Identity before labels
Map using contract attributes such as asset, venue, currency, expiry and product type. Text similarity alone can join an index reference to a CFD or confuse two futures months; require an approved mapping record.
Market data · deployment planning
Symbol Mapping for Market Data
Symbol mapping reconciles source identifiers with stable internal instruments and consumer-specific aliases.
Change control
Version the mapping and review additions, removals and precision changes before deployment. Test unknown identifiers and renamed symbols explicitly; an unmapped update should raise a visible event rather than being assigned to the closest label.
Requirements to confirm
- Canonical instrument attributes
- Source and consumer aliases
- Versioned approval history
- Unknown and renamed-symbol handling
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
Symbol Mapping for Market Data: what to agree before connecting
| Input identity | Record approved sources, instrument definitions and symbol mappings. |
|---|---|
| Selection policy | Agree primary/backup, aggregation or distribution rules for each relevant consumer. |
| Health signals | Define freshness, source status, outlier handling and recovery thresholds. |
| Operational evidence | Retain policy versions, source changes and the reason for fallback or rejection. |
Treat source health as a per-instrument decision
A production workflow for your instrument universe needs explicit rules for admitting, selecting and excluding inputs. Normalize definitions before comparing prices. A source that remains connected can still be stale for an individual instrument; expose that distinction in operations.
What to test
- Remove the primary input and observe the documented recovery state.
- Keep a connection open while stopping updates for one symbol.
- Verify that source changes are visible in operational records.