This file contains mappings and definitions for all instruments on primitive product-contracts (see What are Products and Contracts?) . Records contained in this file are mapped 1:1 to a cleared product-contract. Note that instruments have multple 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 orders to the Central Limit Order Book (CLOB)
block_mpsecid- For reporting off-exchange negotiated Block transactions to the Trade Reporting Engine
efp_mpsecid - For reporting off-exchange negotiated EFP 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