| ID | Abbr |
|---|---|
| 1005 | Leg |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.3 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 600 | LegSymbol | Sym | optional | SYNOPSIS:
Multileg instrument's individual security's Symbol.
See Symbol (55) field for description
|
| 601 | LegSymbolSfx | Sfx | optional | SYNOPSIS:
Multileg instrument's individual security's SymbolSfx.
See SymbolSfx (65) field for description
|
| 602 | LegSecurityID | ID | optional | SYNOPSIS:
Multileg instrument's individual security's SecurityID.
See SecurityID (48) field for description
|
| 603 | LegSecurityIDSource | Src | optional | SYNOPSIS:
Multileg instrument's individual security's SecurityIDSource.
See SecurityIDSource (22) field for description
|
| 2072 | LegSecAltIDGrp | LegAID | optional | SYNOPSIS: ELABORATION: |
| 1788 | LegID | LegID | optional | SYNOPSIS:
Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The LegID(1788) can be referenced using LegRefID(654).
|
| 607 | LegProduct | Prod | optional | SYNOPSIS:
Multileg instrument's individual security's Product.
See Product (460) field for description
|
| 1594 | LegSecurityGroup | SecGrp | optional | SYNOPSIS:
Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups.
|
| 608 | LegCFICode | CFI | optional | SYNOPSIS:
Multileg instrument's individual security's CFICode.
See CFICode (461) field for description
|
| 2893 | LegUPICode | UPI | optional | SYNOPSIS:
Uniquely identifies the product of a leg instrument using ISO 4914. See UPICode(2891) for further detail.
|
| 609 | LegSecurityType | SecTyp | optional | SYNOPSIS:
Refer to definition of SecurityType(167)
|
| 764 | LegSecuritySubType | SecSubTyp | optional | SYNOPSIS:
SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
|
| 610 | LegMaturityMonthYear | MMY | optional | SYNOPSIS:
Multileg instrument's individual security's MaturityMonthYear.
See MaturityMonthYear (200) field for description
|
| 611 | LegMaturityDate | Mat | optional | SYNOPSIS:
Multileg instrument's individual security's MaturityDate.
See MaturityDate (54) field for description
|
| 1212 | LegMaturityTime | MatTm | optional | SYNOPSIS:
Time of security's maturity expressed in local time with offset to UTC specified
|
| 2146 | LegSettleOnOpenFlag | SettlOnOpenFlag | optional | SYNOPSIS:
Indicator to determine if the instrument is to settle on open.
|
| 2147 | LegInstrmtAssignmentMethod | AsgnMeth | optional | SYNOPSIS:
Specifies the method under which assignment was conducted.
|
| 2148 | LegSecurityStatus | Status | optional | SYNOPSIS:
Used for derivatives. Denotes the current state of the InstrumentLeg.
|
| 248 | LegCouponPaymentDate | CpnPmt | optional | SYNOPSIS:
Multileg instrument's individual leg security's CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
|
| 2149 | LegRestructuringType | RestrctTyp | optional | SYNOPSIS:
A category of CDS credit event in which the underlying bond experiences a restructuring.
Used to define a CDS instrument.
|
| 2150 | LegSeniority | Snrty | optional | SYNOPSIS:
Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Used to define a CDS instrument.
|
| 2151 | LegNotionalPercentageOutstanding | NotlPctOut | optional | SYNOPSIS:
Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index.
Used to calculate the true value of a CDS trade or position.
|
| 2152 | LegOriginalNotionalPercentageOutstanding | OrigNotlPctOut | optional | SYNOPSIS:
Used to reflect the Original value prior to the application of a credit event. See LegNotionalPercentageOutstanding(2151).
|
| 2153 | LegAttachmentPoint | AttchPnt | optional | SYNOPSIS:
Lower bound percentage of the loss that the tranche can endure.
|
| 2154 | LegDetachmentPoint | DetchPnt | optional | SYNOPSIS:
Upper bound percentage of the loss the tranche can endure.
|
| 2155 | LegObligationType | ObligTyp | optional | SYNOPSIS:
Type of reference obligation for credit derivatives contracts.
|
| 2348 | LegAssetGroup | AssetGrp | optional | SYNOPSIS:
Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).
|
| 2067 | LegAssetClass | AssetClss | optional | SYNOPSIS:
The broad asset category for assessing risk exposure.
|
| 2068 | LegAssetSubClass | AssetSubClss | optional | SYNOPSIS:
The general subcategory description of the asset class.
|
| 2069 | LegAssetType | AssetTyp | optional | SYNOPSIS:
Used to provide more specific description of the asset specified in LegAssetSubClass(2068).
