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Leg Properties

The Leg type exposes the following members.

Properties
  NameDescription
Public propertyLegAlternativeIDs
Leg alternative ids.
Public propertyLegCFI
Indicates the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.
Public propertyLegContractMultiplier
Specifies the ratio or multiply factor to convert from nominal units (e.g. contracts) to total units (e.g. barrels) for this leg.
Public propertyLegInstrumentGuid
Leg globally unique identifier.
Public propertyLegMaturity
Specifies the month and year of maturity of this leg.
Public propertyLegMaturityDate
Date of maturity or the settlement date of a CDS contract for this leg.
Public propertyLegProductCode
Leg symbol for CME product, e.g. CL.
Public propertyLegPutOrCall
Indicates whether a leg that is an option contract is a put or call.
Public propertyLegSecurityExchange
The exchange where the leg security is listed.
Public propertyLegSecurityIDSource
Identifies the source of the leg's Security ID. If it is not specified, the default of Clearing is used.
Public propertyLegSecurityLongName
Leg description for CME product.
Public propertyLegSecuritySubType
SecuritySubType of the leg instrument.See SecuritySubType (762) field for description. Values include: - GC - General Collateral - GCF - General Collateral Financing.
Public propertyLegSecurityType
Indicates type of instrument or security for this leg.
Public propertyLegSettlementMethod
Settlement method for a contract. Can be used as an alternative to CFI Code value.
Public propertyLegSide
Indicates the side of this leg within the spread or strategy.
Public propertyLegStrikePrice
Strike price for a leg that is an option.
Public propertyLegSymbol
Symbol for a leg, which is a CME contract, e.g. CLX05. Note that 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.
Public propertyLegUnitOfMeasure
The leg unit of measure of the product upon which the contract is based. It is also referred to as the trading unit.
Public propertyLegUnitOfMeasureCurrency
Currency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate.
Public propertyLegUnitOfMeasureQuantity
Contract's defined quantity, used to calculate total traded notional quantity per spread leg.
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