CME STP - TradeCaptureReport - UnderlyingInstrument - STP

Underlying Symbol

Sym

String

Underlying security's Symbol. [N/A] when TrdCaptRpt/Undly/@Sym in FIXML is absent or empty. 

UnderlyingSymbolSfx

Sfx

String

Underlying security's SymbolSfx - additional details about the symbol.

• CD=EUCP with lump-sum interest rather than discount price

• WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN

Underlying Product Code

ID

String

Used as the primary identifier for the underlying instrument.

Underlying Product Code Source

Src

String

Identifies the source of the underlying instrument.

H - Clearing House / Clearing Organization

Underlying Security Type

SecTyp

String

Used to indicate the type of underlying security being reported.

• CMDTYSWAP - Commodity Swap

• FUT - Future

• FWD - Forward

• MLEG - Multi Leg (Combo)

Underlying Maturity

MMY

MonthYear

The expiration period code of an underlying instrument.
YYYYMM (i.e. 201403)
YYYYMMDD (20140323)
YYYYMMwN (201403w1)

Underlying Product Exchange

Exch

Exchange

The exchange on which the underlying 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