/TrdCaptRpt/TrdLeg (repeating)

Field NameFIXML Attribute NameData TypeDescriptionRequired for Transaction TypeRequired for Security TypeRequired for Asset ClassRequired for Outright or SpreadSupported Values
Leg Number LegNo intA number identifying the leg within a strategy or spread. When reporting a UTI, or commission, the field LegRefID will reference this number.




Leg Last Price LastPx PriceUsed to report the trade price or execution price assigned to the leg of the multileg instrument. Not required if spread is Intracommodity and Diff Price (Top-level LastPx) is specified.Dual-Sided
Single-Sided
ALLALLSpread
Leg Last Quantity LastQty QtyFill quantity for the leg instrumentDual-Sided
Single-Sided
ALLALLSpread
Leg Price Type PxTyp intThe price type of the LegBidPx (681) and/or LegOfferPx (684).
See PriceType (423) for description.
Dual-Sided
Single-Sided
OPTOTC FXSpread1 - Percentage (i.e. percent of par)

2 - Per unit (i.e. per share or contract)

Leg Quantity Type QtyTyp intThe leg quantity type specified at the leg level. Can be different for each legDual-Sided
Single-Sided
ALLALLSpread0 - Units (shares, par, currency)

1 - Contracts

InstrumentLeg Leg
TradeCapLegUnderlyingsGrp (repeating) Undlys
→ UnderlyingLegInstrument Undly
→→ Leg Underlying Product Code ID StringRefer to definition for SecurityID(48)Dual-Sided
Single-Sided
OPTALLSpread
→→ Leg Underlying Product Code Source Src StringRefer to definition for SecurityIDSource(22)Dual-Sided
Single-Sided
OPTALLSpreadH - Clearing House / Clearing Organization

→→ Leg Underlying Security Type SecTyp StringRefer to definition for SecurityType(167)Dual-Sided
Single-Sided
OPTALLSpreadFUT - Future

FWD - Forward

MLEG - Multi Leg (Combo)

→→ Leg Underlying Maturity MMY MonthYearRefer to definition for MaturityMonthYear(200)Dual-Sided
Single-Sided
OPTALLSpread
→→ Leg Underlying Product Exchange Exch StringRefer to definition for SecurityExchange(207)Dual-Sided
Single-Sided
OPTALLSpreadCBT - Chicago Board of Trade

CEE - Stock Exchange Group

CME - Chicago Mercantile Exchange

COMEX - Commodities Exchange, Inc

DME - Dubai Mercantile Exchange

NYMEX - New York Mercantile Exchange

NYMSW - CME Swaps - NYMEX

LegPositionAmountData (repeating) Amt
→ Leg Position Amount Amt AmtUsed to capture the FX premium amount.




→ Leg Position Amount Type Typ StringThe type of monetary amount associated with a transaction.



CRES - Cash Residual Amount

PREM - Premium Amount

→ Leg Position Amount Currency Ccy CurrencyThe currency of the amount specified.