CME ClearPort API - Trade Capture Report Acknowledgment Message - InstrumentLeg - Outbound

Leg Product Code

ID

String

Used as the primary identifier for the Leg instrument. For futures and options, this is generally an exchange or CME assigned value.

ALL

ALL

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Leg Product ID Source

Src

String

Identifies the source of the Leg SecurityID. If it is not specified, the default of Clearing is used.

ALL

ALL

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H - Clearing House / Clearing Organization

Leg Security Type

SecTyp

String

Refer to definition of SecurityType(167)

ALL

ALL

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FUT - Future

FWD - Forward

OOC - Options on Combo

OOF - Options on Futures

Leg Maturity

MMY

MonthYear

The MaturityMonthYear of an individual security in a Multileg instrument.
See MaturityMonthYear (200) field for description.

ALL

ALL

Spread

Leg Strike Price

Strk

Price

The StrikePrice of an individual security in a Multileg instrument.
See StrikePrice (202) field for description.

OPT

ALL

Spread

Leg Time Unit

TmUnit

String

Used to indicate a time unit for the contract (such as days, weeks, or months).

D - Day

H - Hour

Mo - Month

Leg Product Exchange

Exch

Exchange

The SecurityExchange of an individual security in a Multileg instrument.
See SecurityExchange (207) field for description.

ALL

ALL

Spread

CBT - Chicago Board of Trade

CEE - Stock Exchange Group

CME - Chicago Mercantile Exchange

COMEX - Commodities Exchange, Inc

DME - Gulf Mercantile Exchange

NYMEX - New York Mercantile Exchange

NYMSW - CME Swaps - NYMEX

Leg Buy Sell Code

Side

char

Specific to the <InstrumentLeg> (not in <Instrument>)

ALL

ALL

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1 - Buy

2 - Sell

Leg Put Or Call

PutCall

int

Used to express option right

OPT

ALL

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0 - Put

1 - Call