Erick --

The military service file you seem to should state dates and places involved with this soldier's capture, imprisonment and exchange. For instance, it should state that prisoners were moved to New Orleans from Ship Island on April 28th. From there they were transported by steamship to Vicksburg, and released on exchange at Camp Townsend.

Here is a history of the 1st Mississippi Artillery --

http://mississippiscv.org/MS_Units/1st_mississippi_light_artillery.htm