The LegEvntGrp is a repeating subcomponent of the InstrumentLeg component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use LegComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.
Added in protocol FIX.5.0SP2 (161)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
2059 | NoLegEvents | FIX.5.0SP2 (161) | |||
2060 | LegEventType | Required if NoLegEvents (2059) > 0. | FIX.5.0SP2 (161) | ||
2061 | LegEventDate | Conditionally required when LegEventTime (2062) is specified. | FIX.5.0SP2 (161) | ||
2062 | LegEventTime | FIX.5.0SP2 (161) | |||
2063 | LegEventTimeUnit | Conditionally required when LegEventTimePeriod (2064) is specified. | FIX.5.0SP2 (161) | ||
2064 | LegEventTimePeriod | Conditionally required when LegEventTimeUnit (2063) is specified. | FIX.5.0SP2 (161) | ||
2341 | LegEventMonthYear | FIX.5.0SP2 (161) | |||
2065 | LegEventPx | FIX.5.0SP2 (161) | |||
2066 | LegEventText | FIX.5.0SP2 (161) | |||
2074 | EncodedLegEventTextLen | Must be set if EncodedLegEventText (2075) field is specified and must immediately precede it. | FIX.5.0SP2 (161) | ||
2075 | EncodedLegEventText | Encoded (non-ASCII characters) representation of the LegEventText (2066) field in the encoded format specified via the MessageEncoding (347) field. | FIX.5.0SP2 (161) |