Multi-leg swap (Interest Rate, Total Return, and Currency) security master files (SMFs) and trades can be loaded through the standard _all streams in Message Center (MC) in V17 R2.7 and above. In releases prior to V17 R2.7, SMFs must be loaded through the _smf streams because the _all streams lacked Split Rule logic required for multi-row securities. SMFs must be loaded prior to trades (trades do not spawn SMFs) and both must be sent as three-row files (contract, pay leg, receive leg). Refer to Supported Generic Interfaces V17 https://eagledocs.atlassian.net/wiki/spaces/GENERICINTER for more information. Additional details about multi-leg swaps are available in Data Table for SMF Multi Leg Swaps, Contract Open Guidelines for Trades, and Contract Close Guidelines for Trades.
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