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This file contains all instrument strategies, which are combinations of two OPC Instruments assigned to a front and back leg. This file includes product information for both instruments deriving each strategy. Note that instruments have multiple MPSecIDs for each relevant action available in Delta1. The date in the file name indicates the date the instruments are available for trading. 

Types of MPSecIDs:

  • mpsecid - Used to route strategy orders to the Central Limit Order Book (CLOB)
  • block_mpsecid- For reporting off-exchange negotiated strategy Block transactions to the Trade Reporting Engine
File Cycle

The file is published daily at 22:00 CT for the next business date

Format

The file is comma separated value (CSV) with column headers in the first row

Name

OPC_INSTRUMENT_STRATEGIES.CSV (Latest)

OPC_INSTRUMENT_STRATEGIES.YYYYMMDD.CSV (Historical)

Connectivity

The public FTP server https://ftp.onechicago.com is accessible over general internet

Field Names and Definitions
Field NameField TypeLengthDescription
mpsecidinteger20Market place security identifier that uniquely defines a single stock future instrument available for trading on the central limit order book (CLOB)
block_mpsecidinteger20Market place security identifier that uniquely defines a single stock future instrument available for bilateral trade reporting
instrument_type_idinteger1

Identifier for type of tradable instrument

2 = STARS™
3 = CS

instrument_typestring10

Description for type of tradable instrument

STARS = Security Transfer And Return Spread
CS = Calendar Spread

clob_opentime
Time the instrument opens for trading on the central limit order book, in HH:MM:SS format
clob_closetime
Time the instrument is no longer available for trading on the central limit order book, in HH:MM:SS format
tre_opentime
Time the instrument opens for bilateral trade reporting, in HH:MM:SS format
tre_closetime
Time the instrument is no longer available for bilateral trade reporting, in HH:MM:SS format
minimum_tick_incrementdecimal8,6M=Smallest amount by which a price can be increased or decreased for the instrument

front_product_id

integer20Exchange-assigned numeric product identifier
front_product_symbolstring6Alphabetic product identifier assigned by the exchange
front_clearing_symbolstring6Alphabetic product identifier assigned by the exchange's clearing house
front_regulatory_symbolstring5Alphabetic product identifier assigned by the exchange's regulatory agency
front_product_multiplierdecimal12,6Specifies the number of units of the underlying per contract
front_is_cainteger1

Determines whether a product is a result of a corporate action

1 = True
0 = False

front_cfi_codestring6Classification of financial instrument code used to identify the product
front_listing_datedate
Date the product is first listed at the exchange
front_delisting_datedate
Date the product listing is removed from the exchange
front_dividend_exposurestring10

Short-code for identifying a product's dividend exposure

NDR = No dividend risk exposure
TRA = Traditional dividend treatment no daily adjustments

front_delivery_offset_daysinteger2Number of business days between a contract's expiration and delivery dates
front_delivery_typestring10

Short-code for identifying the method a product is taken to delivery

CASH = Cash Delivery
PHYS = Physical Delivery

front_component_id_bb_globalstring12Bloomberg-assigned 12-digit alpha-numeric identifier covering active and non-active securities
front_component_symbolstring10Security symbol for the primary component of a product
front_component_id_mic_prim_exchstring4Primary exchange MIC code for the primary component of a product
front_component_namestring100Security name for the primary component of a product
front_component_industry_sectorstring100Security symbol for the primary component of a product
front_component_industry_groupstring100Primary exchange MIC code for the primary component of a product
front_component_industry_subgroupstring100Security name for the primary component of a product
front_component_security_typestring50Security type for the primary component of a product
front_contract_mpsecidinteger20Principal mpsecid of the cleared SSF. This is what is settled and how we convey open interest for the base product.
front_contract_idinteger20Exchange-assigned numeric contract identifier
front_last_trading_datedate
The last date the contract is available for trading. This date is equal to the front_expiration_date, unless the contract is terminated early.
front_delivery_datedate
Date the contract is taken to delivery
front_expiration_datedate
Date the contract expires

back_product_id

integer20Exchange-assigned numeric product identifier
back_product_symbolstring6Alphabetic product identifier assigned by the exchange
back_clearing_symbolstring6Alphabetic product identifier assigned by the exchange's clearing house
back_regulatory_symbolstring5Alphabetic product identifier assigned by the exchange's regulatory agency
back_product_multiplierdecimal12,6Specifies the number of units of the underlying per contract
back_is_cainteger1