See https://www.fixtrading.org/codelists/AssetType for code list of applicable values. ISO 4721 Currency Code values are to be used when specific currency as an asset type is to be expressed.
Other values may be used by mutual agreement of the counterparties.
ELABORATION: In the context of MiFID II's this may indicate the value needed in ESMA RTS 2 Annex IV Table 2 Field 16, or ESMA RTS 23 Annex I Table 2 'Sub product' field. |
| 2739 | LegAssetSubType | AsstSubTyp | optional | SYNOPSIS:
Used to provide a more specific description of the asset specified in LegAssetType(2069).
See https://www.fixtrading.org/codelists/AssetSubType for code list of applicable values.
ELABORATION: In the context of MiFID II, ESMA RTS 23 Annex I Table 2, this may indicate the 'Further sub product' or equity 'Parameter' fields. |
| 2232 | LegSecondaryAssetGrp | ScndryAsset | optional | SYNOPSIS:
LegSecondaryAssetGrp is a repeating subcomponent of the InstrumentLeg component used to specify secondary assets of a multi-asset swap.
ELABORATION: |
| 2242 | LegAssetAttributeGrp | AssetAttrb | optional | SYNOPSIS:
The LegAssetAttributeGrp is a repeating subcomponent of the InstrumentLeg component used to detail attributes of the instrument asset.
ELABORATION: |
| 2070 | LegSwapClass | SwapClss | optional | SYNOPSIS:
Swap type.
|
| 2156 | LegSwapSubClass | SwapSubClss | optional | SYNOPSIS:
The sub-classification or notional schedule type of the swap.
|
| 2157 | LegNthToDefault | NthDflt | optional | SYNOPSIS:
The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default.
|
| 2158 | LegMthToDefault | MthDflt | optional | SYNOPSIS:
The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default.
|
| 2159 | LegSettledEntityMatrixSource | SettldMtrxSrc | optional | SYNOPSIS:
Relevant settled entity matrix source.
|
| 2160 | LegSettledEntityMatrixPublicationDate | SettldMtrxDt | optional | SYNOPSIS:
The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable.
|
| 2161 | LegCouponType | CpnTyp | optional | SYNOPSIS:
Specifies the coupon type of the bond.
|
| 2162 | LegTotalIssuedAmount | TotAmt | optional | SYNOPSIS:
Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security.
|
| 2163 | LegCouponFrequencyPeriod | CpnPeriod | optional | SYNOPSIS:
Time unit multiplier for the frequency of the bond's coupon payment.
|
| 2164 | LegCouponFrequencyUnit | CpnUnit | optional | SYNOPSIS:
Time unit associated with the frequency of the bond's coupon payment.
|
| 2165 | LegCouponDayCount | CpnDayCnt | optional | SYNOPSIS:
The day count convention used in interest calculations for a bond or an interest bearing security.
|
| 2880 | LegCouponOtherDayCount | CpnOtherDayCnt | optional | SYNOPSIS:
The industry name of the day count convention not listed in LegCouponDayCount(2165).
|
| 2166 | LegConvertibleBondEquityID | CnvrtBondEqtyID | optional | SYNOPSIS:
Identifies the equity in which a convertible bond can be converted to.
|
| 2167 | LegConvertibleBondEquityIDSource | CnvrtBondEqtyIDSrc | optional | SYNOPSIS:
Identifies class or source of the LegConvertibleBondEquitySecurityID(2166) value.
|
| 2168 | LegContractPriceRefMonth | PxRefMo | optional | SYNOPSIS:
Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security.
|
| 2169 | LegLienSeniority | LienSnrty | optional | SYNOPSIS:
Indicates the seniority level of the lien in a loan.
