<Instrument Leg> Component Block

Refer to the Instrument component block comments as this component block mirrors Instrument.

Several multileg-oriented messages specify an instrument leg component block. An instrument can have zero or more instrument legs. The fundamental business rule that applies to the multileg instrument is that the multileg instrument is defined as the combination of instrument legs. The multileg instrument must be able to be traded atomically - that all instrument legs are traded or none are traded.

The LegRatioQty (623) is used to define the quantity of the leg that makes up a single unit of the multleg instrument. An option butterfly strategy is made up of three option legs.

Used in :

Tag Field Name FIXML Req'd Comments
600 LegSymbol @Sym Y
601 LegSymbolSfx @Sfx N
602 LegSecurityID @ID N
603 LegSecurityIDSource @Src N
604 NoLegSecurityAltID N
=> 605 LegSecurityAltID @SecAltID C
=> 606 LegSecurityAltIDSource @SecAltIDSrc C
607 LegProduct @Prod N
608 LegCFICode @CFI N
609 LegSecurityType @SecTyp N
764 LegSecuritySubType @SecSubTyp N
610 LegMaturityMonthYear @MMY N
611 LegMaturityDate @Mat N
248 LegCouponPaymentDate @CpnPmt N
249 LegIssueDate @Issued N
250 LegRepoCollateralSecurityType @RepoCollSecTyp N (Deprecated, not applicable/used for Repos)
251 LegRepurchaseTerm @RepoTrm N (Deprecated, not applicable/used for Repos)
252 LegRepurchaseRate @RepoRt N (Deprecated, not applicable/used for Repos)
253 LegFactor @Fctr N
257 LegCreditRating @CrdRtg N
599 LegInstrRegistry @Rgstry N
596 LegCountryOfIssue @Ctry N
597 LegStateOrProvinceOfIssue @StOrProvnc N
598 LegLocaleOfIssue @Lcl N
254 LegRedemptionDate @Redeem N (Deprecated, use YieldRedemptionDate (696) in YieldData component block)
612 LegStrikePrice @Strk N
942 LegStrikeCurrency @StrkCcy N
613 LegOptAttribute @OptA N
614 LegContractMultiplier @Cmult N
615 LegCouponRate @CpnRt N
616 LegSecurityExchange @Exch N
617 LegIssuer @Issr N
618 EncodedLegIssuerLen @EncLegIssrLen C
619 EncodedLegIssuer @EncLegIssr C
620 LegSecurityDesc @Desc N
621 EncodedLegSecurityDescLen @EncLegSecDescLen C
622 EncodedLegSecurityDesc @EncLegSecDesc C
623 LegRatioQty @RatioQty N Specific to the InstrumentLeg (not in Instrument ).
624 LegSide @Side N Specific to the InstrumentLeg (not in Instrument ).
556 LegCurrency @Ccy N Specific to the InstrumentLeg (not in Instrument ).
740 LegPool @Pool N Identifies MBS / ABS pool
739 LegDatedDate @Dated N
955 LegContractSettlMonth @CSetMo N
956 LegInterestAccrualDate @IntAcrl N