CME STP FIX - TradeCaptureReport - InstrumentLeg - Futures and Options

600

Leg Symbol

C

String

Symbol for a CME Contract, e.g. CLX05.

Required if tag 555-NoLegs > 0

602

Leg Product Code

C

String

CME Group clearing product code for leg instrument, e.g. CL (2 Characters)

Required if tag 555-NoLegs > 0 

603

Leg Product ID Source

C

String

Source for leg Security ID

Required if tag 555-NoLegs > 0

H - Clearing House / Clearing Organization

608

Leg CFI

N

String

Indicates the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.

609

Leg Security Type

N

String

Indicates type of instrument or security for this leg.

FUT - Future

FWD - Forward

MLEG - Multi Leg (Combo)

OPT - Option

610

Leg Maturity

N

MonthYear

Specifies the month and year of maturity of this leg.

Month and Year of this leg instrument maturity

Format:

• YYYYMM (i.e. 201403)

• YYYYMMDD (20140323)

• YYYYMMwN (201403w1)

611

Leg Maturity Date

N

 LocalMktDate

Multileg instrument's individual securitys MaturityDate.

612

Leg Strike Price

N

Price

Strike price for a leg that is an option.

10045

Leg Contract Multiplier

N

float

Price multiplier used to convert the change in price (sell - buy) into P&L per contract leg.

999

Leg Unit of Measure

N

String

The leg unit of measure of the product upon which the contract is based. It is also referred to as the trading unit.

• Alw - Allowances

• BDFT - Board feet

• Bbl - Barrels

• Bcf - Billion cubic feet

• Bu - Bushels

• CBM - Cubic Meters

• CER - Certified Emissions Reduction

• CRT - Climate Reserve Tonnes

• Ccy - Amount of currency

• EnvCrd - Environmental Credit

• EnvOfst - Environmental Offset

• FEU - Forty foot equivalent unit

• GJ - Gigajoules

• GT - Gross Tons 

• Also known as long tons or imperial tons, equal to 2240 lbs

• Gal - Gallons

• IPNT - Index point

• L - Liters

• MMBtu - One Million BTU

• MMbbl - Million Barrels

• MW-M - Megawatt-Month (electrical capacity)

• MWh - Megawatt hours

• PRINC - Principal with relation to debt instrument

• cwt - Hundredweight (US)

• day - Days

• dt - Dry metric tons

• g - Grams

• kL - Kiloliters

• kW-M - Kilowatt-Month (electrical capacity)

• kWh - Kilowatt hours

• kg - Kilograms

• lbs - pounds

• oz_tr - Troy Ounces

• t - Metric Tons (aka Tonne)

• thm - Therms

• tn - Tons (US)

• wt - Wet metric tons

1224

Leg Unit of Measure Quantity

Qty

Contract's defined quantity, used to calculate total traded notional quantity per spread leg.

1720

Leg Unit of Measure Currency

Currency

Currency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate.

616

Leg Product Exchange

String

The exchange where the leg 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

620

Leg Security Description

N

string

Multileg instrument's individual security's SecurityDesc.

624

Leg Buy Sell Code

char

Indicates the side of this leg within the spread or strategy.

• 1 - Buy

• 2 - Sell

1358

Leg Put Or Call

int

Indicates whether a leg that is an option contract is a put or call.

• 0 - Put

• 1 - Call

2192
Please Note: This is a FIX 5.0 tag

Settlement Method

N

string

Settlement method for a contract. Can be used as an alternative to CFI Code value.

604

NoLegSecurityAltID

NuminGroup

Total number of entries in LegSecurityAltID Group.

→605

LegSecurityAltID

N

String

 Alternate Security identifier value for this security of SecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc).

→606

LegSecurityAltIDSource

N

String

Identifies class or source of the LegSecurityAltID value. Required if LegSecurityAltID is specified.

112 - TAM Marker Price Symbol