Overview
The <LegFillsGrp> specifies the partial leg fills included in an Execution Report (8) when connected to a TT FIX 4.4 session.
Tag Directory
Click the links below to navigate to the documentation for that tag.
| Tag | Name | Type | Required | Comments |
|---|---|---|---|---|
| 16120 | LegNoFills | NUMINGROUP | C Sent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX. | Number of partial leg fills included in an Execution Report Note: Only sent if the FIX client is connected to a TT FIX 4.4 session. |
| 16121 | LegFillExecID | STRING | C Sent when tag 16120 > 0 | Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID). |
| 16122 | LegFillPx | PRICE | C Sent when tag 16120 > 0 | Price of this leg fill |
| 16123 | LegFillQty | QTY | C Sent when tag 16120 > 0 | Quantity of this leg fill |
| 16124 | LegFillTradingVenueRegulatoryTradeID | STRING | C Sent if available when tag 16120 > 0 | Trading Venue transaction identification code of this leg fill |
| 16125 | LegFillLastLiquidityIndicator | INT | N | Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group. Possible values:
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