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/TrdCaptRpt/Instrmt

Field NameFIXML Attribute NameData TypeDescriptionRequired for Transaction TypeRequired for Security TypeRequired for Asset ClassRequired for Outright or SpreadSupported Values
Product Code ID StringUsed as the primary identifier for the traded instrument. For listed derivatives this is generally an exchange or CCP defined value.Dual-Sided
Single-Sided
ALLALLOutright 
Source of the Product Code Src StringIdentifies the source of the SecurityID. If it is not specified, the default of Clearing is used.Dual-Sided
Single-Sided
ALLALLOutright104 - Red Code

106 - Pair Clip

H - Clearing House / Clearing Organization

CFI Code

CFI

String

Indicates the type of security using ISO 10962 standard Classification of Financial Instruments (CFI Code) values:

  • Char 1: ‘O’ (Option)
  • Char 2: ‘P’ or ‘C’ (Put, Call)
  • Char 3: ‘E’ (European expiry)
  • Char 4: ‘C’ (Currency)
  • Char 5: ‘C’ (Cash)
  • Char 6 ‘N’ (Non   standard)

O

OPT

OTCFX

 

OPECCN

Security Type SecTyp StringIndicates type of instrument or security being traded or defined. It is required on inbound trade submissions and is used as one of the identifiers of the instrument. This is required because the usage of CFI code is in the process of being deprecated.Dual-Sided
Single-Sided
ALLALLBoth

FUT - Future

FWD - Forward

MLEG - Multi Leg (Combo)

OOC - Options on Combo

OOF - Options on Futures

OPT- Options

Security Sub Type SubTyp StringSub-type qualification/identification of the SecurityType. For a multi-leg instrument, can indicate the type of spread.     
Contract Period Code MMY MonthYearSpecifies the month and year of maturity. Applicable for standardized derivatives that are typically only referenced by month and year (e.g. S&P futures).Dual-Sided
Single-Sided
ALLALLOutright 
Strike Price StrkPx PriceUsed for derivatives, such as options and covered warrantsDual-Sided
Single-Sided
OPTALLOutright 

Settlement Method  

SettlMeth

Char

Settlement method for the

option.

C=Cash settlement

R

OPT

OTCFX

 

C

Exercise Style

ExerStyle

Int

Type of exercise of a derivatives

security.

0=European

R

OPT

OTCFX

 

0

Put Or Call PutCall intUsed to express option rightDual-Sided
Single-Sided
OPTALLOutright0 - Put

1 - Call

Time Unit TmUnit StringUsed to indicate a time unit for the contract (such as days, weeks, or months). Optional, and if not specified, the default Time Unit is assumed.
Optional:
If not specified for products that support more than one TimeUnit (such as NN Nat Gas), the default TimeUnit is used (see SecDefs).
    D - Day

H - Hour

Mo - Month

Product ExchangeExch ExchangeThe exchange where the Security is listed. Note that spreads across multiple exchanges are not supported, and this must be present on spreads as well as outrights.Dual-Sided
Single-Sided
ALLALLBothCBT - 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