|
| 2170 | LegLoanFacility | LoanFclty | optional | SYNOPSIS:
Specifies the type of loan when the credit default swap's reference obligation is a loan.
|
| 2171 | LegReferenceEntityType | RefEntityTyp | optional | SYNOPSIS:
Specifies the type of reference entity for first-to-default CDS basket contracts.
|
| 2172 | LegIndexSeries | NdxSeries | optional | SYNOPSIS:
The series identifier of a credit default swap index.
|
| 2173 | LegIndexAnnexVersion | NdxAnxVer | optional | SYNOPSIS:
The version of a credit default swap index annex.
|
| 2174 | LegIndexAnnexDate | NdxAnxDt | optional | SYNOPSIS:
The date of a credit default swap index series annex.
|
| 2175 | LegIndexAnnexSource | NdxAnxSrc | optional | SYNOPSIS:
The source of a credit default swap series annex.
|
| 2176 | LegSettlRateIndex | SettlNdx | optional | SYNOPSIS:
In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment.
|
| 2177 | LegSettlRateIndexLocation | SettlNdxLctn | optional | SYNOPSIS:
This is an optional qualifying attribute of LegSettlementRateIndex(2176) such as the delivery zone for an electricity contract.
|
| 2178 | LegOptionExpirationDesc | ExpDesc | optional | SYNOPSIS:
Description of the option expiration.
|
| 2179 | EncodedLegOptionExpirationDescLen | EncExpDescLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedLegOptionExpirationDesc(2180) field.
|
| 2180 | EncodedLegOptionExpirationDesc | EncExpDesc | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178).
|
| 249 | LegIssueDate | Issued | optional | SYNOPSIS:
Multileg instrument's individual leg security's IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate)
|
| 250 | LegRepoCollateralSecurityType | RepoCollSecTyp | optional | SYNOPSIS:
Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 251 | LegRepurchaseTerm | RepoTrm | optional | SYNOPSIS:
Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 252 | LegRepurchaseRate | RepoRt | optional | SYNOPSIS:
Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 253 | LegFactor | Fctr | optional | SYNOPSIS:
Multileg instrument's individual leg security's Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 257 | LegCreditRating | CrdRtg | optional | SYNOPSIS:
Multileg instrument's individual leg security's CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
| 599 | LegInstrRegistry | Rgstry | optional | SYNOPSIS:
Multileg instrument's individual leg security's InstrRegistry.
See InstrRegistry (543) field for description
|
| 596 | LegCountryOfIssue | Ctry | optional | SYNOPSIS:
Multileg instrument's individual leg security's CountryOfIssue.
See CountryOfIssue (470) field for description
|
| 597 | LegStateOrProvinceOfIssue | StOrProvnc | optional | SYNOPSIS:
Multileg instrument's individual leg security's StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description
|
| 598 | LegLocaleOfIssue | Lcl | optional | SYNOPSIS:
Multileg instrument's individual leg security's LocaleOfIssue.
See LocaleOfIssue (472) field for description
|
| 254 | LegRedemptionDate | Redeem | optional | SYNOPSIS:
Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)
|
| 612 | LegStrikePrice | Strk | optional | SYNOPSIS:
Multileg instrument's individual security's StrikePrice.
See StrikePrice (202) field for description
|
| 942 | LegStrikeCurrency | StrkCcy | optional | SYNOPSIS:
Currency in which the strike price of a instrument leg of a multileg instrument is denominated
|
| 2181 | LegStrikeMultiplier | StrkMult | optional | SYNOPSIS:
Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
|
| 2182 | LegStrikeValue | StrkValu | optional | SYNOPSIS:
The number of shares/units for the financial instrument involved in the option trade. Used for derivatives.
|
| 2183 | LegStrikeUnitOfMeasure | StrkUOM | optional | SYNOPSIS:
Used to express the unit of measure (UOM) of the price if different from the contract.
|
| 2184 | LegStrikeIndex | StrkNdx | optional | SYNOPSIS:
Specifies the index used to calculate the strike price.
|
| 2604 | LegStrikeIndexCurvePoint | StrkNdxPnt | optional | SYNOPSIS:
The point on the floating rate index curve. Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.
