CME ClearPort API - Trade Capture Report Message - InstrumentLeg - Inbound

/TrdCaptRpt/TrdLeg/Leg

Field Name	FIXML Attribute Name	Data Type	Description	Required for Transaction Type	Required for Security Type	Required for Asset Class	Required for Outright or Spread	Supported Values
Leg Product Code	`ID`	String	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>)	Dual-Sided Single-Sided	ALL	ALL	Spread	1 - Buy 2 - Sell
Leg Put Or Call	`PutCall`	int	Used to express option right	Dual-Sided Single-Sided	OPT	ALL	Spread	0 - Put 1 - Call