The “Instrument Leg” block contains all information about strategy legs. Used for Strips only.
Table 24 – Instrument Leg Block
Tag |
FieldName |
Req’d |
Comments |
Format |
602 |
LegSecurityID |
Y |
Unique marketplace assigned security identifier for the individual leg of a multi-leg security. |
String |
603 |
LegSecurityIDSource |
Y |
Identifies class or source of the LegSecurityID (602) value. Valid values: 99 – Marketplace assigned identifier |
String |
764 |
LegSecuritySubType |
Y |
Security subtype for the individual leg of a multi-leg security. |
String |
624 |
LegSide |
Y |
Valid values: 1 = Buy (Pay) 2 = Sell (Receive) |
char |