/TrdCaptRpt/Instrmt
Name Abbr Datatype Description Enumerations Product Symbol
Sym
String Symbol for a CME contract, e.g. CLX05. Product Code
ID
String Symbol for CME product, e.g. CL. Source of the Product Code
Src
String Identifies the source of the Security ID. If it is not specified, the default of Clearing is used. 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. Security Type
SecTyp
String Indicates type of instrument or security. CMDTYSWAP - Commodity Swap
FRA - Forward Rate Agreement
FUT - Future
FWD - Forward
IRS - Interest Rate Swap
MLEG - Multi Leg (Combo)
OPT - Option
SWAPTION - SwaptionIndex Or Single Name
SubTyp
String For spreads, indicates the strategy type. Contract Period Code MMY
MonthYear Specifies the month and year of maturity.
YYYYMM (i.e. 201403)
YYYYMMDD (20140323)
YYYYMMwN (201403w1)Next Coupon Date CpnPmt
LocalMktDate This is used to indicate the next date on which Coupon Premium is due. Strike Price
StrkPx
Price Strike price for an option. Strike Multiplier
StrkMult
float Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Strike Index
StrkNdx
String Specifies the index used to calculate the strike price. Strike Index Location
StrkNdxLctn
String Location of the strike price index. UnderlyingPriceDeterminationMethod
PxDtrmnMeth
int Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). 1 - Regular
2 - Special reference
3 - Optimal value (Lookback)
4 - Average value (Asian option)Price Multiplier
Mult
float Price multiplier used to convert the change in price (sell - buy) into P&L per contract. Unit Of Measure
UOM
String The unit of measure of the product upon which the contract is based. It is also referred to as the trading unit. Alw - Allowances
BDFT - Board feet
Bbl - Barrels
Bcf - Billion cubic feet
Bu - Bushels
CBM - Cubic Meters
CER - Certified Emissions Reduction
CRT - Climate Reserve Tonnes
Ccy - Amount of currency
EnvCrd - Environmental Credit
EnvOfst - Environmental Offset
GJ - Gigajoules
GT - Gross Tons
Also known as long tons or imperial tons, equal to 2240 lbs
Gal - Gallons
IPNT - Index point
L - Liters
MMBtu - One Million BTU
MMbbl - Million Barrels
MW-M - Megawatt-Month (electrical capacity)
MWh - Megawatt hours
PRINC - Principal with relation to debt instrument
cwt - Hundredweight (US)
day - Days
dt - Dry metric tons
g - Grams
kL - Kiloliters
kW-M - Kilowatt-Month (electrical capacity)
kWh - Kilowatt hours
kg - Kilograms
lbs - pounds
oz_tr - Troy Ounces
t - Metric Tons (aka Tonne)
thm - Therms
tn - Tons (US)Unit of Measure Currency
UOMCcy
Currency Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure = Ccy. Unit of Measure Quantity
UOMQty
Qty Contract's defined quantity, used to calculate total traded notional quantity. Price Unit of Measure
PxUOM
String The Unit of measure of the quoted Price. For example it is USD for a Eurodollar contract. Alw - Allowances
Bbl - Barrels
Bcf - Billion cubic feet
Bu - Bushels
Gal - Gallons
MMBtu - One Million BTU
MMbbl - Million Barrels
MWh - Megawatt hours
USD - US Dollars
lbs - pounds
oz_tr - Troy Ounces
t - Metric Tons (aka Tonne)
tn - Tons (US)Settlement Method
SettlMeth
char Settlement method for a contract. Can be used as an alternative to CFI Code value C - Cash settlement required
E - Election at exercise
P - Physical settlement requiredExercise Style
ExerStyle
int Type of exercise of a derivatives security 0 - European
1 - American
2 - BermudaPut Or Call PutCall int Indicates whether an option contract is a put or call. 0 - Put
1 - CallProduct Exchange
Exch
Exchange The exchange where the security is listed. CBT - Chicago Board of Trade
CEE - Stock Exchange Group
CME - Chicago Mercantile Exchange
COMEX - Commodities Exchange, Inc
DME - Dubai 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 TradesPrice Quote Currency
PxQteCcy
Currency The currency in which the price is quoted. SecAltIDGrp (repeating)
AID
→ Alternate Identifier
AltID
String The value of the alternate security identifier. → Alternate Identifier Source
AltIDSrc
String The source of the alternate security identifier. 112 - TAM Marker Price Symbol
N - Markit RED entity CLIP
P - Markit RED pair CLIP SecurityXML
SecXML
→ FpML
FpML
EvntGrp (repeating)
Evnt
→ Product Event Type
EventTyp
int Code to represent the type of event 13 - First Delivery Date
111 - Unadjusted Next Coupon Date
112 - Unadjusted Previous Coupon Date
113 - Unadjusted Previous Previous Coupon Date
121 - Fixing Date→ Product Event Date
Dt
LocalMktDate Date of event OptionExercise
OptExer
→ OptionExerciseDates
Dts
→→ Option Exercise Frequency Period
FreqPeriod
int Time unit multiplier for the frequency of exercise dates. If present OptionExerciseFrequencyUnit(tbd) must be specified. →→ OptionExerciseFrequencyUnit
FreqUnit
String Time unit associated with the frequency of exercise dates. If present OptionExerciseFrequencyPeriod(tbd) must be specified. D - Day
Mo - Month
Wk - Week
Yr - Year StreamGrp (repeating)
Strm
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