| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 2018 | Exec | 555 | NoLegs |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.4 | FIX.5.0SP2 | 131 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1005 | InstrumentLeg | Leg | optional | SYNOPSIS:
The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.
ELABORATION: |
| 685 | LegOrderQty | OrdQty | optional | SYNOPSIS:
Quantity ordered of this leg.
See OrderQty (38) for description and valid values
|
| 687 | LegQty | Qty | optional | SYNOPSIS:
This field is deprecated and has been replaced by LegOrderQty(865). This field will likely be removed from the FIX standard in a future version.
|
| 2346 | LegMidPx | MidPx | optional | SYNOPSIS:
Leg Mid price/rate.
For OTC swaps, this is the mid-market mark (for example, as defined by CFTC).
For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive.
|
| 690 | LegSwapType | SwapTyp | optional | SYNOPSIS:
For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
|
| 1007 | LegStipulations | Stip | optional | SYNOPSIS:
The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.
ELABORATION: |
| 1366 | LegAllocID | LegAllocID | optional | SYNOPSIS:
The AllocID(70) of an individual leg of a multileg order.
|
| 2026 | LegPreAllocGrp | PreAll | optional | SYNOPSIS: ELABORATION: |
| 2680 | LegAccount | Acct | optional | SYNOPSIS:
Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.
|
| 1817 | LegClearingAccountType | ClrAcctTyp | optional | SYNOPSIS:
Designates the capacity in which the order will be submitted to clearing.
|
| 564 | LegPositionEffect | PosEfct | optional | SYNOPSIS:
PositionEffect for leg of a multileg
See PositionEffect (77) field for description
|
| 565 | LegCoveredOrUncovered | Cover | optional | SYNOPSIS:
CoveredOrUncovered for leg of a multileg
See CoveredOrUncovered (203) field for description
|
| 1010 | NestedParties3 | Pty | optional | SYNOPSIS:
The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.
ELABORATION: |
| 654 | LegRefID | RefID | optional | SYNOPSIS:
Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). LegRefID(654) be used to reference the value from LegID(1788).
|
| 587 | LegSettlType | SettlTyp | optional | SYNOPSIS:
Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the LegSecurityID (602) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0.
Note that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
|
| 588 | LegSettlDate | SettlDt | optional | SYNOPSIS:
Refer to description for SettlDate[64]
|
| 637 | LegLastPx | LastPx | optional | SYNOPSIS:
Execution price assigned to a leg of a multileg instrument.
See LastPx (31) field for description and values
|
| 675 | LegSettlCurrency | SettlCcy | optional | SYNOPSIS:
Identifies settlement currency for the Leg.
See SettlCurrency (20) for description and valid values
|
| 1073 | LegLastForwardPoints | LegLastFwdPnts | optional | SYNOPSIS:
The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
|
| 1074 | LegCalculatedCcyLastQty | LegCalcCcyLastQty | optional | SYNOPSIS:
Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.
|
| 1075 | LegGrossTradeAmt | LegGrossTrdAmt | optional | SYNOPSIS:
The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size.
|
| 1689 | LegShortSaleExemptionReason | ShrtSaleExmptnRsn | optional | SYNOPSIS:
Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)
|
| 1379 | LegVolatility | LegVolatility | optional | SYNOPSIS:
Specifies the volatility of an instrument leg.
|
| 1381 | LegDividendYield | LegDividendYield | optional | SYNOPSIS:
Refer to definition for DividendYield(1380).
|
| 1383 | LegCurrencyRatio | LegCurrencyRatio | optional | SYNOPSIS:
Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7
|
| 1384 | LegExecInst | LegExecInst | optional | SYNOPSIS:
Refer to ExecInst(18)
Same values as ExecInst(18)
|
| 1418 | LegLastQty | LastQty | optional | SYNOPSIS:
Fill quantity for the leg instrument
|
| 2421 | FillRefID | FillRefID | optional | SYNOPSIS:
A reference to either the value of the FillExecID(1363) or an implicit position of a fills instance in the FillsGrp component.
|