Task: Document the market data path

Table of Contents

This page documents a task in the Rework the market data feeds into a market data service with adapters — the remaining work story. It captures the goal, current status, acceptance, and any notes or results.

1. Goal

A reader follows a single path from a public provider through generation, subscription, a curve recipe, its publication and a report, with the oresmd identity stated at every hop.

2. Status

Field Value
State DONE
Parent story Rework the market data feeds into a market data service with adapters — the remaining work
Now Nothing.
Waiting on Nothing.
Next Nothing.
Last touched 2026-10-28

3. Acceptance

  • One hub note links the stages, with a diagram, and each stage names its records, its oresmd identity, its permission and its screen or command.
  • The Frankfurter provider and the fixings that seed the stochastic processes are documented from the in-flight prime origin work, without duplicating it.
  • The existing notes are reconciled: stale names fixed, register rows added, and every gap recorded rather than smoothed over.

4. Plan

(Implementation strategy. Written when work starts; key decisions are distilled into the parent story's * Decisions at close, but the plan itself stays — it is the historical record of what we did.)

5. Measurements

Every number this task claims about a tree, with the command that produced it and the commit it was measured at. A number without both is not a measurement, because a clean-up record describes a tree and trunk moves under a branch: a consumer count, a gate's component count and a suite's size all change with no code changing, and the reader of a bare number cannot tell which tree it came from. Where the raw output matters, put it in an evidence/ file beside the task and name that file in the Command column.

What Value Command Commit
       

6. Notes

7. Test Scenarios

Manual QA scenarios (scaffolded via compass add test_scenario) that verify this task. Link new ones here as they're created; the scenario doc itself links back via its "Verifies task" field.

Scenario State Notes
     

8. PRs

PR Title
#4041 [doc] Document the target state of market data provenance

9. Review

Comment summary File Decision Notes
       

10. Result

The documentation is signed off and delivered as two target-state documents.

  • Tracking market data identity from fixing to report states the target: identities that distinguish observed, generated, derived and published data, lineage that connects them, and reports that reference published curves through the publish record and the as-of. It names the three changes that reach the state: the report's market binding, the removal of the ORE spelling from the runtime, and the creation of the output series.
  • Bootstrapping a curve: from quotes to a published set states the construction: the recipe, the named quotes, the dates, the solve, the six checks, the candidate and the publication. It names four changes: the named series, the validation operation, the cubic spline, and the output series.
  • The settled decision A pillar names the market series it reads and its migration task Name a curve pillar's market series are carried on the branch.
  • Both documents are structure notes: registered in the knowledge index, linked from the market data hub and from each other, 24 structure notes with their back-links, and the service patterns they use name them in turn.
  • The tenor architecture's stale paragraphs are corrected: the config no longer claims a source series, and the pillar names its series rather than composing it.
  • The public-source and calibration notes document the Frankfurter route at the path level; the in-flight loader design remains prime origin's work and is linked, not duplicated.

Evidence: compass lint clean; link_structure_notes –check passes for 24 notes; check_pattern_uses passes; every id link resolves; both pages render at the site preview.

Open: the target changes are documented, not implemented.

Emacs 29.3 (Org mode 9.6.15)