Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
555 | NoLegs | FIX.4.4 | |||
Block | InstrumentLeg | Required if NoLegs (555) > 0. | FIX.4.4 | ||
Block | LegFinancingDetails | FIX.5.0SP2 (EP 192) | |||
BlockRepeating | LegPositionAmountData | FIX.5.0SP2 (EP 107) | |||
685 | LegOrderQty | Quantity ordered for this leg as provided during order entry. | FIX.5.0SP2 (EP 131) | ||
687 | LegQty | The LegQty (687) field is deprecated. The use of LegOrderQty (685) is recommended instead. | FIX.4.4 | Y | |
2346 | LegMidPx | FIX.5.0SP2 (EP 175) | |||
690 | LegSwapType | Instead of LegOrderQty (685) requests that the sellside calculate LegOrderQty (685) based on opposite Leg. | FIX.4.4 | ||
990 | LegReportID | Additional attribute to store the trade or trade report identifier of the leg. | FIX.4.4 | ||
1152 | LegNumber | Allow sequencing of legs for a strategy to be captured. | FIX.5.0 | ||
BlockRepeating | LegStipulations | FIX.4.4 | |||
2680 | LegAccount | FIX.5.0SP2 (EP 223) | |||
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 223) | ||
564 | LegPositionEffect | Provide if different from the value specified for the overall multileg security in PositionEffect (77) in the Instrument component. | FIX.4.4 | ||
565 | LegCoveredOrUncovered | Provide if different from the value specified for the overall multileg security in CoveredOrUncovered (203) in the Instrument component. | FIX.4.4 | ||
BlockRepeating | NestedParties | FIX.4.4 | |||
654 | LegRefID | Use of LegRefID (654) in this component is deprecated. Recommend the use of LegID (1788) in the InstrumentLeg component. | FIX.4.4 | Y | |
587 | LegSettlType | FIX.4.4 | |||
588 | LegSettlDate | Takes precedence over a calculated LegSettlType (587) when specified regardless of LegSettlType (587) value. Conditionally required when LegSettlType (587) = B(Broken date). |
FIX.4.4 | ||
637 | LegLastPx | Used to report the execution price assigned to the leg of the multileg instrument. | FIX.4.4 | ||
686 | LegPriceType | Indicates the price type provided with each leg of a multi-leg trade | FIX.5.0SP2 (EP 107) | ||
675 | LegSettlCurrency | FIX.4.4 | |||
1073 | LegLastForwardPoints | FIX.4.4 | |||
1074 | LegCalculatedCcyLastQty | FIX.4.4 | |||
1075 | LegGrossTradeAmt | For FX Futures can be used to express the notional value of a trade when LegLastQty (1418) and other quantity fields are expressed in terms of number of contracts – LegContractMultiplier(231) is required in this case. | FIX.4.4 | ||
1689 | LegShortSaleExemptionReason | Available for optional use when LegSide (624) = 6 (Sell short exempt) in InstrumentLeg component. | FIX.5.0SP2 (EP 121) | ||
1379 | LegVolatility | FIX.5.0 | |||
1381 | LegDividendYield | FIX.5.0 | |||
1383 | LegCurrencyRatio | FIX.5.0 | |||
1384 | LegExecInst | FIX.5.0 | |||
1418 | LegLastQty | Quantity executed for this leg. | FIX.5.0 | ||
1591 | LegQtyType | Leg quantity type to be specified at the leg level. Can be different for each leg. | FIX.5.0SP2 (EP 107) | ||
2358 | LegLastMultipliedQty | FIX.5.0SP2 (EP 179) | |||
2357 | LegTotalTradeQty | FIX.5.0SP2 (EP 179) | |||
2360 | LegTotalTradeMultipliedQty | FIX.5.0SP2 (EP 179) | |||
2359 | LegTotalGrossTradeAmt | FIX.5.0SP2 (EP 179) | |||
ImplicitBlockRepeating | TradeCapLegUnderlyingsGrp | FIX.5.0 | Y | ||
2492 | LegDifferentialPrice | FIX.5.0SP2 (EP 217) |