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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
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_INSTRUMENTS.CSV (Latest)

OPC_INSTRUMENTS.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
efp_mpsecidinteger20Market place security identifier that uniquely defines an exchange futures for physicals (EFP) instrument available for bilateral trade reporting
instrument_type_idinteger1

Identifier for type of tradable instrument

1 = SSF

instrument_typestring10

Description for type of tradable instrument

SSF = Single Stock Future

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

product_id

integer20Exchange-assigned numeric product identifier
product_symbolstring6Alphabetic product identifier assigned by the exchange
clearing_symbolstring6Alphabetic product identifier assigned by the exchange's clearing house
regulatory_symbolstring5Alphabetic product identifier assigned by the exchange's regulatory agency
product_multiplierdecimal12,6Specifies the number of units of the underlying per contract
is_cainteger1

Determines whether a product is a result of a corporate action

1 = True
0 = False

cfi_codestring6Classification of financial instrument code used to identify the product
listing_datedate
Date the product is first listed at the exchange
delisting_datedate
Date the product listing is removed from the exchange
dividend_exposurestring10

Short-code for identifying a product's dividend exposure

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

delivery_offset_daysinteger2Number of business days between a contract's expiration and delivery dates
delivery_typestring10

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

CASH = Cash Delivery
PHYS = Physical Delivery

component_id_bb_globalstring12Bloomberg-assigned 12-digit alpha-numeric identifier covering active and non-active securities
component_symbolstring10Security symbol for the primary component of a product
component_id_mic_prim_exchstring4Primary exchange MIC code for the primary component of a product
component_namestring100Security name for the primary component of a product
component_industry_sectorstring100Security symbol for the primary component of a product
component_industry_groupstring100Primary exchange MIC code for the primary component of a product
component_industry_subgroupstring100Security name for the primary component of a product
component_security_typestring50Security type for the primary component of a product
contract_idinteger20Exchange-assigned numeric contract identifier
last_trading_datedate
The last date the contract is available for trading. This date is equal to the expiration_date, unless the contract is terminated early.
delivery_datedate
Date the contract is taken to delivery
expiration_datedate
Date the contract expires
Sample
mpsecid,block_mpsecid,efp_mpsecid,instrument_type_id,instrument_type,clob_open,clob_close,tre_open,tre_close,minimum_tick_increment,product_id,product_symbol,clearing_symbol,regulatory_symbol,product_multiplier,is_ca,cfi_code,listing_date,delisting_date,dividend_exposure,delivery_offset_days,delivery_type,component_id_bb_global,component_symbol,component_id_mic_prim_exch,component_name,component_industry_sector,component_industry_group,component_industry_subgroup,component_security_type,contract_id,last_trading_date,delivery_date,expiration_date
10602011190816000000,10602012190816000000,10602013190816000000,1,SSF,8:30:00,15:00:00,7:00:00,16:00:00,0.010000,6020,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,1246847,2019-08-16,2019-08-20,2019-08-16
10602011190920000000,10602012190920000000,10602013190920000000,1,SSF,8:30:00,15:00:00,7:00:00,16:00:00,0.010000,6020,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,1136326,2019-09-20,2019-09-24,2019-09-20
10602011191220000000,10602012191220000000,10602013191220000000,1,SSF,8:30:00,15:00:00,7:00:00,16:00:00,0.010000,6020,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,1201125,2019-12-20,2019-12-24,2019-12-20
10602011200320000000,10602012200320000000,10602013200320000000,1,SSF,8:30:00,15:00:00,7:00:00,16:00:00,0.010000,6020,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,1266810,2020-03-20,2020-03-24,2020-03-20
13079811190906000000,13079812190906000000,13079813190906000000,1,SSF,8:30:00,15:00:00,7:00:00,16:00:00,0.010000,30798,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,1277274,2019-09-06,2019-09-10,2019-09-06
12979511190913000000,12979512190913000000,12979513190913000000,1,SSF,8:30:00,15:00:00,7:00:00,16:00:00,0.010000,29795,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,1281742,2019-09-13,2019-09-17,2019-09-13
12929311190823000000,12929312190823000000,12929313190823000000,1,SSF,8:30:00,15:00:00,7:00:00,16:00:00,0.010000,29293,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,1260932,2019-08-23,2019-08-27,2019-08-23
13125111190830000000,13125112190830000000,13125113190830000000,1,SSF,8:30:00,15:00:00,7:00:00,16:00:00,0.010000,31251,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,1272349,2019-08-30,2019-09-04,2019-08-30
12315911190816000000,12315912190816000000,12315913190816000000,1,SSF,8:30:00,15:00:00,7:00:00,16:00:00,0.010000,23159,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,1280465,2019-08-16,2019-08-19,2019-08-16
12315511190819000000,12315512190819000000,12315513190819000000,1,SSF,8:30:00,15:00:00,7:00:00,16:00:00,0.010000,23155,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,1281343,2019-08-19,2019-08-20,2019-08-19
12315611190820000000,12315612190820000000,12315613190820000000,1,SSF,8:30:00,15:00:00,7:00:00,16:00:00,0.010000,23156,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,1282714,2019-08-20,2019-08-21,2019-08-20
12315711190821000000,12315712190821000000,12315713190821000000,1,SSF,8:30:00,15:00:00,7:00:00,16:00:00,0.010000,23157,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,1283593,2019-08-21,2019-08-22,2019-08-21
12316411190823000000,12316412190823000000,12316413190823000000,1,SSF,8:30:00,15:00:00,7:00:00,16:00:00,0.010000,23164,A4F,A4F,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,1285351,2019-08-23,2019-08-26,2019-08-23
12316311190822000000,12316312190822000000,12316313190822000000,1,SSF,8:30:00,15:00:00,7:00:00,16:00:00,0.010000,23163,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,1284472,2019-08-22,2019-08-23,2019-08-22