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Trade Date | Date the transaction was reported. | CCYYMMDD | 20110630 | 20110629 | 20110523 | 20090117 |
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Trade Time | Time the transaction was executed. | HH:MM:SS | 10:37:21 | 11:27:45 | 3:45:08 | 7:30:00 |
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Reported Time | Time the transaction was reported. | HH:MM | 10:40 | 11:27 | 3:45 | 7:30 |
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Contract Symbol | Trading symbol. | String | CLX1 | LOQ1 | EDZ2 | ZEX9 |
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Product Code | Product family. | String | CL | LO | ED | ZE |
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Asset Class | Highest level of grouping. | String | Energy | Energy | Interest Rates | Interest Rates |
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Market Sector | Market in which product trades. | String | Crude Oil | Crude Oil |
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Description | Textual description of the product. | String | Crude Oil Future | Crude Oil Options | Eurodollar Future | Eurodollar Options |
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Product Type | The type of product. | Future, Option | Future | Option | Future | Option |
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Contract Year | Expiration year. | Number | 2011 | 2011 | 2012 | 2010 |
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Contract Month | Expiration month. | Number | 12 | 8 | 12 | 12 |
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Strike Price | Strike price, if option. | Number |
| 79.00 |
| 98.25 |
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Put/Call | Type of option. | Put, Call, Blank if Future |
| Put |
| Call |
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Exchange Code | The exchange that lists the product. | XNYM= New York Mercantile Exchange XCEC= Commodities Exchange Center XCME= Chicago Mercantile Exchange XCBT= Chicago Board Of Trade | XNYM | XNYM | XCME | XCME |
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Trade Price | The agreed upon price. | Number | 100.75 | 10.00 | -10.50 | 45.00 |
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Trade Quantity | The agreed upon quantity. This field reflects block trade quantity and not the total number of individual contracts traded. | Number | 800 | 1000 | 8000 | 5000 |
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Trade Source | The source of the trade. | Floor, ClearPort | ClearPort | Floor | Floor | Floor |
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Spread Type Code | Type of spread, if multiple legs.
For more information: CME Spreads and Combinations | BF CF DN FB FO OB OR PB PK PS SP SR Blank if not a spread |
|
| BF | SR |
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Spread Type Description | Description of the spread code.
For more information: CME Spreads and Combinations | Butterfly Condor Delta Neutral Futures Bundle Futures v. Options Options Bundle Risk-Reversal Bundle Pack Butterfly Pack Pack v. Pack Intra-commodity Strip Blank if not a spread. |
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| Butterfly | Strip |
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2nd Leg (if applicable) |
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Contract Symbol 2 | Same as above, for second leg. | Same as above, for second leg. |
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| EDZ3 | ZEH0 |
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Product Code 2 | Same as above, for second leg. | Same as above, for second leg. |
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| ED | ZE |
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Asset Class 2 | Same as above, for second leg. | Same as above, for second leg. |
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Market Sector 2 | Same as above, for second leg. | Same as above, for second leg. |
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Description 2 | Same as above, for second leg. | Same as above, for second leg. |
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| Eurodollar Future | Eurodollar Option |
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Product Type 2 | Same as above, for second leg. | Same as above, for second leg. |
|
| Future | Option |
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Contract Year 2 | Same as above, for second leg. | Same as above, for second leg. |
|
| 2013 | 2010 |
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Contract Month 2 | Same as above, for second leg. | Same as above, for second leg. |
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| 12 | 3 |
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Strike Price 2 | Same as above, for second leg. | Same as above, for second leg. |
|
|
| 98.25 |
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Put/Call 2 | Same as above, for second leg. | Same as above, for second leg. |
|
|
| Call |
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Exchange Code 2 | Same as above, for second leg. | Same as above, for second leg. |
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| XCME | XCME |
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Trade Price 2 | ONLY available for spread type code DN and FO. | Same as above, for second leg. |
|
| -10.5 |
|
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Trade Quantity 2 | ONLY available for spread type code DN and FO. | Same as above, for second leg. |
|
| 8000 |
|
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3rd Leg (if applicable) |
|
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Contract Symbol 3 | Same as above, for third leg. | Same as above, for third leg. |
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| EDZ4 | ZEH0 |
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Product Code 3 | Same as above, for third leg. | Same as above, for third leg. |
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| ED | ZE |
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Asset Class 3 | Same as above, for third leg. | Same as above, for third leg. |
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| Interest Rates | Interest Rates |
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Market Sector 3 | Same as above, for new leg. | Same as above, for third leg. |
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Description 3 | Same as above, for third leg. | Same as above, for third leg. |
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| Eurodollar Future | Eurodollar Option |
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Product Type 3 | Same as above, for third leg. | Same as above, for third leg. |
|
| Future | Option |
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Contract Year 3 | Same as above, for third leg. | Same as above, for third leg. |
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| 2014 | 2010 |
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Contract Month 3 | Same as above, for third leg. | Same as above, for third leg. |
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| 12 | 3 |
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Strike Price 3 | Same as above, for third leg. | Same as above, for third leg. |
|
|
| 98.25 |
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Put/Call 3 | Same as above, for third leg. | Same as above, for third leg. |
|
|
| Call |
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Exchange Code 3 | Same as above, for third leg. | Same as above, for third leg. |
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| XCME | XCME |
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4th Leg (if applicable) |
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Contract Symbol 4 | Same as above, for fourth leg. | Same as above, for fourth leg. |
|
|
| ZEU0 |
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Product Code 4 | Same as above, for fourth leg. | Same as above, for fourth leg. |
|
|
| ZE |
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Asset Class 4 | Same as above, for fourth leg. | Same as above, for fourth leg. |
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Market Sector 4 | Same as above, for fourth leg. | Same as above, for fourth leg. |
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Description 4 | Same as above, for fourth leg. | Same as above, for fourth leg. |
|
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| Eurodollar Option |
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Product Type 4 | Same as above, for fourth leg. | Same as above, for fourth leg. |
|
|
| Option |
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Contract Year 4 | Same as above, for fourth leg. | Same as above, for fourth leg. |
|
|
| 2010 |
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Contract Month 4 | Same as above, for fourth leg. | Same as above, for fourth leg. |
|
|
| 10 |
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Strike Price 4 | Same as above, for fourth leg. | Same as above, for fourth leg. |
|
|
| 98.25 |
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Put/Call 4 | Same as above, for fourth leg. | Same as above, for fourth leg. |
|
|
| Call |
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Exchange Code 4 | Same as above, for fourth leg. | Same as above, for fourth leg. |
|
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| XCME |
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