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 |