ORE Studio 0.0.4
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market_observation.hpp
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
2 *
3 * Copyright (C) 2026 Marco Craveiro <marco.craveiro@gmail.com>
4 *
5 * This program is free software; you can redistribute it and/or modify it under
6 * the terms of the GNU General Public License as published by the Free Software
7 * Foundation; either version 3 of the License, or (at your option) any later
8 * version.
9 *
10 * This program is distributed in the hope that it will be useful, but WITHOUT
11 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
12 * FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
13 * details.
14 *
15 * You should have received a copy of the GNU General Public License along with
16 * this program; if not, write to the Free Software Foundation, Inc., 51
17 * Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
18 *
19 */
20#ifndef ORES_MARKETDATA_API_DOMAIN_MARKET_OBSERVATION_HPP
21#define ORES_MARKETDATA_API_DOMAIN_MARKET_OBSERVATION_HPP
22
23#include <chrono>
24#include <optional>
25#include <string>
26#include <boost/uuid/uuid.hpp>
27#include "ores.utility/uuid/tenant_id.hpp"
28
29namespace ores::marketdata::domain {
30
43struct market_observation final {
47 boost::uuids::uuid id{};
48
53
57 boost::uuids::uuid series_id{};
58
62 std::chrono::year_month_day observation_date;
63
71 std::optional<std::string> point_id;
72
76 std::string value;
77
81 std::optional<std::string> source;
82
88 std::chrono::system_clock::time_point recorded_at;
89};
90
91}
92
93#endif
A single value on a market series at a specific date and tenor point.
Definition market_observation.hpp:43
boost::uuids::uuid series_id
Foreign key to the parent market_series.
Definition market_observation.hpp:57
std::string value
The observed market value as a string (e.g. "0.034567").
Definition market_observation.hpp:76
std::chrono::year_month_day observation_date
Financial valid-time: the date the market was observed.
Definition market_observation.hpp:62
std::chrono::system_clock::time_point recorded_at
Transaction time: when this row was inserted into the system.
Definition market_observation.hpp:88
std::optional< std::string > source
Optional data source identifier (e.g. "BLOOMBERG", "REUTERS").
Definition market_observation.hpp:81
std::optional< std::string > point_id
Tenor or surface coordinate for term structure series.
Definition market_observation.hpp:71
utility::uuid::tenant_id tenant_id
Tenant identifier for multi-tenancy isolation.
Definition market_observation.hpp:52
A strongly-typed wrapper around a UUID representing a tenant identifier.
Definition tenant_id.hpp:66
static tenant_id system()
Creates a tenant_id representing the system tenant.
Definition tenant_id.cpp:41