A party routes to exactly one source for each provider
Table of Contents
1. Summary
Each party has at most one active route for each provider. The route names the
source that serves the party. A development party routes Bloomberg to
bloomberg-sim. A prelive party routes Bloomberg to bloomberg-live. Both
sources run at once, and each party sees one stream.
2. Detail
2.1. The route
| Column | Meaning |
|---|---|
party_id, provider |
The subscription the route serves |
source_id |
The source that serves the party |
valid_from, valid_to |
The period of the route |
| Audit columns | A reason and a commentary for each change |
2.2. Why one source
If a party read two sources of one provider, it would hold two values for one instrument and have no rule to choose. The mapping and the series key are both per provider. A second source would collide. The party that wants two values takes two providers and uses a composite. See A composite attributes its use to the providers of its inputs.
2.3. What a route decides
- Which adapter's demand set holds the party's ids. See Demand drives what an adapter publishes.
- Which ticks the service stores for the party. See The ingest loop and the one pipeline.
- Which source is named on each observation. See A quote series is keyed by item, provider and party.
2.4. The default route
A new subscription routes to the default source of its provider. The catalogue marks one source of each provider as the default. A party administrator can change the route if the permission allows. See A source switch changes one route and nothing else.
2.5. Constraints
- The source must belong to the subscription's provider.
- The source must be
readyorserving, or the change is refused. - A route change is effective-dated and audited. It is never an edit in place.
3. See also
- The market data path: a public fixing, a curve, a report — the structure note that orders this cluster, and where to read this page in it.
- Market Data Architecture — the structure note that orders this cluster.
- A party takes a provider's feeds through a subscription — completes: the entitlement the route serves.
- A source switch changes one route and nothing else — completes: the change of a route in motion.
- A live and a simulated source differ only inside the adapter — exemplifies: development on simulated, prelive on live.