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

/TrdCaptRpt/TrdLeg/Leg

Field Name	FIXML Attribute Name	Data Type	Description	Present for Security Type	Present for Asset Class	Present 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.	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.	ALL	ALL	Spread	H - Clearing House / Clearing Organization
Leg Security Type	`SecTyp`	String	Refer to definition of SecurityType(167)	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	ALL	ALL	Spread
Leg Strike Price	`Strk`	Price	Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description	OPT	ALL	Spread
Leg Time Unit	`TmUnit`	String	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)				D - Day H - Hour Mo - Month
Leg Product Exchange	`Exch`	Exchange	Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description	ALL	ALL	Spread	CBT - Chicago Board of Trade CEE - Stock Exchange Group CME - Chicago Mercantile Exchange 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>)	ALL	ALL	Spread	1 - Buy 2 - Sell
Leg Put Or Call	`PutCall`	int	Used to express option right	OPT	ALL	Spread	0 - Put 1 - Call