Build an index pricing catalogue that distinguishes reference indices from the derivatives and broker symbols linked to them.
Record the underlying index family, source identifier, calculation variant and instrument type. A consumer should be able to determine whether it sees an index value, a futures quote or a broker CFD without guessing from a short symbol.
Plan session and holiday metadata per market. Do not forward-fill one index indiscriminately when another is open; expose closed status and observation age so applications can interpret cross-market screens correctly.
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.
| 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. |
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.