| Tag | Name | FIXML Abbr | Req | Format | Description | Enumerations |
|---|
| 600 | Leg Symbol | Sym | C | String | Symbol for a CME Contract, e.g. CLX05. | Info |
|---|
| Symbol now matches the value used by clearing firms in the FEC system, and may differ somewhat from the representation used in the legacy CTAPI system. |
Required if tag 555-NoLegs > 0 |
|
| 602 | Leg Product Code | ID | C | String | CME Group clearing product code for leg instrument, e.g. CL (2 Characters) Required if tag 555-NoLegs > 0 |
|
| 603 | Leg Product ID Source | Src | C | String | Source for leg Security ID Required if tag 555-NoLegs > 0 | H - Clearing House / Clearing Organization
|
| 608 | Leg CFI | CFI | N | String | Indicates the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. |
|
| 609 | Leg Security Type | SecTyp | N | String | Indicates type of instrument or security for this leg. | FUT - Future
FWD - Forward
MLEG - Multi Leg (Combo)
OPT - Option |
| 610 | Leg Maturity | MMY | N | MonthYear | Specifies the month and year of maturity of this leg. | Month and Year of this leg instrument maturity Format: - YYYYMM (i.e. 201403)
- YYYYMMDD (20140323)
- YYYYMMwN (201403w1)
|
| 611 | Leg Maturity Date | Mat | N | LocalMktDate | Multileg instrument's individual securitys MaturityDate. |
|
| 612 | Leg Strike Price | Strk | N | Price | Strike price for a leg that is an option. |
|
| 10045 | Leg Contract Multiplier | Mult | N | float | Price multiplier used to convert the change in price (sell - buy) into P&L per contract leg. |
|
| 999 | Leg Unit of Measure | UOM | N | String | The leg unit of measure of the product upon which the contract is based. It is also referred to as the trading unit. | | Expand |
|---|
| title | Click to see Units of Measure... |
|---|
| - Alw - Allowances
- BDFT - Board feet
- Bbl - Barrels
- Bcf - Billion cubic feet
- Bu - Bushels
- CBM - Cubic Meters
- CER - Certified Emissions Reduction
- CRT - Climate Reserve Tonnes
- Ccy - Amount of currency
- EnvCrd - Environmental Credit
- EnvOfst - Environmental Offset
- FEU - Forty foot equivalent unit
- GJ - Gigajoules
- GT - Gross Tons
- Also known as long tons or imperial tons, equal to 2240 lbs
- Gal - Gallons
- IPNT - Index point
- L - Liters
- MMBtu - One Million BTU
- MMbbl - Million Barrels
- MW-M - Megawatt-Month (electrical capacity)
- MWh - Megawatt hours
- PRINC - Principal with relation to debt instrument
- cwt - Hundredweight (US)
- day - Days
- dt - Dry metric tons
- g - Grams
- kL - Kiloliters
- kW-M - Kilowatt-Month (electrical capacity)
- kWh - Kilowatt hours
- kg - Kilograms
- lbs - pounds
- oz_tr - Troy Ounces
- t - Metric Tons (aka Tonne)
- thm - Therms
- tn - Tons (US)
- wt - Wet metric tons
|
|
| 1224 | Leg Unit of Measure Quantity | UOMQty |
| Qty | Contract's defined quantity, used to calculate total traded notional quantity per spread leg. |
|
| 1720 | Leg Unit of Measure Currency | UOMCcy |
| Currency | Currency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate. |
|
| 616 | Leg Product Exchange | Exch |
| String | The exchange where the leg security is listed. | - CBT - Chicago Board of Trade
- CEE - Stock Exchange Group
- CME - Chicago Mercantile Exchange
- COMEX - Commodities Exchange, Inc
- DME - Dubai Gulf Mercantile Exchange
- IFUS - Intercontinental Exchange
- NGXC - Natural Gas Exchange
- NODX - Nodal
- NYMEX - New York Mercantile Exchange
- NYMSW - CME Swaps - NYMEX
- VMAC - VMAC
- XNAS - Nasdaq
- XXXX - OTC Trades
|
| 620 | Leg Security Description | Desc | N | string | Multileg instrument's individual security's SecurityDesc. |
|
| 624 | Leg Buy Sell Code | Side |
| char | Indicates the side of this leg within the spread or strategy. | |
| 1358 | Leg Put Or Call | PutCall |
| int | Indicates whether a leg that is an option contract is a put or call. | |
2192
Please Note: This is a FIX 5.0 tag | Settlement Method | SettlMeth | N | string | Settlement method for a contract. Can be used as an alternative to CFI Code value. |
|
| Leg Security Alternate Identifier Block (repeating) | LegSecurityAltID |
|---|
| 604 | NoLegSecurityAltID | NoLegSecAltID |
| NuminGroup | Total number of entries in LegSecurityAltID Group. |
|
| →605 | LegSecurityAltID | SecAltID | N | String | Alternate Security identifier value for this security of SecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc). |
|
| →606 | LegSecurityAltIDSource | SecAltIDSrc | N | String | Identifies class or source of the LegSecurityAltID value. Required if LegSecurityAltID is specified. | 112 - TAM Marker Price Symbol |