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.