|
| 2185 | LegStrikeIndexSpread | StrkSpread | optional | SYNOPSIS:
Specifies the strike price offset from the named index.
|
| 2605 | LegStrikeIndexQuote | StrkNdxQte | optional | SYNOPSIS:
The quote side from which the index price is to be determined.
|
| 2186 | LegStrikePriceDeterminationMethod | StrkPxDtrmnMeth | optional | SYNOPSIS:
Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.
|
| 2187 | LegStrikePriceBoundaryMethod | StrkPxBndryMeth | optional | SYNOPSIS:
Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.
|
| 2188 | LegStrikePriceBoundaryPrecision | StrkPxBndryPrcsn | optional | SYNOPSIS:
Used in combination with StrikePriceBoundaryMethod(2187) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls.
|
| 2189 | LegUnderlyingPriceDeterminationMethod | PxDtrmnMeth | optional | SYNOPSIS:
Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").
|
| 613 | LegOptAttribute | OptA | optional | SYNOPSIS:
Multileg instrument's individual security's OptAttribute.
See OptAttribute (206) field for description
|
| 614 | LegContractMultiplier | Cmult | optional | SYNOPSIS:
Multileg instrument's individual security's ContractMultiplier.
See ContractMultiplier (23) field for description
|
| 1436 | LegContractMultiplierUnit | MultTyp | optional | SYNOPSIS:
"Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in.
|
| 2354 | LegTradingUnitPeriodMultiplier | TrdgUnitPeriodMult | optional | SYNOPSIS:
Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts.
ELABORATION: As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. |
| 1440 | LegFlowScheduleType | FlowSchedTyp | optional | SYNOPSIS:
The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak".
|
| 2190 | LegMinPriceIncrement | MinPxIncr | optional | SYNOPSIS:
Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value.
|
| 2191 | LegMinPriceIncrementAmount | MinPxIncrAmt | optional | SYNOPSIS:
Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614).
|
| 999 | LegUnitOfMeasure | UOM | optional | SYNOPSIS:
Refer to defintion of UnitOfMeasure(996)
|
| 1224 | LegUnitOfMeasureQty | UOMQty | optional | SYNOPSIS:
Refer to definition of UnitOfMeasureQty(1147)
|
| 1720 | LegUnitOfMeasureCurrency | UOMCcy | optional | SYNOPSIS:
Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure(999) = Ccy
|
| 1421 | LegPriceUnitOfMeasure | PxUOM | optional | SYNOPSIS:
Refer to definition for PriceUnitOfMeasure(1191)
|
| 1422 | LegPriceUnitOfMeasureQty | PxUOMQty | optional | SYNOPSIS:
Refer to definition of PriceUnitOfMeasureQty(1192)
|
| 1721 | LegPriceUnitOfMeasureCurrency | PxUOMCcy | optional | SYNOPSIS:
Indicates the currency of the price unit of measure. Conditionally required when LegPriceUnitOfMeasure(1421) = Ccy
|
| 2192 | LegSettlMethod | SettlMeth | optional | SYNOPSIS:
Settlement method for a contract or instrument. Additional values may be used with bilateral agreement.
|
| 1001 | LegTimeUnit | TmUnit | optional | SYNOPSIS:
Same as TimeUnit.
|
| 1420 | LegExerciseStyle | ExerStyle | optional | SYNOPSIS:
Type of exercise of a derivatives security
|
| 2193 | LegOptPayoutType | OptPayoutTyp | optional | SYNOPSIS:
Indicates the type of valuation method or trigger payout for an in-the-money option.
|
| 2194 | LegOptPayoutAmount | OptPayAmt | optional | SYNOPSIS:
Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.
|
| 2755 | LegReturnTrigger | RtnTrgr | optional | SYNOPSIS:
Indicates the type of return or payout trigger for the swap or forward.
|
| 2195 | LegPriceQuoteMethod | PxQteMeth | optional | SYNOPSIS:
Specifies the method for price quotation.
|
| 2196 | LegValuationMethod | ValMeth | optional | SYNOPSIS:
Specifies the type of valuation method applied.
|
| 2197 | LegValuationSource | ValSrc | optional | SYNOPSIS:
Specifies the source of trade valuation data.
