CME STP FIX - TradeCaptureReport - UndInstrmtGrp

 

/TrdCaptRpt/UndInstrmtGrp (repeating)

Tag

Name

FIXML Abbr

Req

Format

Description

Enumerations

UndInstrmtGroup (repeating)      

711

NoUnderlyingInstruments

 

N

NumInGroup

Number of underlying legs that make up the security.

 

→UnderlyingInstrument

Undly

 

 

 

 

→311

Underlying Symbol

Sym

N

String

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

 

→312

UnderlyingSymbolSfx

Sfx

N

String

Underlying security's SymbolSfx.

  • 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

→309

Underlying Product Code

ID

N

String

Used as the primary identifier for the underlying instrument.

 

→305

Underlying Product Code Source

Src

N

String

Identifies the source of the underlying instrument.

H - Clearing House / Clearing Organization


→310

Underlying Security Type

SecTyp

N

String

Used to indicate the type of underlying security being reported.

  • CMDTYSWAP - Commodity Swap

  • FUT - Future

  • FWD - Forward

  • MLEG - Multi Leg (Combo)

→313

Underlying Maturity

MMY

N

MonthYear

The expiration period code of an underlying instrument.

Month and Year of the underlying instrument maturity Format:

  • YYYYMM (i.e. 201403)

  • YYYYMMDD (20140323)

  • YYYYMMwN (201403w1)

→308

Underlying Product Exchange

Exch

N

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

UnderlyingStreamGrp (repeating)

Strm

 

 







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