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Group

SideCrossLegGrp

ID2204
PedigreeAdded EP131
Repeating group that is similar to LegOrdGrp component in order to support leg level information per side of cross orders and is part of SideCrossOrdModGrp component. LegOrdGrp component cannot be re-used for this purpose as it contains the component blocks InstrumentLeg component and NestedParties component which are already part of the cross messages. The difference to LegOrdGrp component is that SideCrossLegGrp component does not have an InstrumentLeg component to describe the legs, it only has a single reference field to identify the leg which can be defined by the InstrumentLeg component which is present on a higher level of the message and outside of the side group.
Field
Name
Type
Req'd
Comments
Pedigree
1829
Added EP131
654
Required if NoCrossLegs(1829) > 0.
Added EP131
685
Quantity ordered for this leg as provided during order entry.
Added EP131
690
Added EP131
Added EP131
1366
Added EP131
Added EP131
1817
Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component.
Added EP131
564
Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component.
Added EP131
565
Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component.
Added EP131
Added EP131
587
Added EP131
588
Added EP131
675
Added EP131
2900
Added EP273
1379
Added EP131
1381
Added EP131
1383
Added EP131
1384
Added EP131
1689
Available for optional use when LegSide(624) = 6(Sell short exempt) in InstrumentLeg component.
Added EP131
Used in groups:

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