|
| 2198 | LegValuationReferenceModel | ValRefModel | optional | SYNOPSIS:
Specifies the methodology and/or assumptions used to generate the trade value.
|
| 1528 | LegPriceQuoteCurrency | PxQteCcy | optional | SYNOPSIS:
Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency.
|
| 2199 | LegListMethod | ListMeth | optional | SYNOPSIS:
Indicates whether instruments are pre-listed only or can also be defined via user request.
|
| 2200 | LegCapPrice | CapPx | optional | SYNOPSIS:
Used to express the ceiling price of a capped call.
|
| 2201 | LegFloorPrice | FlrPx | optional | SYNOPSIS:
Used to express the floor price of a capped put.
|
| 2202 | LegFlexibleIndicator | FlexInd | optional | SYNOPSIS:
Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to LegCFICode(608) Standard/Non-standard attribute.
|
| 2203 | LegFlexProductEligibilityIndicator | FlexProdElig | optional | SYNOPSIS:
Used to indicate if a product or group of product supports the creation of flexible securities.
|
| 615 | LegCouponRate | CpnRt | optional | SYNOPSIS:
Multileg instrument's individual security's CouponRate.
See CouponRate (223) field for description
|
| 616 | LegSecurityExchange | Exch | optional | SYNOPSIS:
Multileg instrument's individual security's SecurityExchange.
See SecurityExchange (207) field for description
|
| 2205 | LegPositionLimit | PosLmt | optional | SYNOPSIS:
Position Limit for a given exchange-traded product.
|
| 2206 | LegNTPositionLimit | NTPosLmt | optional | SYNOPSIS:
Position limit in the near-term contract for a given exchange-traded product.
|
| 617 | LegIssuer | Issr | optional | SYNOPSIS:
Multileg instrument's individual security's Issuer.
See Issuer (106) field for description
|
| 618 | EncodedLegIssuerLen | EncLegIssrLen | optional | SYNOPSIS:
Multileg instrument's individual security's EncodedIssuerLen.
See EncodedIssuerLen (348) field for description
|
| 619 | EncodedLegIssuer | EncLegIssr | optional | SYNOPSIS:
Multileg instrument's individual security's EncodedIssuer.
See EncodedIssuer (349) field for description
|
| 2740 | LegFinancialInstrumentShortName | ShrtName | optional | SYNOPSIS:
Short name of the financial instrument. Uses ISO 18774 (FISN) values.
ELABORATION: In the context of MiFID II this maps to ESMA RTS 23 Annex I Table 3 Field 7 and may be used in other RTS that requires a similar field. |
| 2717 | LegFinancialInstrumentFullName | FullName | optional | SYNOPSIS:
The full normative name of the multileg's financial instrument.
ELABORATION: In the context of ESMA reference data, this is used to provide the full name of the instrument as defined by the Derivatives Service Bureau (DSB). |
| 2718 | EncodedLegFinancialInstrumentFullNameLen | EncFullNameLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) individual multileg instrument's EncodedLegFinancialInstrumentFullName(2719).
|
| 2719 | EncodedLegFinancialInstrumentFullName | EncFullName | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the LegFinancialInstrumentFullName(2717) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegFinancialInstrumentFullName(2717) field.
|
| 620 | LegSecurityDesc | Desc | optional | SYNOPSIS:
Description of a multileg instrument.
Can be used by the venue or one of the trading parties to provide an optional non-normative textual description of the financial instrument.
|
| 621 | EncodedLegSecurityDescLen | EncLegSecDescLen | optional | SYNOPSIS:
Multileg instrument's individual security's EncodedSecurityDescLen.
See EncodedSecurityDescLen (350) field for description
|
| 622 | EncodedLegSecurityDesc | EncLegSecDesc | optional | SYNOPSIS:
Multileg instrument's individual security's EncodedSecurityDesc.
See EncodedSecurityDesc (35) field for description
|
| 2212 | LegSecurityXML | SecXML | optional | SYNOPSIS:
The LegSecurityXML component is used to provide a definition in an XML format for the leg instrument.
