💰 Market Data Price

Guide for End-of-Day (EOD) pricing data and queries in the MAF OA system.

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Quick Overview

The system provides EOD pricing with three query modes:

• 🏦 Internal Prices — Prices from your database
• 📊 External Prices — Prices from MAF (Markit Attribution Finance)
• 🔗 Combined Queries — Internal first, then fallback to external

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📈 EOD Price Data

Key Fields

Field	Type	Example	Purpose
mdp_id	int	1	Link to Market Data Product
mdi_id	int	5	Link to Market Data Instrument
price_date	date	2025-01-09	EOD date (YYYY-MM-DD)
close	decimal	26.00	Closing price
open	decimal	25.50	Opening price
high	decimal	26.75	Daily high
low	decimal	25.25	Daily low
volume	int	1500000	Trading volume
source	enum	MAF	Source system
source_market_data_product_id	string	10123	External product ID

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Example Prices

📊 Internal EOD Price

{
  "mdp_id": 1,
  "mdi_id": 5,
  "price_date": "2025-01-09",
  "open": 25.50,
  "high": 26.75,
  "low": 25.25,
  "close": 26.00,
  "volume": 1500000
}

🏦 MAF External Price

{
  "mdp_id": 1,
  "price_date": "2025-01-09",
  "open": 25.48,
  "high": 26.72,
  "low": 25.20,
  "close": 25.95,
  "source": "MAF",
  "source_market_data_product_id": "10123"
}

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🎛️ Query Modes

Choose one mode for each query:

Mode	Behavior	Use Case
internal	Internal prices only; fail if not found	Regulatory/audit requirements
external	MAF prices only	Market comparison, public benchmarking
combine	Try internal first, fallback to MAF	Recommended — best of both

Query Example

Query LNG Dec-2025 (Jan 2025)

{
  "rows": [
    {
      "mdp_id": 1,
      "contract_term": "2512",
      "source": "MAF"
    }
  ],
  "query_mode": "combine",
  "start_date": "2025-01-01",
  "end_date": "2025-01-31"
}

Get All Instruments for Product

{
  "mdp_id": 1,
  "start_date": "2025-01-01",
  "end_date": "2025-01-31"
}

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🔌 API Endpoints

Method	Endpoint	Purpose
POST	/marketdata/eod/select_range	Query EOD prices over date range
POST	/marketdata/eod/select_all	Get all instruments for a product
POST	/marketdata/eod/insert	Insert new EOD prices
POST	/marketdata/eod/update	Update existing prices
POST	/marketdata/eod/delete	Delete prices

Note: select_all uses internal prices only; no MAF fallback.

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📋 Best Practices

When Querying

1. ✅ Specify Query Mode — Choose internal, external, or combine based on your needs
2. ✅ Cache Aggressively — EOD prices are immutable; cache for 24+ hours
3. ✅ Handle Gaps — Not all instruments have prices for all dates
4. ✅ Use Contract Terms — For futures/options, specify contract_term to avoid ambiguity
5. ✅ Respect Tenant Scope — Your tenant_id filters all queries automatically

When Inserting/Updating

1. ✅ Validate Instruments — Ensure mdp_id and mdi_id exist before insert
2. ✅ Use Consistent Dates — Format all dates as YYYY-MM-DD
3. ✅ Document Changes — All inserts/updates are audit-logged automatically
4. ✅ Reconcile with MAF — Compare internal vs. external prices regularly

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🔄 Data Corrections & Backfilling

Operation	Endpoint	Use Case
Backfill	POST /insert	Add historical prices
Correct	POST /update	Fix erroneous prices
Remove	POST /delete	Delete outdated records

All changes are audit-logged with created_by, updated_by, and timestamps.

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📊 Source Comparison

Aspect	Internal	MAF (External)
Latency	Real-time	15-30 min post-close
Coverage	Your data only	Market-wide
Accuracy	Source of truth	Vendor-dependent
Use for	Compliance, audit	Benchmarking, reconciliation
Fallback	Manual reconciliation	Use internal as primary

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⏰ Time Handling

• Format: YYYY-MM-DD (date only, no time)
• Timezone: Market close time in product's local TZ
• Scope: EOD prices only; intraday data not supported

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📚 Related Documentation

• Market Data — Product and instrument definitions
• Code: See app/model/market_models/ for Pydantic models
• ORM: See app/infra/orm/market_orms/ for database schemas
• Services: See app/service/market_services/ for business logic

❓ Support

• EOD Queries → Data Team
• MAF Integration → External Data Team
• API Issues → Backend Team
• Permissions → Tenant Admin