| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 2021 | SecL | 555 | NoLegs |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.4 |
| 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: |
| 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.
|
| 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.
|
| 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: |
| 1006 | LegBenchmarkCurveData | BnchmkCurve | optional | SYNOPSIS:
The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.
ELABORATION: |