An index reference, a futures contract and a broker SPX500 CFD can differ in price, sessions and rights. Keep those identifiers separate; also confirm the requested index calculation variant rather than assuming every series represents the same return basis.
Integration evidence
Test source timestamps, session transitions and historical continuity for the selected instrument. Display and redistribution rights are defined by the relevant source agreement; no publisher endorsement or data license is implied here.
Requirements to confirm
Reference or derivative identity
Calculation variant
Session and historical coverage
Source agreement and usage scope
Bring the proposed instrument list, source documentation and consumer workflow to a technical discussion. The agreed integration specification defines coverage, fields, usage permissions and acceptance tests.
Integration brief
S&P 500 Market Data: what to agree before connecting
Instrument scope
Identify the exact underlying, source identifier, quote currency and intended use.
Consumer workflow
List trading platforms, charts, risk tools and applications that need the output.
Delivery contract
Agree protocol, quote fields, timestamps, source status and recovery behaviour.
Production review
Confirm source rights, integration ownership, test evidence and commercial scope.
Begin with a consumer and instrument inventory
For index instruments, define who consumes the prices and what each system needs to reconstruct a usable quote. An application dashboard, broker platform and historical process can require different delivery rules even when they share one normalized instrument model.
What to test
Compare instrument definitions before combining or substituting sources.
Exercise disconnects and confirm the status presented to each consumer.
Review results with the source, adapter and consuming application owners.