/TrdCaptRpt/TrdLeg (repeating) →1342 NoLegUnderlyingInstruments N NumIn Group Total number of entries in LegUnderlyingInstrument group. Month and Year of the leg’s underlying instrument maturity Format: The exchange on which the leg's underlying security is listed.Tag Name FIXML Abbr Req Format Description Enumerations 555 NoLegs N NumInGroup Total number of entries in NoLegs group (number of trade legs). InstrumentLeg Leg 687 Leg Quantity Qty
N Qty The actual quantity of the leg as it participated in the spread trade. 990 Leg Report ID RptID
N String This represents the report ID for the leg as generated by the clearing system 1152 Leg Number LegNo
N int A number identifying the leg within a strategy or spread. When reporting a USI or UTI, the field LegRefID will reference this number. 654 Leg Reference ID RefID
N String A unique Trade ID generated by the clearing system for this leg. 637 Leg Last Price LastPx
N Price Used to report the trade price or execution price assigned to the leg of the strategy or spread instrument. 1001 Leg Original Time Unit OrigTmUnit
N String Specifies the Time Unit for this leg of the original trade, e.g. whether it was entered as contracts per day or per month. Note that all trades are normalized to default units in STP, regardless of the units originally used to enter the trade. 10038 Leg Trading Quantity TrdgQty
N Qty Leg quantity per Original Time Unit as submitted on a CME ClearPort API trade report when a product has multiple time units, or, Product Variable Quantity Unit (VQU) is not 'S' (standard), and the product subtype (Monthly, daily, weekly) is not equal to the time unit entered for the trade. 10051 LegPriceSubType PxSubType N String This is a further qualification of the Price Type, and determines whether this is an initial (preliminary) or final price. 0 - Initial Price
1 - Final10052 LegDifferentialPriceType DiffPxType N String This indicates the type of differential price represented in the Differential Price attribute. 0 - Differential from Settlement Price
1 - Differential between legs2492 LegDifferentialPrice DiffPx N Price Represents the differential price for spreads, or a TAS or TAM differental price. 686 LegPriceType PxType N String Indicates the type of the price associated with the trade. Will not be present for IRS/FRA trades. 1 - Percentage (i.e. percent of par)
2 - Per unit (i.e. per share or contract)
10 - Fixed cabinet trade price (primarily for listed futures and options)
11 - Variable cabinet trade price (primarily for listed futures and options)
100 - Tentative placeholder price
101 - Updated actual priceTradeCapLegUnderlyingsGrp (repeating) Undlys
→ UnderlyingLegInstrument Undly
→→1332 Leg Underlying Product Code ID
String Used as the primary identifier for the leg's underlying instrument. →→1333 Leg Underlying Product Code Source Src
String Identifies the source of the leg's underlying instrument. H - Clearing House / Clearing Organization →→1337 Leg Underlying Security Type SecTyp
String Used to indicate the type of the leg's underlying security being reported. →→1339 Leg Underlying Maturity MMY
MonthYear The expiration period code of the leg's underlying instrument. →→1341 Leg Underlying Product Exchange Exch
String LegPositionAmountData (repeating) Amt 1586 NoLegPosAmt Amt Number of Leg Position Amount Entries. →1587 Leg Position Amount Amt
N Amt Used to capture the FX premium amount. →1588 Leg Position Amount Type Typ
N String The type of monetary amount associated with a transaction. CRES - Cash Residual Amount
ICPN - Initial Trade Coupon Amount
IPMT - Upfront Payment
PREM - Premium Amount
TVAR - Trade Variation Amount→1589 Leg Position Amount Currency Ccy
N Currency The currency of the amount specified.
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