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
The file is published daily at 22:00 CT for the next business date
The file is comma separated value (CSV) with column headers in the first row