CME ClearPort API - Trade Capture Report Acknowledgment Message - InstrumentLeg - Outbound

/TrdCaptRptAck/TrdLeg/Leg

Field Name

FIXML Attribute Name

Data Type

Description

Present for Security Type

Present for Asset Class

Present for Outright or Spread

Supported Values

Leg Product Code

ID

String

Used as the primary identifier for the Leg instrument. For futures and options, this is generally an exchange or CME assigned value.

ALL

ALL

Spread



Leg Product ID Source

Src

String

Identifies the source of the Leg SecurityID. If it is not specified, the default of Clearing is used.

ALL

ALL

Spread

H - Clearing House / Clearing Organization


Leg Security Type

SecTyp

String

Refer to definition of SecurityType(167)

ALL

ALL

Spread

FUT - Future

FWD - Forward

OOC - Options on Combo

OOF - Options on Futures


Leg Maturity

MMY

MonthYear

The MaturityMonthYear of an individual security in a Multileg instrument.
See MaturityMonthYear (200) field for description.

ALL

ALL

Spread



Leg Strike Price

Strk

Price

The StrikePrice of an individual security in a Multileg instrument.
See StrikePrice (202) field for description.

OPT

ALL

Spread



Leg Time Unit

TmUnit

String

Used to indicate a time unit for the contract (such as days, weeks, or months).







D - Day

H - Hour

Mo - Month


Leg Product Exchange

Exch

Exchange

The SecurityExchange of an individual security in a Multileg instrument.
See SecurityExchange (207) field for description.

ALL

ALL

Spread

CBT - Chicago Board of Trade

CEE - Stock Exchange Group

CME - Chicago Mercantile Exchange

COMEX - Commodities Exchange, Inc

DME - Gulf Mercantile Exchange

NYMEX - New York Mercantile Exchange

NYMSW - CME Swaps - NYMEX


Leg Buy Sell Code

Side

char

Specific to the <InstrumentLeg> (not in <Instrument>)

ALL

ALL

Spread

1 - Buy

2 - Sell


Leg Put Or Call

PutCall

int

Used to express option right

OPT

ALL

Spread

0 - Put

1 - Call




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