Component – LegInstrumentGrp

Multi-leg instrument’s individual security’s SecurityExchange.

Multileg instrument’s individual security’s SecurityIDSource.

Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.

Multi-leg instrument’s individual security’s Symbol.

Condition: Required when Tag 167 (SecurityType)=MLEG.

See Symbol (55) field for description.

Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.

Multileg instrument’s individual security’s CFICode (tag 461).

See CFICode (461) field for description

Leg security description.

Multileg instrument’s individual security’s product.

Multi-leg instrument’s individual security’s SecurityType.

SecuritySubType of the leg instrument.

See SecuritySubType (762) field for description

Multi-leg instrument’s individual security’s MaturityMonthYear

Multi-leg instrument’s individual security’s MaturityDate.

Multi-leg instrument’s individual security’s MaturityDay.

Multi-leg instrument’s individual security’s StrikePrice.

Whether the option represents a put or call

The side of this individual leg (multi-leg security).

Ratio of quantity for this individual leg relative to the entire
multi-leg security

The value represents one of the following:

• For a leg of a covered strategy (such as a volatility trade) on CME
  or NYSE_Liffe markets, the value represents the delta (expressed as
  an integer between 1 and 100).
• In all other cases, the value represents the quantity of this leg in
  the strategy.

Type of exercise for a derivatives security.

Currency associated with a particular leg’s price

The trading lot size of a security.

Price of the leg for a multi-leg instrument

Quantity of this leg.

Unique indicator for a specific leg.

Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.

Execution price assigned to a leg of a multileg instrument.

Contract term of the underlying instrument in the form, YYYYMMM

Term of delivery for the underlying instrument.

TT FIX uses this value to identify contracts that do not have a
monthly delivery term.

Possible values:

• A: Same day
• B: Balance of month
• C: End of Month
• D: Day
• E: Weekly
• H: Hour
• L: Balance of week
• M: Month
• N: Next day
• P: Pack
• Q: Quarterly
• S: Seasonal
• T: Weekend
• V: Variable
• W: Week
• X: Custom
• Y: Year

Date for contract delivery

Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).

The average (mean) price for the legs of a spread.

This value will be populated on Summary Spread Fill Execution Reports.