Indexes

Message Layouts
PostTrade
PreTrade
Trade

Group

legDetails

ID53

Captures the leg level details for each leg associated with a Multi-Leg order event.

Field
Name
Type
Req'd
Comments
Pedigree
502

Number of legs in the repeating group.

55

Unique identifier of the leg.

123

The symbol of the stock in the symbology of the primary listing exchange or FINRA for OTC Equity Securities. Required if the leg being represented is an equity leg. Must be blank if optionID is populated.

76

The 21-character OSI Symbol of the option. For FLEX Percent options, a percentage symbol (%) is appended before the OSI symbol elements. See the Option Symbols section for more information.

Required if the leg being represented is an option leg. Must be blank if symbol is populated.

75

Indicates whether the action taken (buy or sell) will open a new position or will close an existing position in the order originator’s account. Required when the exchange’s rules require a leg to be marked as open or close upon entry into the exchange.

Must be blank if symbol is populated.

120
Y

The side of the leg.

54
Y

The ratio of quantity for this individual leg relative to the entire multi-leg security. May be represented as the entire quantity for the leg, or as the lowest common factor.

Used in:
    none

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