CME ClearPort API - Trade Capture Report Acknowledgment Message - TrdInstrmtLegGrp - Outbound

/TrdCaptRptAck/TrdLeg (repeating)

Field Name	FIXML Attribute Name	Data Type	Description	Present for Security Type	Present for Asset Class	Present for Outright or Spread	Supported Values
Leg Number	`LegNo`	int	A number identifying the leg within a strategy or spread. When reporting a UTI, or commission, the field LegRefID will reference this number.	ALL	ALL	Spread
Leg Last Price	`LastPx`	Price	Used to report the trade price or execution price assigned to the leg of the multileg instrument.	ALL	ALL	Spread
Leg Contra Amount	`LegCalcCcyLastQty`	Qty	Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.
Leg Last Quantity	`LastQty`	Qty	Fill quantity for the leg instrument	ALL	ALL	Spread
Leg Price Type	`PxTyp`	int	The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description.	OPT	OTC FX	Spread	1 - Percentage (i.e. percent of par) 2 - Per unit (i.e. per share or contract)
Leg Quantity Type	`QtyTyp`	int	The leg quantity type specified at the leg level. Can be different for each leg	ALL	ALL	Spread	0 - Units (shares, par, currency) 1 - Contracts
InstrumentLeg	`Leg`
TradeCapLegUnderlyingsGrp (repeating)	`Undlys`
→ UnderlyingLegInstrument	`Undly`
→→ Leg Underlying Product Code	`ID`	String	Refer to definition for SecurityID(48)	OPT	ALL	Spread
→→ Leg Underlying Product Code Source	`Src`	String	Refer to definition for SecurityIDSource(22)	OPT	ALL	Spread	H - Clearing House / Clearing Organization
→→ Leg Underlying Security Type	`SecTyp`	String	Refer to definition for SecurityType(167)	OPT	ALL	Spread	FUT - Future FWD - Forward MLEG - Multi Leg (Combo)
→→ Leg Underlying Maturity	`MMY`	MonthYear	Refer to definition for MaturityMonthYear(200)	OPT	ALL	Spread
→→ Leg Underlying Product Exchange	`Exch`	String	Refer to definition for SecurityExchange(207)	OPT	ALL	Spread	CBT - Chicago Board of Trade CEE - Stock Exchange Group CME - Chicago Mercantile Exchange COMEX - Commodities Exchange, Inc DME - Dubai Mercantile Exchange NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX
LegPositionAmountData (repeating)	`Amt`
→ Leg Position Amount	`Amt`	Amt	Used to capture the FX premium amount.
→ Leg Position Amount Type	`Typ`	String	The type of monetary amount associated with a transaction.				CRES - Cash Residual Amount PREM - Premium Amount
→ Leg Position Amount Currency	`Ccy`	Currency	The currency of the amount specified.