Class TradeLeg

Information about reported trade leg.

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

Constructors

TradeLeg()

Default constructor.

Declaration
public TradeLeg()

Properties

Leg

Leg information.

Declaration
public Leg Leg { get; }
Property Value
Type Description
Leg

LegAlternatePrice

Leg alternate price.

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

LegDifferentialPrice

Represents the differential price for spreads, or a TAS or TAM differential price.

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

LegDifferentialPriceType

This indicates the type of differential price represented in the Differential Price attribute.

Declaration
public DifferentialPriceType LegDifferentialPriceType { get; set; }
Property Value
Type Description
DifferentialPriceType

LegLastPrice

Used to report the trade price or execution price assigned to the leg of the strategy or spread instrument.

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

LegNumber

A number identifying the leg within a strategy or spread. When reporting a USI or UTI, the field LegRefID will reference this number.

Declaration
public int LegNumber { get; set; }
Property Value
Type Description
int

LegOrderQuantity

Quantity ordered of this leg.

Declaration
public int LegOrderQuantity { get; set; }
Property Value
Type Description
int

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.

Declaration
public OriginalTimeUnit LegOriginalTimeUnit { get; set; }
Property Value
Type Description
OriginalTimeUnit

LegPositionAmountData

Information about Leg Position Amounts reported.

Declaration
public Collection<PositionAmountData> LegPositionAmountData { get; }
Property Value
Type Description
Collection<PositionAmountData>

LegPriceSubType

This is a further qualification of the Price Type, and determines whether this is an initial (preliminary) or final price.

Declaration
public PriceSubType LegPriceSubType { get; set; }
Property Value
Type Description
PriceSubType

LegPriceType

Indicates the type of the price associated with the trade. Will not be present for IRS/FRA trades.

Declaration
public PriceType LegPriceType { get; set; }
Property Value
Type Description
PriceType

LegQuantity

The actual quantity of the leg as it participated in the spread trade.

Declaration
public int LegQuantity { get; set; }
Property Value
Type Description
int

LegReferenceID

A unique Trade ID generated by the clearing system for this leg.

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

LegReportID

This represents the report ID for the leg as generated by the clearing system.

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

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.

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

UnderlyingInstruments

Information about Leg Underlying Instruments reported.

Declaration
public Collection<UnderlyingInstrument> UnderlyingInstruments { get; }
Property Value
Type Description
Collection<UnderlyingInstrument>