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 | 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 | ALL | ALL | Spread | H - Clearing House / Clearing Organization |
Leg Security Type | SecTyp | String | Refer to definition of SecurityType(167) | Dual-Sided | ALL | ALL | Spread |
|
Leg Maturity | MMY | MonthYear | Multileg instrument's individual security's MaturityMonthYear. | Dual-Sided | ALL | ALL | Spread |
|
Leg Strike Price | Strk | Price | Multileg instrument's individual security's StrikePrice. | Dual-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. |
|
|
|
|
|
Leg Product Exchange | Exch | Exchange | Multileg instrument's individual security's SecurityExchange. | Dual-Sided | ALL | ALL | Spread |
|
Leg Buy Sell Code | Side | char | Specific to the <InstrumentLeg> (not in <Instrument>) | Dual-Sided | ALL | ALL | Spread |
|
Leg Put Or Call | PutCall | int | Used to express option right | Dual-Sided | OPT | ALL | Spread |
|