Repo (Repurchase Agreements) is represented with the FinancingDetails Component Block. This block is included in the many messages: D, AJ, 8, AE, W, …
However, it is missing from the AB message - New Order Multileg.
I believe LegFinancingDetails should be part of the LegOrdGrp similar to the way FinancingDetails is part of QuotReqGrp. Is there a reason it wasn’t included?
How, otherwise, one can create a multileg order with one leg being of a Repo?