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The market data product catalog is the same data provided over the Delta1 Real-time Market Data Service (OCTP) feeds. This data set contains relational mappings between instruments and product-contracts available for the specified trading day.

This file provides the actionable instrument identifier MPSecID. This field is used for handling market data, order entry and trade reporting.

Overview:

Access to Content

File CycleEach business day excluding holidays at 07:30 EST
File NamePRODUCT.CATALOG.YYYYMMDD.csv
ConnectivityThe public FTP server https://ftp.onechicago.com is accessible over general internet
File OverviewThe file is comma separated value (CSV) with column headers in the first row
File Locationhttps://ftp.onechicago.com/market_data/product_catalog/

Field Names and Definitions

Field NameField TypeLengthDescription
ProductIDint20

Exchange assigned instrument identifier.

Symbolstring13Exchange assigned listing symbol.
MPSecIDint20

Exchange assigned instrument identifier.

ProductTypeint2

14 = SSF
15 = EFP
16 = Spread

ProductSubTypeint2

0 = SSF
1 = Block
2 = EFP
3 = Block Spread
4 = SSF Spread

MaturityDatestring8

YYYYMMDD

MaturityDateBackstring8

For spread instruments, is populated with expiration date of back leg.
YYYYMMDD

PrimaryLegMPSecIDint20Exchange assigned instrument identifier for the associated SSF instrument.
SecondaryLegMPSecIDint20For spread instruments, is the exchange assigned instrument identifier for the associated back leg SSF instrument.
ContractMultiplierdoubledouble

The number of shares per contract.

PreOpenTimeint6

Time product is in a pre-open state and is available for restricted market place activity.
hhmmss

OpenTimeint6

Time product is in an open state and is available for all market place activity.
hhmmss

CloseTimeint6

Time product is in a closed state and is not available for trading.
hhmmss

Sample File

PRODUCT.CATALOG.20181018.csv

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