/TrdCaptRpt/TrdLeg/Leg

Field NameFIXML Attribute NameData TypeDescriptionPresent for Security TypePresent for Asset ClassPresent 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.ALLALLSpread 
Leg Product ID Source Src StringIdentifies the source of the Leg SecurityID. If it is not specified, the default of Clearing is used.ALLALLSpreadH - Clearing House / Clearing Organization

Leg Security Type SecTyp StringRefer to definition of SecurityType(167)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
ALLALLSpread 
Leg Strike Price Strk PriceMultileg instrument's individual security's StrikePrice.
See StrikePrice (202) field for description
OPTALLSpread 
Leg Time Unit TmUnit StringUsed to indicate a time unit for the contract (e.g., days, weeks, months, etc.)   D - Day

H - Hour

Mo - Month

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

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

2 - Sell

Leg Put Or Call PutCall intUsed to express option rightOPTALLSpread0 - Put

1 - Call