ELABORATION: See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. |
| 2207 | LegCPProgram | CPPgm | optional | SYNOPSIS:
The program under which a commercial paper is issued.
|
| 2208 | LegCPRegType | CPRegTyp | optional | SYNOPSIS:
The registration type of a commercial paper issuance.
|
| 623 | LegRatioQty | RatioQty | optional | SYNOPSIS:
The ratio of quantity for this individual leg relative to the entire multileg security.
|
| 624 | LegSide | Side | optional | SYNOPSIS:
The side of this individual leg (multileg security).
See Side (54) field for description and values
|
| 556 | LegCurrency | Ccy | optional | SYNOPSIS:
Currency associated with a particular Leg's quantity
|
| 740 | LegPool | Pool | optional | SYNOPSIS:
For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument.
See Pool (691) for description and valid values.
|
| 739 | LegDatedDate | Dated | optional | SYNOPSIS:
The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date
|
| 955 | LegContractSettlMonth | CSetMo | optional | SYNOPSIS:
Specifies when the contract (i.e. MBS/TBA) will settle.
|
| 956 | LegInterestAccrualDate | IntAcrl | optional | SYNOPSIS:
The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date
|
| 1358 | LegPutOrCall | PutCall | optional | SYNOPSIS:
Indicates whether a leg option contract is a put, call, chooser or undetermined.
|
| 2682 | LegInTheMoneyCondition | ITMCond | optional | SYNOPSIS:
Specifies an option instrument's "in the money" condition in general terms.
|
| 2686 | LegContraryInstructionEligibilityIndicator | CntraryInstEligInd | optional | SYNOPSIS:
Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of LegInTheMoneyCondition(2682). When not specified, the eligibility is undefined or not applicable.
|
| 1017 | LegOptionRatio | LegOptionRatio | optional | SYNOPSIS:
Expresses the risk of an option leg
Value must be between -1 and 1.
A Call Option will require a ratio value between 0 and 1
A Put Option will require a ratio value between -1 and 0
|
| 566 | LegPrice | Px | optional | SYNOPSIS:
Price for leg of a multileg
See Price (44) field for description
|
| 2231 | LegEvntGrp | Evnt | optional | SYNOPSIS:
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.
ELABORATION: The LegEvntGrp contains three different methods to express a "time" associated with the event using the LegEventDate(2061) and LegEventTime(2062) pair of fields or the LegEventTimeUnit(2063) and LegEventTimePeriod(2064) pair of fields or LegEventMonthYear(2341). The LegEventDate(2061), and optional LegEventTime(2062), may be used to express an exact date and optional time for the event. The LegEventTimeUnit(2063) and LegEventTimePeriod(2064) may be used to express a time period associated with the event, e.g. 3-month, 4-years, 2-weeks. The LegEventMonthYear(2341), and optional LegEventTime(2062), may be used to express the event as a month of year, with optional day of month or week of month. Either LegEventDate(2061) or LegEventMonthYear(2341), and the optional LegEventTime(2062), must be specified or LegEventTimeUnit(2063) and LegEventTimePeriod(2064) must be specified. The LegEventMonthYear(2341) may be used instead of LegEventDate(2061) when month-year, with optional day of month or week of month, is required instead of a date. |
| 2239 | LegInstrumentParties | Pty | optional | SYNOPSIS:
The use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the LegInstrumentParty block.
ELABORATION: |
| 2209 | LegShortSaleRestriction | ShrtRstctn | optional | SYNOPSIS:
Indicates whether a restriction applies to short selling a security.
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| 2236 | LegComplexEvents | CmplxEvnt | optional | SYNOPSIS:
The LegComplexEvent Group is a repeating block which allows specifying an unlimited number and types of advanced events, such as observation and pricing over the lifetime of an option, futures, commodities or equity swap contract. Use LegEvntGrp to specify more straightforward events.
ELABORATION: |
| 2211 | LegStrategyType | StrtTyp | optional | SYNOPSIS:
Specifies the type of trade strategy.
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| 2212 | LegCommonPricingIndicator | CmnPxng | optional | SYNOPSIS:
When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price.
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| 2213 | LegSettlDisruptionProvision | SettlDsrptnProv | optional | SYNOPSIS:
Specifies the consequences of bullion settlement disruption events.
