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Since the fatal shooting of Salgado, the Mexican government has been expressing its frustration with the Trump administration.
President Claudia Sheinbaum said on Wednesday that it was time to "go further than diplomatic notes".
Velasco said that he had been instructed directly by Sheinbaum to file the complaints and that their aim was to have the deaths of Mexicans in ICE custody or operations investigated "as criminal matters".
According to the minister, the Mexican government also plans to launch civil cases against companies which manage US detentions centres where 14 of its nationals died.