CME STP FIX - TradeCaptureReport - InstrumentLeg

/TrdCaptRpt/TrdLeg/Leg

Tag	Name	FIXML Abbr	Req	Format	Description	Enumerations
600	Leg Symbol	Sym	C	String	Symbol for a CME Contract, e.g. CLX05. Symbol now matches the value used by clearing firms in the FEC system, and may differ somewhat from the representation used in the legacy CTAPI system. Required if tag 555-NoLegs > 0
602	Leg Product Code	ID	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	Src	C	String	Source for leg Security ID Required if tag 555-NoLegs > 0	H - Clearing House / Clearing Organization
608	Leg CFI	CFI	N	String	Indicates the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.
609	Leg Security Type	SecTyp	N	String	Indicates type of instrument or security for this leg.	FUT - Future FWD - Forward MLEG - Multi Leg (Combo) OPT - Option
610	Leg Maturity	MMY	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	Mat	N	LocalMktDate	Multileg instrument's individual securitys MaturityDate.
612	Leg Strike Price	Strk	N	Price	Strike price for a leg that is an option.
10045	Leg Contract Multiplier	Mult	N	float	Price multiplier used to convert the change in price (sell - buy) into P&L per contract leg.
999	Leg Unit of Measure	UOM	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	UOMQty		Qty	Contract's defined quantity, used to calculate total traded notional quantity per spread leg.
1720	Leg Unit of Measure Currency	UOMCcy		Currency	Currency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate.
616	Leg Product Exchange	Exch		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	Desc	N	string	Multileg instrument's individual security's SecurityDesc.
624	Leg Buy Sell Code	Side		char	Indicates the side of this leg within the spread or strategy.	1 - Buy 2 - Sell
1358	Leg Put Or Call	PutCall		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	SettlMeth	N	string	Settlement method for a contract. Can be used as an alternative to CFI Code value.
Leg Security Alternate Identifier Block (repeating)	LegSecurityAltID
604	NoLegSecurityAltID	NoLegSecAltID		NuminGroup	Total number of entries in LegSecurityAltID Group.
→605	LegSecurityAltID	SecAltID	N	String	Alternate Security identifier value for this security of SecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc).
→606	LegSecurityAltIDSource	SecAltIDSrc	N	String	Identifies class or source of the LegSecurityAltID value. Required if LegSecurityAltID is specified.	112 - TAM Marker Price Symbol