9300-product-def-spreads

#	Message Name	Description
9306	FutSpreadDefinitionV3	One row per exchange-listed strategy whose legs are all futures: a calendar, butterfly, condor, pack, bundle, strip or inter-commodity spread, as the venue lists it. Keyed by the venue instrument, the ExpiryKey its FutureBookQuote (2580) carries, so a book joins to its definition with no index. LEGS ARE STATED AS THE VENUE STATES THEM: the venue's order, sides and ratios, never canonicalised. A buy of the instrument buys every Buy leg and sells every Sell leg at the stated ratios, and the quoted price is the signed sum of the legs in those sides, so the sign of a quote is readable from this row alone. CME quotes an equity-index calendar deferred minus nearby (the buyer buys the deferred) and most other calendars nearby minus deferred; both arrive here as the venue's legs. A leg set with an option or stock leg is a SpreadDefinitionV3 (9300) and never appears here.