TradeLeg Constructor | Table of Content | Leg Property |
TradeLeg Properties |
The TradeLeg type exposes the following members.
Name | Description | |
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Leg |
Leg information.
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LegAlternatePrice |
Leg alternate price.
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LegDifferentialPrice |
Represents the differential price for spreads, or a TAS or TAM differential price.
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LegDifferentialPriceType |
This indicates the type of differential price represented in the Differential Price attribute.
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LegLastPrice |
Used to report the trade price or execution price assigned to the leg of the strategy or spread instrument.
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LegNumber |
A number identifying the leg within a strategy or spread. When reporting a USI or UTI, the field LegRefID will reference this number.
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LegOrderQuantity |
Quantity ordered of this leg.
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LegOriginalTimeUnit |
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.
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LegPositionAmountData |
Information about Leg Position Amounts reported.
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LegPriceSubType |
This is a further qualification of the Price Type, and determines whether this is an initial (preliminary) or final price.
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LegPriceType |
Indicates the type of the price associated with the trade. Will not be present for IRS/FRA trades.
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LegQuantity |
The actual quantity of the leg as it participated in the spread trade.
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LegReferenceID |
A unique Trade ID generated by the clearing system for this leg.
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LegReportID |
This represents the report ID for the leg as generated by the clearing system.
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LegTradingQuantity |
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.
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UnderlyingInstruments |
Information about Leg Underlying Instruments reported.
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