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/TrdCaptRptAck/TrdLeg (repeating)

Field Name FIXML Attribute Name Data Type Description Present for Security Type Present for Asset Class Present for Outright or Spread Supported Values
Leg Last Price
LastPx Price Used to report the trade price or execution price assigned to the leg of the multileg instrument.
ALL
ALL
Spread
Leg Contra Amount
LegCalcCcyLastQty Qty Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.
Leg Last Quantity
LastQty Qty Fill quantity for the leg instrument
ALL
ALL
Spread
Leg Price Type
PxTyp int The price type of the LegBidPx (681) and/or LegOfferPx (684).
See PriceType (423) for description.
OPT
OTC FX
Spread
1 - Percentage (i.e. percent of par)

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

Leg Quantity Type
QtyTyp int The leg quantity type specified at the leg level. Can be different for each leg
ALL
ALL
Spread
0 - Units (shares, par, currency)

1 - Contracts

InstrumentLeg Leg
TradeCapLegUnderlyingsGrp (repeating) Undlys
→ UnderlyingLegInstrument Undly
→→ Leg Underlying Product Code
ID String Refer to definition for SecurityID(48)
OPT
ALL
Spread
→→ Leg Underlying Product Code Source
Src String Refer to definition for SecurityIDSource(22)
OPT
ALL
Spread
H - Clearing House / Clearing Organization

→→ Leg Underlying Security Type
SecTyp String Refer to definition for SecurityType(167)
OPT
ALL
Spread
FUT - Future

FWD - Forward

MLEG - Multi Leg (Combo)

→→ Leg Underlying Maturity
MMY MonthYear Refer to definition for MaturityMonthYear(200)
OPT
ALL
Spread
→→ Leg Underlying Product Exchange
Exch String Refer to definition for SecurityExchange(207)
OPT
ALL
Spread
CBT - Chicago Board of Trade

CCE - CME Clearing Europe

CEE - Stock Exchange Group

CEU - CME Europe, LTD

CMD - Credit Default Swap Exchange

CME - Chicago Mercantile Exchange

COMEX - Commodities Exchange, Inc

DME - Dubai Mercantile Exchange

NYMEX - New York Mercantile Exchange

LegPositionAmountData (repeating) Amt
→ Leg Position Amount
Amt Amt Used to capture the FX premium amount.
→ Leg Position Amount Type
Typ String The type of monetary amount associated with a transaction.
CRES - Cash Residual Amount

PREM - Premium Amount

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