CME STP FIX - TradeCaptureReport - UndInstrmtGrp

UndInstrmtGroup (repeating)      

711

NoUnderlyingInstruments

N

NumInGroup

Number of underlying legs that make up the security.

→311

Underlying Symbol

Sym

N

String

Underlying security's Symbol. [N/A] when TrdCaptRpt/Undly/@Sym in FIXML is absent or empty.

→312

UnderlyingSymbolSfx

Sfx

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

ID

N

String

Used as the primary identifier for the underlying instrument.

→305

Underlying Product Code Source

Src

N

String

Identifies the source of the underlying instrument.

H - Clearing House / Clearing Organization

→310

Underlying Security Type

SecTyp

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

MMY

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

Exch

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