegSettlType FIX.5.0SP2 (EP 131)
588 LegSettlDate FIX.5.0SP2 (EP 131)
675 LegSettlCurrency FIX.5.0SP2 (EP 131)
1379 LegVolatility FIX.5.0SP2 (EP 131)
1381 LegDividendYield FIX.5.0SP2 (EP 131)
1383 LegCurrencyRatio FIX.5.0SP2 (EP 131)
1384 LegExecInst FIX.5.0SP2 (EP 131)
1689 LegShortSaleExemptionReason Available for optional use when LegSide (624) = 6(Sell short exempt) in InstrumentLeg component. FIX.5.0SP2 (EP 131)

Used in components