Class Leg

Information about reported trade leg.

Inheritance
object
Leg
Inherited Members
Namespace: OnixS.CmeStpHandler
Assembly: OnixS.CmeStpHandler.dll
Syntax
[Serializable]
public class Leg

Constructors

Leg()

Default constructor.

Declaration
public Leg()

Properties

LegAlternativeIDs

Leg alternative ids.

Declaration
public Collection<LegAlternativeID> LegAlternativeIDs { get; }
Property Value
Type Description
Collection<LegAlternativeID>

LegCFI

Indicates the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.

Declaration
public string LegCFI { get; set; }
Property Value
Type Description
string

LegContractMultiplier

Specifies the ratio or multiply factor to convert from nominal units (e.g. contracts) to total units (e.g. barrels) for this leg.

Declaration
public decimal LegContractMultiplier { get; set; }
Property Value
Type Description
decimal

LegInstrumentGuid

Leg globally unique identifier.

Declaration
public string LegInstrumentGuid { get; set; }
Property Value
Type Description
string

LegMaturity

Specifies the month and year of maturity of this leg.

Declaration
public string LegMaturity { get; set; }
Property Value
Type Description
string

LegMaturityDate

Date of maturity or the settlement date of a CDS contract for this leg.

Declaration
public DateTimeOffset LegMaturityDate { get; set; }
Property Value
Type Description
DateTimeOffset

LegProductCode

Leg symbol for CME product, e.g. CL.

Declaration
public string LegProductCode { get; set; }
Property Value
Type Description
string

LegPutOrCall

Indicates whether a leg that is an option contract is a put or call.

Declaration
public PutOrCall LegPutOrCall { get; set; }
Property Value
Type Description
PutOrCall

LegSecurityExchange

The exchange where the leg security is listed.

Declaration
public string LegSecurityExchange { get; set; }
Property Value
Type Description
string

LegSecurityIDSource

Identifies the source of the leg's Security ID. If it is not specified, the default of Clearing is used.

Declaration
public PartyIDSource LegSecurityIDSource { get; set; }
Property Value
Type Description
PartyIDSource

LegSecurityLongName

Leg description for CME product.

Declaration
public string LegSecurityLongName { get; set; }
Property Value
Type Description
string

LegSecuritySubType

SecuritySubType of the leg instrument.See SecuritySubType (762) field for description. Values include:

  • GC - General Collateral
  • GCF - General Collateral Financing.
Declaration
public string LegSecuritySubType { get; set; }
Property Value
Type Description
string

LegSecurityType

Indicates type of instrument or security for this leg.

Declaration
public SecurityType LegSecurityType { get; set; }
Property Value
Type Description
SecurityType

LegSettlementMethod

Settlement method for a contract. Can be used as an alternative to CFI Code value.

Declaration
public SettlementMethod LegSettlementMethod { get; set; }
Property Value
Type Description
SettlementMethod

LegSide

Indicates the side of this leg within the spread or strategy.

Declaration
public Side LegSide { get; set; }
Property Value
Type Description
Side

LegStrikePrice

Strike price for a leg that is an option.

Declaration
public decimal LegStrikePrice { get; set; }
Property Value
Type Description
decimal

LegSymbol

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.

Declaration
public string LegSymbol { get; set; }
Property Value
Type Description
string

LegUnitOfMeasure

The leg unit of measure of the product upon which the contract is based. It is also referred to as the trading unit.

Declaration
public UnitOfMeasure LegUnitOfMeasure { get; set; }
Property Value
Type Description
UnitOfMeasure

LegUnitOfMeasureCurrency

Currency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate.

Declaration
public string LegUnitOfMeasureCurrency { get; set; }
Property Value
Type Description
string

LegUnitOfMeasureQuantity

Contract's defined quantity, used to calculate total traded notional quantity per spread leg.

Declaration
public decimal LegUnitOfMeasureQuantity { get; set; }
Property Value
Type Description
decimal