The source kind
Table of Contents
1. Summary
A source is one adapter instance of a provider. Its kind is a reference data
code: live, replay, test, simulated or derived. The kind lives on the
source and nowhere else. A person can read it. The pipeline never branches on
it. See No code path may behave differently because a source is simulated.
2. Detail
2.1. The vocabulary
| Code | Meaning |
|---|---|
live |
The adapter reads the real vendor. |
replay |
The adapter replays recorded vendor ticks. |
test |
The adapter is a vendor-supplied test environment or a harness. |
simulated |
The adapter generates values. |
derived |
The service computes the values from other series. A composite is an internal source of this kind. |
The model is projects/ores.refdata/modeling/ores.refdata.source_kind.org. The
column on the source is validated against the table. A new code is a data
change and not a code change.
2.2. What a source row holds
A source has an id, a readable name such as bloomberg-sim, a provider, a kind,
and an optional rate card. The name is a label. No code parses it.
2.3. How the kind reaches a reader
- A source screen shows the kind as a badge.
- An observation records its
source_id, so the series page can show where each value came from. - A series does not carry the kind. A series is keyed by provider and not by source, so one series can hold values from more than one source over time. See A quote series is keyed by item, provider and party and A source switch changes one route and nothing else.
2.4. How it differs from derivation_kind
source_kind says what kind of adapter produced a value. derivation_kind says
whether a stored series is observed or computed by a mechanism such as
IR_CURVE_BOOTSTRAP. The two are independent. A curve that a bootstrap computed
from simulated quotes is derived by one axis and simulated by the other.
3. See also
- Market Data Architecture — the structure note that orders this cluster.
- No code path may behave differently because a source is simulated — completes: the rule for how the kind may be used.
- Every source belongs to a provider in the catalogue — completes: the provider that owns the source.
- Derivation Kind — completes: the sibling axis of observed against computed.
- ores.refdata — the component the vocabulary lives in.