| Field Name | FIXML Attribute Name | Data Type | Description | Required for Transaction Type | Required for Security Type | Required for Asset Class | Required 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. |
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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. Not required if spread is Intracommodity and Diff Price (Top-level LastPx) is specified. | Dual-Sided
Single-Sided | ALL | ALL | Spread |
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| Leg Last Quantity | LastQty | Qty | Fill quantity for the leg instrument | Dual-Sided
Single-Sided | 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. | Dual-Sided
Single-Sided | OPT | OTC FX | Spread | - 1 - Percentage (i.e. percent of par)
- 2 - Per unit (i.e. per share or contract)
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| Leg Quantity Type | QtyTyp | int | The leg quantity type specified at the leg level. Can be different for each leg | Dual-Sided
Single-Sided | ALL | ALL | Spread | - 0 - Units (shares, par, currency)
- 1 - Contracts
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| 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) | Dual-Sided
Single-Sided | OPT | ALL | Spread |
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| →→ Leg Underlying Product Code Source | Src | String | Refer to definition for SecurityIDSource(22) | Dual-Sided
Single-Sided | OPT | ALL | Spread | H - Clearing House / Clearing Organization |
| →→ Leg Underlying Security Type | SecTyp | String | Refer to definition for SecurityType(167) | Dual-Sided
Single-Sided | OPT | ALL | Spread | - FUT - Future
- FWD - Forward
- MLEG - Multi Leg (Combo)
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| →→ Leg Underlying Maturity | MMY | MonthYear | Refer to definition for MaturityMonthYear(200) | Dual-Sided
Single-Sided | OPT | ALL | Spread |
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| →→ Leg Underlying Product Exchange | Exch | String | Refer to definition for SecurityExchange(207) | Dual-Sided
Single-Sided | 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
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| 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
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| → Leg Position Amount Currency | Ccy | Currency | The currency of the amount specified. |
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