/TrdCaptRpt/TrdLeg/Leg Symbol for a CME Contract, e.g. CLX05. Required if tag 555-NoLegs > 0 CME Group clearing product code for leg instrument, e.g. CL (2 Characters) Required if tag 555-NoLegs > 0 Source for leg Security ID Required if tag 555-NoLegs > 0 Month and Year of this leg instrument maturity Format: The exchange where the leg security is listed.Tag Name FIXML Abbr Req Format Description Enumerations 600 Leg Symbol
Sym
C String 602 Leg Product Code
ID
C String 603 Leg Product ID Source
Src
C String H - Clearing House / Clearing Organization 608 Leg CFI
CFI
N String Indicates the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. 609 Leg Security Type
SecTyp
N String Indicates type of instrument or security for this leg. FUT - Future
FWD - Forward
MLEG - Multi Leg (Combo)
OPT - Option610 Leg Maturity MMY N MonthYear Specifies the month and year of maturity of this leg. 611 Leg Maturity Date Mat N LocalMktDate Multileg instrument's individual securitys MaturityDate. 612 Leg Strike Price
StrkN Price Strike price for a leg that is an option. 10045 Leg Contract Multiplier MultN float Price multiplier used to convert the change in price (sell - buy) into P&L per contract leg. 999 Leg Unit of Measure UOM
N String The leg unit of measure of the product upon which the contract is based. It is also referred to as the trading unit. 1224 Leg Unit of Measure Quantity
UOMQty
Qty Contract's defined quantity, used to calculate total traded notional quantity per spread leg. 1720 Leg Unit of Measure Currency
UOMCcy
Currency Currency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate. 616 Leg Product Exchange ExchString 620 Leg Security Description Desc N string Multileg instrument's individual security's SecurityDesc. 624 Leg Buy Sell Code Side
char Indicates the side of this leg within the spread or strategy. 1358 Leg Put Or Call PutCall
int Indicates whether a leg that is an option contract is a put or call. 2192
Please Note: This is a FIX 5.0 tagSettlement Method SettlMeth N string Settlement method for a contract. Can be used as an alternative to CFI Code value. Leg Security Alternate Identifier Block (repeating) LegSecurityAltID 604 NoLegSecurityAltID NoLegSecAltID NuminGroup Total number of entries in LegSecurityAltID Group. →605 LegSecurityAltID SecAltID N String Alternate Security identifier value for this security of SecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc). →606 LegSecurityAltIDSource SecAltIDSrc N String Identifies class or source of the LegSecurityAltID value. Required if LegSecurityAltID is specified. 112 - TAM Marker Price Symbol
Symbol now matches the value used by clearing firms in the FEC system, and may differ somewhat from the representation used in the legacy CTAPI system.
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