CME STP - TradeCaptureReport - InstrumentLeg - STP
/TrdCaptRpt/TrdLeg/Leg
Name | Abbr | Datatype | Description | Enumerations |
---|---|---|---|---|
Leg Symbol | Sym | String | Symbol for a leg, which is a CME contract, e.g. CLX05. | |
Leg Product Code | ID | String | Leg symbol for CME product, e.g. CL. | |
Leg Product ID Source | Src | String | Identifies the source of the leg's Security ID. If it is not specified, the default of Clearing is used. | H - Clearing House / Clearing Organization |
Leg CFI | CFI | String | Indicates the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. | |
Leg Security Type | SecTyp | String | Indicates type of instrument or security for this leg. |
|
Leg Maturity | MMY | MonthYear | Specifies the month and year of maturity of this leg. | |
Leg Maturity Date | Mat | LocalMktDate | Multileg instrument's individual securitys MaturityDate. | |
Leg Strike Price | Strk | Price | Strike price for a leg that is an option. | |
Leg Contract Multiplier | Mult | float | Price multiplier used to convert the change in price (sell - buy) into P&L per contract leg. | |
Leg Unit of Measure | UOM | String | The leg unit of measure of the product upon which the contract is based. It is also referred to as the trading unit. |
|
Leg Unit of Measure Quantity | UOMQty | Qty | Contract's defined quantity, used to calculate total traded notional quantity per spread leg. | |
Leg Unit of Measure Currency | UOMCcy | Currency | Currency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate. | |
Leg Product Exchange | Exch | Exchange | The exchange where the leg security is listed. |
|
Leg Security Description | Desc | string | Multileg instrument's individual security's SecurityDesc. | |
Leg Buy Sell Code | Side | char | Indicates the side of this leg within the spread or strategy. |
|
Leg Put Or Call | PutCall | int | Indicates whether a leg that is an option contract is a put or call. |
|
Leg Settlement Method | SettlMeth | string | Settlement method for a contract. Can be used as an alternative to CFI Code value. | |
LegSecAltIDGrp (repeating) | LegAID | |||
→ Leg Security Alternate ID | SecAltID | String | Alternate Security identifier value for this security of SecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc). | |
→ Leg Security Alternate ID Source | SecAltIDSrc | String | Identifies class or source of the LegSecurityAltID value. Required if LegSecurityAltID is specified. | 112 - TAM Marker Price Symbol |
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