/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 Number |
LegNo
| int | A number identifying the leg within a strategy or spread. When reporting a USI, UTI, or commission, the field LegRefID will reference this number. | ALL | ALL | Spread | |
| 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 CEE - Stock Exchange Group CMD - Credit Default Swap Exchange 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
| 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. | ||||