Determines whether a product is a result of a corporate action

1 = True
0 = False

back_cfi_codestring6Classification of financial instrument code used to identify the product
back_listing_datedate
Date the product is first listed at the exchange
back_delisting_datedate
Date the product listing is removed from the exchange
back_dividend_exposurestring10

Short-code for identifying a product's dividend exposure

NDR = No dividend risk exposure
TRA = Traditional dividend treatment no daily adjustments

back_delivery_offset_daysinteger2Number of business days between a contract's expiration and delivery dates
back_delivery_typestring10

Short-code for identifying the method a product is taken to delivery

CASH = Cash Delivery
PHYS = Physical Delivery

back_component_id_bb_globalstring12Bloomberg-assigned 12-digit alpha-numeric identifier covering active and non-active securities
back_component_symbolstring10Security symbol for the primary component of a product
back_component_id_mic_prim_exchstring4Primary exchange MIC code for the primary component of a product
back_component_namestring100Security name for the primary component of a product
back_component_industry_sectorstring100Security symbol for the primary component of a product
back_component_industry_groupstring100Primary exchange MIC code for the primary component of a product
back_component_industry_subgroupstring100Security name for the primary component of a product
back_component_security_typestring50Security type for the primary component of a product
back_contract_mpsecidinteger20Principal mpsecid of the cleared SSF. This is what is settled and how we convey open interest for the base product.
back_contract_idinteger20Exchange-assigned numeric contract identifier
back_last_trading_datedate
The last date the contract is available for trading. This date is equal to the back_expiration_date, unless the contract is terminated early.
back_delivery_datedate
Date the contract is taken to delivery
back_expiration_datedate
Date the contract expires
Sample
mpsecid,block_mpsecid,instrument_type_id,instrument_type,clob_open,clob_close,tre_open,tre_close,minimum_tick_increment,front_product_id,front_product_symbol,front_clearing_symbol,front_regulatory_symbol,front_product_multiplier,front_is_ca,front_cfi_code,front_listing_date,front_delisting_date,front_dividend_exposure,front_delivery_offset_days,front_delivery_type,front_component_id_bb_global,front_component_symbol,front_component_id_mic_prim_exch,front_component_name,front_component_industry_sector,front_component_industry_group,front_component_industry_subgroup,front_component_security_type,front_contract_mpsecid,front_contract_id,front_last_trading_date,front_delivery_date,front_expiration_date,back_product_id,back_product_symbol,back_clearing_symbol,back_regulatory_symbol,back_product_multiplier,back_is_ca,back_cfi_code,back_listing_date,back_delisting_date,back_dividend_exposure,back_delivery_offset_days,back_delivery_type,back_component_id_bb_global,back_component_symbol,back_component_id_mic_prim_exch,back_component_name,back_component_industry_sector,back_component_industry_group,back_component_industry_subgroup,back_component_security_type,back_contract_mpsecid,back_contract_id,back_last_trading_date,back_delivery_date,back_expiration_date
10602021190816190920,0,3,CS,8:30:00,16:00:00,,,0.000100,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011190816000000,1246847,2019-08-16,2019-08-20,2019-08-16,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011190920000000,1136326,2019-09-20,2019-09-24,2019-09-20
10602021190816191220,0,3,CS,8:30:00,16:00:00,,,0.000100,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011190816000000,1246847,2019-08-16,2019-08-20,2019-08-16,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011191220000000,1201125,2019-12-20,2019-12-24,2019-12-20
10602021190816200320,0,3,CS,8:30:00,16:00:00,,,0.000100,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011190816000000,1246847,2019-08-16,2019-08-20,2019-08-16,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011200320000000,1266810,2020-03-20,2020-03-24,2020-03-20
10602021190920191220,0,3,CS,8:30:00,16:00:00,,,0.000100,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011190920000000,1136326,2019-09-20,2019-09-24,2019-09-20,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011191220000000,1201125,2019-12-20,2019-12-24,2019-12-20
10602021190920200320,0,3,CS,8:30:00,16:00:00,,,0.000100,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011190920000000,1136326,2019-09-20,2019-09-24,2019-09-20,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011200320000000,1266810,2020-03-20,2020-03-24,2020-03-20
