Instrument Leg

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)

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