Story: Gather each trade set and its market data — the remaining work
Table of Contents
This page documents a story in Sprint 29, carried unfinished from Sprint 28 at close. It captures the goal, current status, acceptance criteria, and the tasks that compose it.
1. Goal
Partition a report's trade population into trade sets and record them against the run, export one trade set as an archive and map it into the ORE portfolio, resolve and export each set's market data at its as-of, hand each configuration to its owner by id at an as-of, and assemble the package only when every declared input is present.
2. Status
| Field | Value |
|---|---|
| State | DONE |
| Parent sprint | Sprint 29 |
| Now | Nothing. |
| Waiting on | Nothing. |
| Next | Nothing. |
| Last touched | 2026-11-08 |
3. Acceptance
The story closes on the tasks it finished:
- A report's package carries no market data for its own as-of date.
4. Tasks
| Task | State | Start | End | Description |
|---|---|---|---|---|
| A report's package carries no market data for its own as-of date | DONE | 2026-10-25 | 2026-10-25 | A report run failed with 'Failed to build market: There are no quotes available for date October 23rd, 2026'. The market data the chain gathered and put in the package does not cover the run's as-of date, so PRICING, PARAMETRIC_VAR and SA_CCR all failed on the same missing quotes. The as-of date the run uses and the vintage the gather selects have to agree, or the package has to carry the date it does have and the run must use that. |
5. Decisions
- Split from Gather each trade set and its market data on 2026-10-24 at sprint 28 close. The acceptance above is copied from that story; its done tasks are recorded there.
- Closed on 2026-11-08 at sprint 29 close with its done tasks. The open tasks and the original acceptance moved to Gather each trade set and its market data — the remaining work.