Add beta Futures data streams page - #4096
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Documents the generic front/second/third-month feed rotation methodology for the new commodities futures product (gold, silver, WTI oil, natural gas). Avoids exchange names and proprietary contract symbology per licensing guidance. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Mirrors the same risk consideration already documented for APAC Equities: each instrument is sourced from a single data provider with no cross-validation or fallback. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Schema and fields are settled, not subject to change, so the beta note now only flags access. Coverage wording no longer frames current availability as launch-specific, so the page doesn't need updating when it's no longer new. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Adds a Schema section (bid/ask/mid) matching the heading pattern used on other Data Streams product pages, states the 00:00:00 ET roll time per product spec, and clarifies that energy contracts are listed every month but liquidity concentrates in nearer maturities. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Names the v14 schema and lists its fields (mid, bid, ask, expiry_time, roll_date, lastSeenTimestampNs, marketStatus, contract_month) per the Lo Tech schema requirements. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
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- Drop "-month" from feed labels (front-month/second-month/third-month -> front/second/third) since the ordinal naming implied literal calendar-month spacing, contradicting the benchmark-cycle explanation for Gold/Silver - Rename WTI -> US Oil per Nora's naming guidance - Remove the specific 00:00:00 ET roll time, which is disputed internally (LO Tech/DSA still need to confirm exact timing) - Reframe the early-roll guidance around price volatility and liquidation risk near expiry, not just thin liquidity - Note that marketStatus reflects the primary exchange venue's current status, in Trading hours Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
…and confirmed roll timing - Add Brent to Coverage and the Energy grouping (WTI, Brent, NatGas, Gold, Silver ingestion confirmed in progress per Nora) - Add last_trading_day to the base schema field list (confirmed by Lo Tech) - Add a Continuous roll price fields section: price_notice_roll, price_goldman_roll (GSCI methodology), price_continuous_roll, and first_notice_date, plus a note on the planned current-business-day field pending finalization - Add confirmed roll timing: the switch happens right after the primary exchange's session close (e.g. ~17:00 ET for CME), not at a fixed midnight time as previously assumed Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Matches the US Oil / UK Oil naming pair already confirmed for this product (Jira OPDATA-8442: assetName "NY UKOIL / USD") instead of using the plain commodity name. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Same rule as everywhere else on this page: no exchange names. The CME reference slipped in when the exact roll-timing detail was added. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
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Summary
Notes for reviewers
report-schema-v14reference page exists yet in this repo, so the Schema section describes fields in prose rather than linking to a versioned schema page like other product pages do.Test plan