Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 555 | NoLegs | Required for multileg quotes. | FIX.4.4 | ||
| Block | InstrumentLeg | Required for multileg quotes For Swaps one leg is Buy and other leg is Sell |
FIX.4.4 | ||
| 1017 | LegOptionRatio | LegOptionRatio is provided on Covering leg to create a delta neutral spread. In Listed Derivatives, LegDelta LegOptionRatio is multiplied by LegOptionRatio and OrderQty to determine the covering quantity | FIX.4.4 | ||
| 566 | LegPrice | Specifies the price of a Leg | FIX.4.4 | ||
| 687 | LegQty | FIX.4.4 | Y | ||
| 685 | LegOrderQty | When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). |
FIX.4.4 | ||
| 690 | LegSwapType | FIX.4.4 | |||
| 587 | LegSettlType | FIX.4.4 | |||
| 588 | LegSettlDate | FIX.4.4 | |||
| BlockRepeating | LegStipulations | FIX.4.4 | |||
| BlockRepeating | NestedParties | FIX.4.4 | |||
| Block | LegBenchmarkCurveData | FIX.4.4 | |||
| 654 | LegRefID | Initiator can optionally provide a unique identifier for the specific leg. | FIX.4.4 |