CME ClearPort API - Trade Capture Report Message - TrdInstrmtLegGrp - Inbound

/TrdCaptRpt/TrdLeg (repeating)

Field Name	FIXML Attribute Name	Data Type	Description	Required for Transaction Type	Required for Security Type	Required for Asset Class	Required for Outright or Spread	Supported Values
Leg Number	`LegNo`	int	A number identifying the leg within a strategy or spread. When reporting a UTI, or commission, the field LegRefID will reference this number.
Leg Last Price	`LastPx`	Price	Used to report the trade price or execution price assigned to the leg of the multileg instrument. Not required if spread is Intracommodity and Diff Price (Top-level LastPx) is specified.	Dual-Sided Single-Sided	ALL	ALL	Spread
Leg Last Quantity	`LastQty`	Qty	Fill quantity for the leg instrument	Dual-Sided Single-Sided	ALL	ALL	Spread
Leg Price Type	`PxTyp`	int	The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description.	Dual-Sided Single-Sided	OPT	OTC FX	Spread	1 - Percentage (i.e. percent of par) 2 - Per unit (i.e. per share or contract)
Leg Quantity Type	`QtyTyp`	int	The leg quantity type specified at the leg level. Can be different for each leg	Dual-Sided Single-Sided	ALL	ALL	Spread	0 - Units (shares, par, currency) 1 - Contracts
InstrumentLeg	`Leg`
TradeCapLegUnderlyingsGrp (repeating)	`Undlys`
→ UnderlyingLegInstrument	`Undly`
→→ Leg Underlying Product Code	`ID`	String	Refer to definition for SecurityID(48)	Dual-Sided Single-Sided	OPT	ALL	Spread
→→ Leg Underlying Product Code Source	`Src`	String	Refer to definition for SecurityIDSource(22)	Dual-Sided Single-Sided	OPT	ALL	Spread	H - Clearing House / Clearing Organization
→→ Leg Underlying Security Type	`SecTyp`	String	Refer to definition for SecurityType(167)	Dual-Sided Single-Sided	OPT	ALL	Spread	FUT - Future FWD - Forward MLEG - Multi Leg (Combo)
→→ Leg Underlying Maturity	`MMY`	MonthYear	Refer to definition for MaturityMonthYear(200)	Dual-Sided Single-Sided	OPT	ALL	Spread
→→ Leg Underlying Product Exchange	`Exch`	String	Refer to definition for SecurityExchange(207)	Dual-Sided Single-Sided	OPT	ALL	Spread	CBT - Chicago Board of Trade CEE - Stock Exchange Group CME - Chicago Mercantile Exchange COMEX - Commodities Exchange, Inc DME - Dubai Mercantile Exchange NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX
LegPositionAmountData (repeating)	`Amt`
→ Leg Position Amount	`Amt`	Amt	Used to capture the FX premium amount.
→ Leg Position Amount Type	`Typ`	String	The type of monetary amount associated with a transaction.					CRES - Cash Residual Amount PREM - Premium Amount
→ Leg Position Amount Currency	`Ccy`	Currency	The currency of the amount specified.