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TradeLeg Properties

The TradeLeg type exposes the following members.

Properties
  NameDescription
Public propertyLeg
Leg information.
Public propertyLegAlternatePrice
Leg alternate price.
Public propertyLegDifferentialPrice
Represents the differential price for spreads, or a TAS or TAM differential price.
Public propertyLegDifferentialPriceType
This indicates the type of differential price represented in the Differential Price attribute.
Public propertyLegLastPrice
Used to report the trade price or execution price assigned to the leg of the strategy or spread instrument.
Public propertyLegNumber
A number identifying the leg within a strategy or spread. When reporting a USI or UTI, the field LegRefID will reference this number.
Public propertyLegOrderQuantity
Quantity ordered of this leg.
Public propertyLegOriginalTimeUnit
Specifies 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 PM API, regardless of the units originally used to enter the trade.
Public propertyLegPositionAmountData
Information about Leg Position Amounts reported.
Public propertyLegPriceSubType
This is a further qualification of the Price Type, and determines whether this is an initial (preliminary) or final price.
Public propertyLegPriceType
Indicates the type of the price associated with the trade. Will not be present for IRS/FRA trades.
Public propertyLegQuantity
The actual quantity of the leg as it participated in the spread trade.
Public propertyLegReferenceID
A unique Trade ID generated by the clearing system for this leg.
Public propertyLegReportID
This represents the report ID for the leg as generated by the clearing system.
Public propertyLegTradingQuantity
Leg 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.
Public propertyUnderlyingInstruments
Information about Leg Underlying Instruments reported.
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