CME STP FIXML - TradeCaptureReport - InstrumentLeg - BrokerTec FI

The InstrumentLeg (XPath:/TrdCaptRpt/TrdLeg/Leg) Element, like the Instrument, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

FIXML Attribute Name	Data Type	Description	Supported Values
Sym	String	Common, human understood representation of the leg security.
ID	String	Used for unique identification of the leg.
Src	String	Source of the Leg ID.	H - Clearing House / Clearing Organization
CFI	String	Multileg instrument's individual security's CFICode.
SecTyp	String	Refer to definition of SecurityType(167).	BOND - Bond (generic) EUSOV - Euro Sovereigns EUSUPRA - Euro Supranational Coupons MLEG - Multi Leg (Combo) REPO - Repurchase SOV - UK Gilt SUPRA - USD Supranational Coupons TB - Treasury Bill - non US TBA - To Be Announced TBILL - US Treasury Bill TBOND - US Treasury Bond TNOTE - US Treasury Note PROV - Canadian Provincial Bonds
SecSubTyp	String	SecuritySubType of the leg instrument.See SecuritySubType (762) field for description. Values include: GC - General Collateral GCF - General Collateral Financing
UOMQty	Qty	Contract's defined quantity, used to calculate total traded notional quantity per spread leg.
Exch	Exchange	Multileg instrument's individual security's SecurityExchange.	BTEU - BrokerTec EU BTUS - BrokerTec US
GUID	String	Leg globally unique identifier
Desc	String	Description of a leg of a multileg instrument. See SecurityDesc(107).
Side	char	The side of this individual leg (multileg security). See Side(54) field for description and values.	1 - Buy 2 - Sell
LegAID	Alternate Leg Security ID
SecAltID	String	Multileg instrument's individual security's SecurityAltID.
SecAltIDSrc	String	Alternate identifier for individual leg security of a multileg instrument.	1 - CUSIP 4 - ISIN number