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/TrdCaptRpt/TrdLeg (repeating)

NameAbbrDatatypeDescriptionEnumerations
Leg Order Quantity OrdQty QtyQuantity ordered for this leg as provided during order entry.
Leg Report ID RptID StringThis represents the report ID for the leg as generated by the clearing system
Leg Number LegNo intA number identifying the leg within a strategy or spread. When reporting a USI or UTI, the field LegRefID will reference this number.
Leg Reference ID RefID StringA unique Trade ID generated by the clearing system for this leg.
Leg Last Price LastPx PriceUsed to report the trade price or execution price assigned to the leg of the strategy or spread instrument.
Leg Price Type PxTyp intIndicates the type of the price associated with the trade. Will not be present for IRS/FRA trades.1 - Percentage (i.e. percent of par)

2 - Per unit (i.e. per share or contract)

10 - Fixed cabinet trade price (primarily for listed futures and options)

11 - Variable cabinet trade price (primarily for listed futures and options)

100 - Tentative placeholder price

101 - Updated actual price

LegPriceSubType PxSubTyp intThis is a further qualification of the Price Type, and determines whether this is an initial (preliminary) or final price.0 - Initial Price

1 - Final Price

Leg Original Time Unit OrigTmUnit StringSpecifies the Time Unit for this leg of the original trade, e.g. whether it was entered as contracts per day or per month. Note that all trades are normalized to default units in STP, regardless of the units originally used to enter the trade.D - Day

H - Hour

Min - Minute

Mo - Month

S - Second

Wk - Week

Yr - Year

LegDifferentialPrice DiffPx PriceOffsetRepresents the differential price for spreads, or a TAS or TAM differental price.
LegDifferentialPriceType DiffPxTyp intThis indicates the type of differential price represented in the Differential Price attribute.0 - Differential from SettlementPrice

Leg Trading Quantity TrdgQty QtyLeg quantity per Original Time Unit as submitted on a CME ClearPort API trade report when a product has multiple time units, or, Product Variable Quantity Unit (VQU) is not 'S' (standard), and the product subtype (Monthly, daily, weekly) is not equal to the time unit entered for the trade.
Leg QuantityQtyQtyQuantity ordered for this leg.
InstrumentLeg Leg
TradeCapLegUnderlyingsGrp (repeating) Undlys
→ UnderlyingLegInstrument Undly
→→ Leg Underlying Product Code ID StringUsed as the primary identifier for the leg's underlying instrument.
→→ Leg Underlying Product Code Source Src StringIdentifies the source of the leg's underlying instrument.H - Clearing House / Clearing Organization

→→ Leg Underlying Security Type SecTyp StringUsed to indicate the type of the leg's underlying security being reported.FUT - Future

FWD - Forward

MLEG - Multi Leg (Combo)

→→ Leg Underlying Maturity MMY MonthYearThe expiration period code of the leg's underlying instrument.
YYYYMM (i.e. 201403)
YYYYMMDD (20140323)
YYYYMMwN (201403w1)

→→ Leg Underlying Product Exchange Exch StringThe exchange on which the leg's underlying 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

LegPositionAmountData (repeating)

Amt


→ Leg Position AmountAmtAmtUsed to capture the FX premium amount.
→ Leg Position Amount TypeTypStringThe type of monetary amount associated with a transaction.CRES - Cash Residual Amount

ICPN - Initial Trade Coupon Amount

IPMT - Upfront Payment

PREM - Premium Amount

TVAR - Trade Variation Amount
→ Leg Position Amount CurrencyCcyCurrencyThe currency of the amount specified.