CME STP - TradeCaptureReport - Instrument - STP

/TrdCaptRpt/Instrmt

Name	Abbr	Datatype	Description	Enumerations
Product Symbol	`Sym`	String	Symbol for a CME contract, e.g. CLX05.
Product Code	`ID`	String	Symbol for CME product, e.g. CL.
Source of the Product Code	`Src`	String	Identifies the source of the Security ID. If it is not specified, the default of Clearing is used.	H - Clearing House / Clearing Organization
CFI Code	`CFI`	String	Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.
Security Type	`SecTyp`	String	Indicates type of instrument or security.	CMDTYSWAP - Commodity Swap FRA - Forward Rate Agreement FUT - Future FWD - Forward FXSPOT - FX Spot IRS - Interest Rate Swap MLEG - Multi Leg (Combo) OPT - Option SWAPTION - Swaption
Index Or Single Name	`SubTyp`	String	For spreads, indicates the strategy type.	Strategies/combos are available here.
Contract Period Code	`MMY`	MonthYear	Specifies the month and year of maturity. YYYYMM (i.e. 201403) YYYYMMDD (20140323) YYYYMMwN (201403w1)
Maturity Date	Matdt	LocalMktDate	Date of maturity.
Next Coupon Date	`CpnPmt`	LocalMktDate	This is used to indicate the next date on which Coupon Premium is due.
Strike Price	`StrkPx`	Price	Strike price for an option.
Strike Multiplier	`StrkMult`	float	Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
Strike Index	`StrkNdx`	String	Specifies the index used to calculate the strike price.
Strike Index Location	`StrkNdxLctn`	String	Location of the strike price index.
UnderlyingPriceDeterminationMethod	`PxDtrmnMeth`	int	Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").	1 - Regular 2 - Special reference 3 - Optimal value (Lookback) 4 - Average value (Asian option)
Price Multiplier	`Mult`	float	Price multiplier used to convert the change in price (sell - buy) into P&L per contract.
Unit Of Measure	`UOM`	String	The unit of measure of the product upon which the contract is based. It is also referred to as the trading unit.	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
Unit of Measure Currency	`UOMCcy`	Currency	Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure = Ccy.
Unit of Measure Quantity	`UOMQty`	Qty	Contract's defined quantity, used to calculate total traded notional quantity.
Price Unit of Measure	`PxUOM`	String	The Unit of measure of the quoted Price. For example it is USD for a Eurodollar contract.	Alw - Allowances Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels Gal - Gallons MMBtu - One Million BTU MMbbl - Million Barrels MWh - Megawatt hours USD - US Dollars lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) tn - Tons (US)
Settlement Method	`SettlMeth`	char	Settlement method for a contract. Can be used as an alternative to CFI Code value	C - Cash settlement required E - Election at exercise P - Physical settlement required
Exercise Style	`ExerStyle`	int	Type of exercise of a derivatives security	0 - European 1 - American 2 - Bermuda
Put Or Call	`PutCall`	int	Indicates whether an option contract is a put or call.	0 - Put 1 - Call
Product Exchange	`Exch`	Exchange	The exchange where the security is listed.	CBT - Chicago Board of Trade CEE - Stock Exchange Group CME - Chicago Mercantile Exchange COMEX - Commodities Exchange, Inc DME - Gulf Mercantile Exchange FXS - FX Spot 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
Price Quote Currency	`PxQteCcy`	Currency	The currency in which the price is quoted.
Instrument Security Description	desc	String	Long name description of the instrument symbol (product name).
SecAltIDGrp (repeating)	`AID`
→ Alternate Identifier	`AltID`	String	The value of the alternate security identifier.
→ Alternate Identifier Source	`AltIDSrc`	String	The source of the alternate security identifier.	112 - TAM Marker Price Symbol N - Markit RED entity CLIP P - Markit RED pair CLIP
SecurityXML	`SecXML`
→ FpML	`FpML`
EvntGrp (repeating)	`Evnt`
→ Product Event Type	`EventTyp`	int	Code to represent the type of event	13 - First Delivery Date 111 - Unadjusted Next Coupon Date 112 - Unadjusted Previous Coupon Date 113 - Unadjusted Previous Previous Coupon Date 121 - Fixing Date
→ Product Event Date	`Dt`	LocalMktDate	Date of event
OptionExercise	`OptExer`
→ OptionExerciseDates	`Dts`
→→ Option Exercise Frequency Period	`FreqPeriod`	int	Time unit multiplier for the frequency of exercise dates. If present OptionExerciseFrequencyUnit(tbd) must be specified.
→→ OptionExerciseFrequencyUnit	`FreqUnit`	String	Time unit associated with the frequency of exercise dates. If present OptionExerciseFrequencyPeriod(tbd) must be specified.	D - Day Mo - Month Wk - Week Yr - Year
StreamGrp (repeating)	`Strm`