They took from the central Metropolitan Cathedral to the northern Basilica of Guadalupe.
The demonstrators, among them congressman César Camacho, a member of the ruling Institutional Revolutionary Pary (PRI) and Carmen Salinas, actress and legislator, handed leaftlets to passerby.
They are supported by dissident teachers.
Up to 6 million of the certificates will be awarded in the first auction via 20-year contracts that seek to produce up to 2,500 megawatts of additional power generation from clean sources like wind or solar.
The mothers of the missing students say that they are still alive.
They will hold a rally in the Monument to Benito Juárez.
They arrived from different areas on board 385 buses.
They will be in charge of surveillance and security.
Around 18,000 participated in the march according to the authorities.
The march is causing chaos in the city.