<NoLegs> repeating group is used in following FIX messages: NewOrderSingle (MsgType 'D'), OrderCancelReplaceRequest (MsgType 'G'), OrderCancelRequest (MsgType 'F' and required when a message is related to request or processing of strategies with number of legs more than 2.
|
Tag |
Field Name |
Req’d |
Comment |
|
555 |
NoLegs |
N |
Number of Legs in repeating group. The following repeating group tags only apply where NoLegs is provided. |
|
→ 600 |
LegSymbol |
C |
The leg’s Symbol. Always first field this repeating group. |
|
→ 624 |
LegSide |
C |
The side of the leg. |
|
→ 637 |
LegLastPx |
C |
Execution price of this (last) fill, assigned to the leg. Currently unsupported. |
|
→ 1418 |
LegLastQty |
C |
Quantity bought/sold on this (last) fill, assigned to the leg. Currently unsupported. |
|
→ 616 |
LegSecurityExchange |
C |
Individual leg’s destination Exchange. |
|
→ 609 |
LegSecurityType |
C |
The leg’s security type. Valid values are: FUT for futures OPT for options
|
|
→ 611 |
LegMaturityDate |
C |
Maturity date for the leg’s contract. Format: YYYYMMDD. This tag is required and is populated only if contract’s maturity is referenced using date.
|
|
→ 610 |
LegMaturityMonthYear |
C |
Maturity of the leg which contract’s expiration is referenced using month and year. Format: YYYYMM. |
|
→ 623 |
LegRatioQty |
C |
Absolute value of the leg’s quantity ratio. |
|
→20155 |
LegSpeculationType |
N |
Speculation type for this leg, if specified by the client. Valid values: S = Speculation H = Hedge A = Arbitrage |
Here C in the column Required means that corresponding field is required if NoLegs is present.