CME STP FIXML - TradeCaptureReport - UnderlyingInstrument - Futures and Options

The UnderlyingInstrument (XPath: /TrdCaptRpt/Undly) Element, like the Instrument, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument element it describes an instrument which underlies the primary instrument. Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

FIXML Attribute Name	Datatype	Description	Enumerations
Sym	String	Underlying security's Symbol. [N/A] when TrdCaptRpt/Undly/@Sym in FIXML is absent or empty.
Sfx	String	Underlying security's SymbolSfx - additional details about the symbol.	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
ID	String	Used as the primary identifier for the underlying instrument.
Src	String	Identifies the source of the underlying instrument.	H - Clearing House / Clearing Organization
SecTyp	String	Used to indicate the type of underlying security being reported.	CMDTYSWAP - Commodity Swap FUT - Future FWD - Forward MLEG - Multi Leg (Combo)
MMY	MonthYear	The expiration period code of an underlying instrument. YYYYMM (i.e. 201403) YYYYMMDD (20140323) YYYYMMwN (201403w1)
Exch	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
Strm	Underlying Stream Repeating Group.