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/TrdCaptRpt/TrdLeg/Leg

TagNameFIXML AbbrReqFormatDescriptionEnumerations
600Leg Symbol Sym CString

Symbol for a CME Contract, e.g. CLX05.

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.

Required if tag 555-NoLegs > 0


602Leg Product Code ID CString

CME Group clearing product code for leg instrument, e.g. CL (2 Characters)

Required if tag 555-NoLegs > 0


603Leg Product ID Source Src CString

Source for leg Security ID

Required if tag 555-NoLegs > 0

H - Clearing House / Clearing Organization

608Leg CFI CFI NStringIndicates the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.
609Leg Security Type SecTyp NStringIndicates type of instrument or security for this leg.FUT - Future

FWD - Forward

MLEG - Multi Leg (Combo)

OPT - Option

610Leg MaturityMMY NMonthYearSpecifies the month and year of maturity of this leg.

Month and Year of this leg instrument maturity

Format:

  • YYYYMM (i.e. 201403)
  • YYYYMMDD (20140323)
  • YYYYMMwN (201403w1)
611Leg Maturity DateMatN LocalMktDateMultileg instrument's individual securitys MaturityDate.
612Leg Strike Price StrkNPriceStrike price for a leg that is an option.
10045Leg Contract MultiplierMultNfloatPrice multiplier used to convert the change in price (sell - buy) into P&L per contract leg.
999Leg Unit of MeasureUOM NStringThe 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)
1224Leg Unit of Measure Quantity UOMQty
QtyContract's defined quantity, used to calculate total traded notional quantity per spread leg.
1720Leg Unit of Measure Currency UOMCcy
CurrencyCurrency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate.
616Leg Product ExchangeExch
String

The 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
620Leg Security DescriptionDescNstringMultileg instrument's individual security's SecurityDesc.
624Leg Buy Sell CodeSide
charIndicates the side of this leg within the spread or strategy.
  • 1 - Buy
  • 2 - Sell
1358Leg Put Or CallPutCall
intIndicates whether a leg that is an option contract is a put or call.
  • 0 - Put
  • 1 - Call
2192
Please Note: This is a FIX 5.0 tag
Settlement MethodSettlMethNstringSettlement method for a contract. Can be used as an alternative to CFI Code value.
Leg Security Alternate Identifier Block (repeating)LegSecurityAltID
604NoLegSecurityAltIDNoLegSecAltID
NuminGroupTotal number of entries in LegSecurityAltID Group.
→605LegSecurityAltIDSecAltIDNString Alternate Security identifier value for this security of SecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc).
→606LegSecurityAltIDSourceSecAltIDSrcNStringIdentifies class or source of the LegSecurityAltID value. Required if LegSecurityAltID is specified.112 - TAM Marker Price Symbol