/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 FuturesLeg 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 - MonthLeg 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 - Dubai Mercantile Exchange
NYMEX - New York Mercantile Exchange
NYMSW - CME Swaps - NYMEXLeg Buy Sell Code
Side
char Specific to the <InstrumentLeg> (not in <Instrument>) ALL ALL Spread 1 - Buy
2 - SellLeg Put Or Call
PutCall
int Used to express option right OPT ALL Spread 0 - Put
1 - Call
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