CME STP FIX - TradeCaptureReport - InstrumentLeg
/TrdCaptRpt/TrdLeg/Leg
Tag | Name | FIXML Abbr | Req | Format | Description | Enumerations |
---|---|---|---|---|---|---|
600 | Leg Symbol | Sym | C | String | Symbol for a CME Contract, e.g. CLX05. Symbol now matches the value used by clearing firms in the FEC system, and may differ somewhat from the representation used in the legacy CTAPI system. Required if tag 555-NoLegs > 0 | |
602 | Leg Product Code | ID | C | String | CME Group clearing product code for leg instrument, e.g. CL (2 Characters) Required if tag 555-NoLegs > 0 | |
603 | Leg Product ID Source | Src | C | String | Source for leg Security ID Required if tag 555-NoLegs > 0 | H - Clearing House / Clearing Organization |
608 | Leg CFI | CFI | N | String | Indicates the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. | |
609 | Leg Security Type | SecTyp | N | String | Indicates type of instrument or security for this leg. | FUT - Future |
610 | Leg Maturity | MMY | N | MonthYear | Specifies the month and year of maturity of this leg. | Month and Year of this leg instrument maturity Format:
|
611 | Leg Maturity Date | Mat | N | LocalMktDate | Multileg instrument's individual securitys MaturityDate. | |
612 | Leg Strike Price | Strk | N | Price | Strike price for a leg that is an option. | |
10045 | Leg Contract Multiplier | Mult | N | float | Price multiplier used to convert the change in price (sell - buy) into P&L per contract leg. | |
999 | Leg Unit of Measure | UOM | N | String | The leg unit of measure of the product upon which the contract is based. It is also referred to as the trading unit. |
|
1224 | Leg Unit of Measure Quantity | UOMQty | Qty | Contract's defined quantity, used to calculate total traded notional quantity per spread leg. | ||
1720 | Leg Unit of Measure Currency | UOMCcy | Currency | Currency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate. | ||
616 | Leg Product Exchange | Exch | String | The exchange where the leg security is listed. |
| |
620 | Leg Security Description | Desc | N | string | Multileg instrument's individual security's SecurityDesc. | |
624 | Leg Buy Sell Code | Side | char | Indicates the side of this leg within the spread or strategy. |
| |
1358 | Leg Put Or Call | PutCall | int | Indicates whether a leg that is an option contract is a put or call. |
| |
2192 | Settlement Method | SettlMeth | N | string | Settlement method for a contract. Can be used as an alternative to CFI Code value. | |
Leg Security Alternate Identifier Block (repeating) | LegSecurityAltID | |||||
604 | NoLegSecurityAltID | NoLegSecAltID | NuminGroup | Total number of entries in LegSecurityAltID Group. | ||
→605 | LegSecurityAltID | SecAltID | N | String | Alternate Security identifier value for this security of SecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc). | |
→606 | LegSecurityAltIDSource | SecAltIDSrc | N | String | Identifies class or source of the LegSecurityAltID value. Required if LegSecurityAltID is specified. | 112 - TAM Marker Price Symbol |
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