CME STP FIX - TradeCaptureReport - UndInstrmtGrp for BrokerTec Trades
/TrdCaptRpt/Undly Â
FIX Tag | Field Name | FIXML Attribute Name | Data Type | Description | New for BrokerTec | OMnet Mapping | Genium FIX Mapping | Supported Values |
---|---|---|---|---|---|---|---|---|
311 | UnderlyingSymbol | Sym | String | 'Sym' | Â | Â | Â | Â |
312 | UnderlyingSymbolSfx | Sfx | String | 'Sfx' | Â | Â | Â |
|
309 | UnderlyingSecurityID | ID | String | 'ID' | Â | Â | Â | Â |
305 | UnderlyingSecurityIDSource | Src | String | 'Src' | Â | Â | Â | H - Clearing House / Clearing Organization |
310 | UnderlyingSecurityType | SecTyp | String | 'SecTyp' | Â | Â | Â |
|
313 | UnderlyingMaturityMonthYear | MMY | MonthYear | 'MMY' | Â | Â | Â | Â |
308 | UnderlyingSecurityExchange | Exch | Exchange | 'Exch' | Â | Â | Â |
|
810 | UnderlyingPx | Px | Price | Underlying price associate with a derivative instrument. | New field | clean_value | 5481 | Â |
882 | UnderlyingDirtyPrice | DirtPx | Price | Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest | New field | dirty_market_price | 7166 | Â |
40540 | Strm | Â | Â | Â | Â | Â | Â |
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