CME STP - TradeCaptureReport - InstrumentLeg - STP

Leg Symbol

Sym

String

Symbol for a leg, which is a CME contract, e.g. CLX05. 

Leg Product Code

ID

String

Leg symbol for CME product, e.g. CL.

Leg Product ID Source

Src

String

Identifies the source of the leg's Security ID. If it is not specified, the default of Clearing is used.

H - Clearing House / Clearing Organization

Leg CFI

CFI

String

Indicates the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.

Leg Security Type

SecTyp

String

Indicates type of instrument or security for this leg.

• FUT - Future

• FWD - Forward

• MLEG - Multi Leg (Combo)

• OPT - Option

Leg Maturity

MMY

MonthYear

Specifies the month and year of maturity of this leg.
YYYYMM (i.e. 201403)
YYYYMMDD (20140323)
YYYYMMwN (201403w1)

Leg Maturity Date

Mat

LocalMktDate

Multileg instrument's individual securitys MaturityDate.

Leg Strike Price

Strk

Price

Strike price for a leg that is an option.

Leg Contract Multiplier

Mult

float

Price multiplier used to convert the change in price (sell - buy) into P&L per contract leg.

Leg Unit of Measure

UOM

String

The leg 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

Leg Unit of Measure Quantity

UOMQty

Qty

Contract's defined quantity, used to calculate total traded notional quantity per spread leg.

Leg Unit of Measure Currency

UOMCcy

Currency

Currency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate.

Leg Product Exchange

Exch

Exchange

The exchange where the leg security is listed.

• CBT - Chicago Board of Trade

• CEE - Stock Exchange Group

• CME - Chicago Mercantile Exchange

• COMEX - Commodities Exchange, Inc

• DME - Gulf Mercantile Exchange

• 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

Leg Security Description

Desc

string

Multileg instrument's individual security's SecurityDesc.

Leg Buy Sell Code

Side

char

Indicates the side of this leg within the spread or strategy.

• 1 - Buy

• 2 - Sell

Leg Put Or Call

PutCall

int

Indicates whether a leg that is an option contract is a put or call.

• 0 - Put

• 1 - Call

Leg Settlement Method

SettlMeth

string

Settlement method for a contract. Can be used as an alternative to CFI Code value.

→ Leg Security Alternate ID

SecAltID

String

Alternate Security identifier value for this security of SecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc).

→ Leg Security Alternate ID Source

SecAltIDSrc

String

Identifies class or source of the LegSecurityAltID value. Required if LegSecurityAltID is specified.

112 - TAM Marker Price Symbol