/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. |
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|
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
|
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| TradeCapLegUnderlyingsGrp (repeating) |
Undlys
|
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| → UnderlyingLegInstrument |
Undly
|
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|
→→
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 NYMSW - CME Swaps - NYMEX |
| LegPositionAmountData (repeating) |
Amt
|
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|
→
Leg Position Amount |
Amt
|
Amt | Used to capture the FX premium amount. |
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|
→
Leg Position Amount Type |
Typ
|
String | The type of monetary amount associated with a transaction. |
CRES - Cash Residual Amount PREM - Premium Amount |
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|
→
Leg Position Amount Currency |
Ccy
|
Currency | The currency of the amount specified. |
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