ores.marketdata.core

ores.marketdata.core manages market data for ORE Studio: time series of market observations (prices, rates, fixings), series metadata, and import from external sources. It exposes NATS handlers for querying and importing market data, and provides the data used by ores.reporting.core when constructing ORE market data files for risk runs.

• NATS request messages for market series, observation, and fixing queries.
• External market data imported via import_service (CSV, API feeds).
• PostgreSQL connections to ores_marketdata_* tables.

• Market series, observation, and fixing records persisted to the ores_marketdata schema.
• NATS response messages returned to callers.

• include/ores.marketdata.core/messaging/registrar.hpp — registers handlers.
• include/ores.marketdata.core/service/ — series, observation, fixing, import services.

• ores.marketdata.api — shared domain types and NATS protocol schemas.
• ores.dq, ores.iam.core, rfl, soci, nats.c.

• ores.marketdata.api — protocol types and domain entities.
• ores.marketdata.service — NATS service entrypoint.