CME STP FIX - TradeCaptureReport - UnderlyingInstrument - Futures and Options

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. The UnderlyingInstrument component block 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.

Tag	Name	Req	Format	Description	Enumerations
UndInstrmtGroup (repeating)
711	NoUnderlyingInstruments	N	NumInGroup	Number of underlying legs that make up the security.
→UnderlyingInstrument
→311	Underlying Symbol	N	String	Underlying security's Symbol. [N/A] when TrdCaptRpt/Undly/@Sym in FIXML is absent or empty.
→312	UnderlyingSymbolSfx	N	String	Underlying security's SymbolSfx.	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
→309	Underlying Product Code	N	String	Used as the primary identifier for the underlying instrument.
→305	Underlying Product Code Source	N	String	Identifies the source of the underlying instrument.	H - Clearing House / Clearing Organization
→310	Underlying Security Type	N	String	Used to indicate the type of underlying security being reported.	CMDTYSWAP - Commodity Swap FUT - Future FWD - Forward MLEG - Multi Leg (Combo)
→313	Underlying Maturity	N	MonthYear	The expiration period code of an underlying instrument.	Month and Year of the underlying instrument maturity Format: YYYYMM (i.e. 201403) YYYYMMDD (20140323) YYYYMMwN (201403w1)
→308	Underlying Product Exchange	N	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
UnderlyingStreamGrp (repeating)