CME STP FIX - TradeCaptureReport - TrdInstrmtLegGrp - BrokerTec FI
Component bloc to indicate the number of legs. Identifies a Multi-leg trade if present and non-zero.
FIX Tag | Field Name | Data Type | Description | Supported Values |
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687 | LegQty | Qty | Quantity of this leg, e.g. in Quote dialog. For description and valid values, see Quantity (53). |
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990 | LegReportID | String | Additional attribute to store the Trade ID of the Leg. |
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1152 | LegNumber | int | Allow sequencing of Legs for a Strategy to be captured |
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654 | LegRefID | String | Unique indicator for a specific leg. |
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637 | LegLastPx | Price | Execution price assigned to a leg of a multileg instrument. For description and values, see LastPx (31) |
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686 | LegPriceType | int | The price type of the LegLastPx (637). | 2 - Per unit (i.e. per share or contract) |
10055 | LegAlternatePrice | Price | Leg alternate price |
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