CME STP - TradeCaptureReport - Instrument - STP
/TrdCaptRpt/Instrmt
Name | Abbr | Datatype | Description | Enumerations |
---|---|---|---|---|
Product Symbol | Sym | String | Symbol for a CME contract, e.g. CLX05. | |
Product Code | ID | String | Symbol for CME product, e.g. CL. | |
Source of the Product Code | Src | String | Identifies the source of the Security ID. If it is not specified, the default of Clearing is used. | H - Clearing House / Clearing Organization |
CFI Code | CFI | String | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. | |
Security Type | SecTyp | String | Indicates type of instrument or security. |
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Index Or Single Name | SubTyp | String | For spreads, indicates the strategy type. | Strategies/combos are available here. |
Contract Period Code | MMY | MonthYear | Specifies the month and year of maturity. YYYYMM (i.e. 201403) YYYYMMDD (20140323) YYYYMMwN (201403w1) | |
Maturity Date | Matdt | LocalMktDate | Date of maturity. | |
Next Coupon Date | CpnPmt | LocalMktDate | This is used to indicate the next date on which Coupon Premium is due. | |
Strike Price | StrkPx | Price | Strike price for an option. | |
Strike Multiplier | StrkMult | float | Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. | |
Strike Index | StrkNdx | String | Specifies the index used to calculate the strike price. | |
Strike Index Location | StrkNdxLctn | String | Location of the strike price index. | |
UnderlyingPriceDeterminationMethod | PxDtrmnMeth | int | Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). |
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Price Multiplier | Mult | float | Price multiplier used to convert the change in price (sell - buy) into P&L per contract. | |
Unit Of Measure | UOM | String | The unit of measure of the product upon which the contract is based. It is also referred to as the trading unit. |
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Unit of Measure Currency | UOMCcy | Currency | Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure = Ccy. | |
Unit of Measure Quantity | UOMQty | Qty | Contract's defined quantity, used to calculate total traded notional quantity. | |
Price Unit of Measure | PxUOM | String | The Unit of measure of the quoted Price. For example it is USD for a Eurodollar contract. |
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Settlement Method | SettlMeth | char | Settlement method for a contract. Can be used as an alternative to CFI Code value |
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Exercise Style | ExerStyle | int | Type of exercise of a derivatives security |
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Put Or Call | PutCall | int | Indicates whether an option contract is a put or call. |
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Product Exchange | Exch | Exchange | The exchange where the security is listed. |
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Price Quote Currency | PxQteCcy | Currency | The currency in which the price is quoted. | |
Instrument Security Description | desc | String | Long name description of the instrument symbol (product name). | |
SecAltIDGrp (repeating) | AID | |||
→ Alternate Identifier | AltID | String | The value of the alternate security identifier. | |
→ Alternate Identifier Source | AltIDSrc | String | The source of the alternate security identifier. |
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SecurityXML | SecXML | |||
→ FpML | FpML | |||
EvntGrp (repeating) | Evnt | |||
→ Product Event Type | EventTyp | int | Code to represent the type of event |
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→ Product Event Date | Dt | LocalMktDate | Date of event | |
OptionExercise | OptExer | |||
→ OptionExerciseDates | Dts | |||
→→ Option Exercise Frequency Period | FreqPeriod | int | Time unit multiplier for the frequency of exercise dates. If present OptionExerciseFrequencyUnit(tbd) must be specified. | |
→→ OptionExerciseFrequencyUnit | FreqUnit | String | Time unit associated with the frequency of exercise dates. If present OptionExerciseFrequencyPeriod(tbd) must be specified. |
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