| Field Name | FIXML Attribute Name | Data Type | Description | Present for Security Type | Present for Asset Class | Present for Outright or Spread | Supported Values |
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| Leg Number | LegNo | int | A number identifying the leg within a strategy or spread. When reporting a UTI, or commission, the field LegRefID will reference this number. | ALL | ALL | Spread |
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| 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 |
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| 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 |
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| 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 |
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| →→ 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 |
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| →→ Leg Underlying Product Exchange | Exch | String | Refer to definition for SecurityExchange(207) | OPT | ALL | Spread | CBT - Chicago Board of Trade
CEE - Stock Exchange Group
CME - Chicago Mercantile Exchange
COMEX - Commodities Exchange, Inc
DME - Dubai Gulf 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. |
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| CRES - Cash Residual Amount
PREM - Premium Amount |
| → Leg Position Amount Currency | Ccy | Currency | The currency of the amount specified. |
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