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| 2754 | LegDeliveryRouteOrCharter | RteChrtr | optional | SYNOPSIS:
Specific delivery route or time charter average. Applicable to commodity freight contracts.
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| 2214 | LegInstrumentRoundingDirection | RndDirctn | optional | SYNOPSIS:
Specifies the rounding direction if not overridden elsewhere.
ELABORATION: Applicable for complex FX option strategies. |
| 2215 | LegInstrumentRoundingPrecision | RndPrcsn | optional | SYNOPSIS:
Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7.
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| 4087 | LegDateAdjustment | DtAdjmt | optional | SYNOPSIS:
LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component.
ELABORATION: |
| 4229 | LegPricingDateTime | PxngDtTm | optional | SYNOPSIS:
The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade.
ELABORATION: |
| 4210 | LegMarketDisruption | MktDsrptn | optional | SYNOPSIS:
The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap.
ELABORATION: |
| 4214 | LegOptionExercise | OptExer | optional | SYNOPSIS:
The LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded LegOptionExerciseExpiration component is used to terminate the opportunity for exercise.
ELABORATION: |
| 4031 | LegStreamGrp | Strm | optional | SYNOPSIS:
The LegStreamGrp is a repeating subcomponent of the InstrumentLeg component used to detail the swap streams associated with the instrument.
ELABORATION: A swap will ordinarily have one or two streams. Each one may contain a LegStreamDesc(40243) with a descriptive string such as "Float" or "Fixed". However the choice of description should have no effect on the stream's purpose. LegStreamPaySide(40244) and LegStreamReceiveSide(40245) link the appropriate swap parties to their role in the stream. In pre-trade messages the side value (e.g. Side(54) field) of the request or order should be "1" (Buy) or "2" (Sell), and LegStreamPaySide(40244) and LegStreamReceiveSide(40245) should be set to the same side value indicating the aggressor's desired role. On fills and post-trade messages, the executing firm takes the opposite side and indicates its role by setting LegStreamPaySide(40244) and LegStreamReceiveSide(40245) to the opposite side of the aggressor's role. |
| 4046 | LegProvisionGrp | Prov | optional | SYNOPSIS:
The LegProvisionGrp is a repeating subcomponent of the InstrumentLeg component used to detail the provisions associated with the instrument.
ELABORATION: A swap may have one or more provisions. |
| 4187 | LegAdditionalTermGrp | AddtnlTrm | optional | SYNOPSIS:
The LegAdditionalTermGrp is a repeating subcomponent of the InstrumentLeg component used to report additional contract terms.
ELABORATION: |
| 4231 | LegProtectionTermGrp | ProtctnTrm | optional | SYNOPSIS:
The LegProtectionTermGrp is a repeating component within the InstrumentLeg component used to report protection term details.
ELABORATION: |
| 4190 | LegCashSettlTermGrp | CashSettlTrm | optional | SYNOPSIS:
The LegCashSettlTermGrp is a repeating component within the InstrumentLeg component used to report cash settlement terms.
ELABORATION: Usage of LegCashSettlTermGrp must either include a known LegCashSettlAmount(41357) or provide the cash settlement term parameters needed to derive the cash settlement amount. LegCashSettlTermXID(41362) is provided for cross-referencing from an instance of the UnderlyingInstrument component through the UnderlyingSettlTermXIDRef(41315) field. |
| 4226 | LegPhysicalSettlTermGrp | PhysSettlTrm | optional | SYNOPSIS:
The LegPhysicalSettlTermGrp is a repeating component within the InstrumentLeg component used to report physical settlement terms.
ELABORATION: |
| 4337 | LegExtraordinaryEventGrp | ExtrordEvnt | optional | SYNOPSIS:
The LegExtraordinaryEventGrp is a repeating component within the InstrumentLeg component. It is used to report extraordinary and disruptive events applicable to the reference entity that affects the contract.
ELABORATION: |
| 2606 | LegExtraordinaryEventAdjustmentMethod | ExtrordEvntAdjMeth | optional | SYNOPSIS:
Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.
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| 2607 | LegExchangeLookAlike | ExchLookAlike | optional | SYNOPSIS:
For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'.
ELABORATION: This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). |