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

/TrdCaptRpt/TrdLeg/Leg

NameAbbrDatatypeDescriptionEnumerations
Leg Symbol Sym StringSymbol for a leg, which is a CME contract, e.g. CLX05.
Leg Product Code ID StringLeg symbol for CME product, e.g. CL.
Leg Product ID Source Src StringIdentifies the source of the leg's Security ID. If it is not specified, the default of Clearing is used.H - Clearing House / Clearing Organization

Leg CFI CFI StringIndicates the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.
Leg Security Type SecTyp StringIndicates type of instrument or security for this leg.FUT - Future

FWD - Forward

MLEG - Multi Leg (Combo)

OPT - Option

Leg Maturity MMY MonthYearSpecifies the month and year of maturity of this leg.
YYYYMM (i.e. 201403)
YYYYMMDD (20140323)
YYYYMMwN (201403w1)

Leg Maturity DateMatLocalMktDateMultileg instrument's individual securitys MaturityDate.
Leg Strike Price Strk PriceStrike price for a leg that is an option.
Leg Contract Multiplier Mult floatPrice multiplier used to convert the change in price (sell - buy) into P&L per contract leg.
Leg Unit of Measure UOM StringThe leg 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)

Leg Unit of Measure Quantity UOMQty QtyContract's defined quantity, used to calculate total traded notional quantity per spread leg.
Leg Unit of Measure Currency UOMCcy CurrencyCurrency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate.
Leg Product Exchange Exch ExchangeThe exchange where the leg 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 Trades

Leg Security DescriptionDescstringMultileg instrument's individual security's SecurityDesc.
Leg Buy Sell Code Side charIndicates the side of this leg within the spread or strategy.1 - Buy

2 - Sell

Leg Put Or Call PutCall intIndicates whether a leg that is an option contract is a put or call.0 - Put

1 - Call

LegSecAltIDGrp (repeating) LegAID
→ Leg Security Alternate ID SecAltID StringAlternate Security identifier value for this security of SecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc).
→ Leg Security Alternate ID Source SecAltIDSrc StringIdentifies class or source of the LegSecurityAltID value. Required if LegSecurityAltID is specified.112 - TAM Marker Price Symbol