10602021191220200320,0,3,CS,8:30:00,16:00:00,,,0.000100,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011191220000000,1201125,2019-12-20,2019-12-24,2019-12-20,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011200320000000,1266810,2020-03-20,2020-03-24,2020-03-20
13727621190816190816,13727620190816190816,2,STARS,8:30:00,16:00:00,7:00:00,16:00:00,0.000100,23159,A3F,A3F,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315911190816000000,1280465,2019-08-16,2019-08-19,2019-08-16,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011190816000000,1246847,2019-08-16,2019-08-20,2019-08-16
13728421190816190819,13728420190816190819,2,STARS,8:30:00,16:00:00,7:00:00,16:00:00,0.000100,23159,A3F,A3F,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315911190816000000,1280465,2019-08-16,2019-08-19,2019-08-16,23155,A3M,A3M,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315511190819000000,1281343,2019-08-19,2019-08-20,2019-08-19
13728521190816190820,13728520190816190820,2,STARS,8:30:00,16:00:00,7:00:00,16:00:00,0.000100,23159,A3F,A3F,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315911190816000000,1280465,2019-08-16,2019-08-19,2019-08-16,23156,A3T,A3T,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315611190820000000,1282714,2019-08-20,2019-08-21,2019-08-20
13728621190816190821,13728620190816190821,2,STARS,8:30:00,16:00:00,7:00:00,16:00:00,0.000100,23159,A3F,A3F,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315911190816000000,1280465,2019-08-16,2019-08-19,2019-08-16,23157,A3W,A3W,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315711190821000000,1283593,2019-08-21,2019-08-22,2019-08-21
13728721190816190822,13728720190816190822,2,STARS,8:30:00,16:00:00,7:00:00,16:00:00,0.000100,23159,A3F,A3F,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315911190816000000,1280465,2019-08-16,2019-08-19,2019-08-16,23163,A4H,A4H,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12316311190822000000,1284472,2019-08-22,2019-08-23,2019-08-22
13728221190816190823,13728220190816190823,2,STARS,8:30:00,16:00:00,7:00:00,16:00:00,0.000100,23159,A3F,A3F,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315911190816000000,1280465,2019-08-16,2019-08-19,2019-08-16,29293,A1K,A1K,ATNV1,100.000000,0,FFSPNX,2017-07-24,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12929311190823000000,1260932,2019-08-23,2019-08-27,2019-08-23
13728321190816190830,13728320190816190830,2,STARS,8:30:00,16:00:00,7:00:00,16:00:00,0.000100,23159,A3F,A3F,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315911190816000000,1280465,2019-08-16,2019-08-19,2019-08-16,31251,A1L,A1L,ATNV1,100.000000,0,FFSPNX,2017-07-24,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,13125111190830000000,1272349,2019-08-30,2019-09-04,2019-08-30
13728021190816190906,13728020190816190906,2,STARS,8:30:00,16:00:00,7:00:00,16:00:00,0.000100,23159,A3F,A3F,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315911190816000000,1280465,2019-08-16,2019-08-19,2019-08-16,30798,A1I,A1I,ATNV1,100.000000,0,FFSPNX,2017-07-24,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,13079811190906000000,1277274,2019-09-06,2019-09-10,2019-09-06
13728121190816190913,13728120190816190913,2,STARS,8:30:00,16:00:00,7:00:00,16:00:00,0.000100,23159,A3F,A3F,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315911190816000000,1280465,2019-08-16,2019-08-19,2019-08-16,29795,A1J,A1J,ATNV1,100.000000,0,FFSPNX,2017-07-24,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12979511190913000000,1281742,2019-09-13,2019-09-17,2019-09-13
13727721190816190920,13727720190816190920,2,STARS,8:30:00,16:00:00,7:00:00,16:00:00,0.000100,23159,A3F,A3F,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315911190816000000,1280465,2019-08-16,2019-08-19,2019-08-16,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011190920000000,1136326,2019-09-20,2019-09-24,2019-09-20
13727821190816191220,13727820190816191220,2,STARS,8:30:00,16:00:00,7:00:00,16:00:00,0.000100,23159,A3F,A3F,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315911190816000000,1280465,2019-08-16,2019-08-19,2019-08-16,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011191220000000,1201125,2019-12-20,2019-12-24,2019-12-20
13727921190816200320,13727920190816200320,2,STARS,8:30:00,16:00:00,7:00:00,16:00:00,0.000100,23159,A3F,A3F,AKRE1,100.000000,0,FFSPNX,2017-03-10,9999-12-31,NDR,1,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,12315911190816000000,1280465,2019-08-16,2019-08-19,2019-08-16,6020,A1D,A1D,AD1,100.000000,0,FFSPSX,2014-11-04,9999-12-31,NDR,2,PHYS,BBG000C2V541,A,XNYS,Agilent Technologies Inc,Industrial,Electronics,Electronic Measur Instr,Common Stock,10602011200320000000,1266810,2020-03-20,2020-03-24,2020-03-20