Used as the primary identifier for the Leg instrument. For futures and options this is generally an exchange or CME assigned value.
Dual-Sided Single-Sided
ALL
ALL
Spread
...
Leg Product ID Source
Src
String
Identifies the source of the Leg SecurityID. If it is not specified the default of Clearing is used.
Dual-Sided Single-Sided
ALL
ALL
Spread
H - Clearing House / Clearing Organization
Leg Security Type
SecTyp
String
Refer to definition of SecurityType(167)
Dual-Sided Single-Sided
ALL
ALL
Spread
FUT - Future
FWD - Forward
OOC - Options on Combo
OOF - Options on Futures
Leg Maturity
MMY
MonthYear
Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description
Dual-Sided Single-Sided
ALL
ALL
Spread
...
Leg Strike Price
Strk
Price
Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description
Dual-Sided Single-Sided
OPT
ALL
Spread
...
Leg Time Unit
TmUnit
String
Used to indicate a time unit for the contract (such as days, weeks, or months). Optional and, if not specified, the default Time Unit is assumed. If specified for any leg of an MLEG trade, TmUnit must be represented in each individual leg.
...
D - Day
H - Hour
Mo - Month
Leg Product Exchange
Exch
Exchange
Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description
Dual-Sided Single-Sided
ALL
ALL
Spread
CBT - Chicago Board of Trade CEE - Stock Exchange Group
COMEX - Commodities Exchange, Inc
DME -
...
Gulf Mercantile Exchange
NYMEX - New York Mercantile Exchange
NYMSW - CME Swaps - NYMEX
Leg Buy Sell Code
Side
char
Specific to the <InstrumentLeg> (not in <Instrument>)