Story: Market data subsystem

Table of Contents

This page documents a story in Sprint 16. It captures the goal, current status, acceptance criteria, and the tasks that compose it.

Goal

ORE market data file types parser + serializer; market data domain model with DB schema + C++ CDM; ORE key decomposition + database repository; market data service layer; Market Data MDI UI.

Status

Field Value
State DONE
Parent sprint Sprint 16
Now Completed 2026-04-01.
Waiting on None.
Next None.
Last touched 2026-04-01

Acceptance

  • All tasks complete; PR-by-PR breakdown in git log.

Tasks

Task State Start End Description
Add ORE market data file types DONE 2026-05-20 2026-04-01 Phase 1: market_datum + fixing structs; parser; serializer; comprehensive round-trip tests; both date formats supported in both file types; date parsing/formatting in ores.platform; comma-delimited file handling.
ORE market data domain model — DB schema and C++ CDM DONE 2026-05-20 2026-04-01 Phase 1 + 2: ores.marketdata.api C++ CDM with market series + observations + fixings; PostgreSQL + TimescaleDB schema with bitemporal history + multi-tenancy; soft-delete via BEFORE DELETE triggers replacing rules.
Market Data MDI UI DONE 2026-05-20 2026-04-01 Phase 6: market data browsing UI — list views for market series + index fixings; detailed time-series views for observations + fixing history; MarketDataController; case-sensitivity fix in asset class filter.
Market data service layer DONE 2026-05-20 2026-04-01 Phase 5: ores.marketdata.service component with NATS messaging protocols + handlers + service logic for managing market series, observations, fixings; import service for ORE-formatted data files.
ORE key decomposition and database repository DONE 2026-05-20 2026-04-01 Phase 3 + 4: ores.marketdata.core project with database entities + mappers + repositories; series_key_registry structures ORE keys for lossless reconstruction.

Decisions

Final v0 sprint
capture everything landed under v0 honestly; this is the closing chapter of v0.

Out of scope

  • Anything explicitly carried forward to v1.

See also

None.

Emacs 29.1 (Org mode 9.6.6)