/TrdCaptRpt/TrdLeg (repeating)

Field NameFIXML Attribute NameData TypeDescriptionPresent for Security TypePresent for Asset ClassPresent 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.ALLALLSpread
Leg Last Price LastPx PriceUsed to report the trade price or execution price assigned to the leg of the multileg instrument.ALLALLSpread
Leg Contra Amount LegCalcCcyLastQty QtyUsed for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. Conditionally present for OTC FX Future or Forward spreads that are entered in settlement terms.

Leg Last Quantity LastQty QtyFill quantity for the leg instrumentALLALLSpread
Leg Price Type PxTyp intThe price type of the LegBidPx (681) and/or LegOfferPx (684).
See PriceType (423) for description.
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 legALLALLSpread0 - Units (shares, par, currency)

1 - Contracts

Leg Total Trade Qty TotTrdQty QtyExpresses the total quantity traded over the life of the contract when the trade quantity is repeated periodically over the term of the contract.

Leg Total Trade Multiplied Qty TotTrdMultdQty QtyExpresses the total trade quantity in units. Used when the Contract Multiplier is not 1. This equals Total Trade Qty times Contract Multiplier.

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

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

FWD - Forward

MLEG - Multi Leg (Combo)

→→ Leg Underlying Maturity MMY MonthYearRefer to definition for MaturityMonthYear(200)OPTALLSpread
→→ Leg Underlying Product Exchange Exch StringRefer to definition for SecurityExchange(207)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


LegPositionAmountData (repeating) Amt
→ Leg Position Amount Amt AmtUsed to capture the FX premium amount.OPTOTC FXSpread
→ Leg Position Amount Type Typ StringThe type of monetary amount associated with a transaction.OPTOTC FXSpreadCRES - Cash Residual Amount

PREM - Premium Amount

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