Class TradeLeg

Information about reported trade leg.

Inheritance

object

TradeLeg

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

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>