Page tree
Skip to end of metadata
Go to start of metadata

/TrdCaptRpt/TrdLeg/Leg

Field NameFIXML Attribute NameData TypeDescriptionRequired for Transaction TypeRequired for Security TypeRequired for Asset ClassRequired for Outright or SpreadSupported Values
Leg Product Code ID StringUsed as the primary identifier for the Leg instrument. For futures and options this is generally an exchange or CME assigned value.Dual-Sided
Single-Sided
ALLALLSpread 
Leg Product ID Source Src StringIdentifies the source of the Leg SecurityID. If it is not specified the default of Clearing is used.Dual-Sided
Single-Sided
ALLALLSpreadH - Clearing House / Clearing Organization

Leg Security Type SecTyp StringRefer to definition of SecurityType(167)Dual-Sided
Single-Sided
ALLALLSpreadFUT - Future

FWD - Forward

OOC - Options on Combo

OOF - Options on Futures

Leg Maturity MMY MonthYearMultileg instrument's individual security's MaturityMonthYear.
See MaturityMonthYear (200) field for description
Dual-Sided
Single-Sided
ALLALLSpread 
Leg Strike Price Strk PriceMultileg instrument's individual security's StrikePrice.
See StrikePrice (202) field for description
Dual-Sided
Single-Sided
OPTALLSpread 
Leg 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.
If specified for any leg of an MLEG trade, TmUnit must be represented in each individual leg.
    D - Day

H - Hour

Mo - Month

Leg Product Exchange Exch ExchangeMultileg instrument's individual security's SecurityExchange.
See SecurityExchange (207) field for description
Dual-Sided
Single-Sided
ALLALLSpread

CBT - Chicago Board of Trade


CEE - Stock Exchange Group


COMEX - Commodities Exchange, Inc

DME - Dubai Mercantile Exchange

NYMEX - New York Mercantile Exchange

NYMSW - CME Swaps - NYMEX

Leg Buy Sell Code Side charSpecific to the <InstrumentLeg> (not in <Instrument>)Dual-Sided
Single-Sided
ALLALLSpread1 - Buy

2 - Sell

Leg Put Or Call PutCall intUsed to express option rightDual-Sided
Single-Sided
OPTALLSpread0 - Put

1 - Call