Added in protocol FIX.4.4

See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
555 NoLegs Number of legs
Identifies a Multi-leg Execution if present and non-zero.
FIX.4.4
Block InstrumentLeg Must be provided if Number of legs > 0 FIX.4.4
687 LegQty FIX.4.4
690 LegSwapType Instead of LegQty – requests that the sellside calculate LegQty based on opposite Leg FIX.4.4
990 LegReportID Additional attribute to store the Trade ID 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
564 LegPositionEffect Provide if the PositionEffect for the leg is different from that specified for the overall multileg security FIX.4.4
565 LegCoveredOrUncovered Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. FIX.4.4
BlockRepeating NestedParties Insert here the set of “Nested Parties” (firm identification “nested” within additional repeating group) fields defined in “Common Components of Application Messages”
Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type
FIX.4.4
654 LegRefID Used to identify a specific leg. FIX.4.4
587 LegSettlType FIX.4.4
588 LegSettlDate Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType values. FIX.4.4
637 LegLastPx Used to report the execution price assigned to the leg of the multileg instrument FIX.4.4
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 and other quantity fields are expressed in terms of number of contracts – LegContractMultiplier (231) is required in this case. FIX.4.4
1379 LegVolatility FIX.5.0
1381 LegDividendYield FIX.5.0
1383 LegCurrencyRatio FIX.5.0
1384 LegExecInst FIX.5.0
1418 LegLastQty FIX.5.0
ImplicitBlockRepeating TradeCapLegUnderlyingsGrp FIX.5.0