CME STP FIX - TradeCaptureReport - UndInstrmtGrp - BrokerTec FI

CME STP FIX - TradeCaptureReport - UndInstrmtGrp - BrokerTec FI

FIX Tag

Field Name

Data Type

Description

Supported Values

711

NoUnderlyings

int

 

 

810

UnderlyingPx

Price

Underlying price associate with a derivative instrument.

 

882

UnderlyingDirtyPrice

Price

Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

 




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