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Mark DX as not-on-databento (ICE product), add Yahoo fallback - #61

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dx-not-on-databento
Jul 26, 2026
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mspinola merged 1 commit into
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dx-not-on-databento

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DX (US Dollar Index) trades on ICE, not CME Globex, so databento's GLBX.MDP3 has no series for it. Because databento defaults to the internal symbol, the producer queried DX.n.0 on GLBX and got empty results across every paged window: no ohlcv file, a hollow DX.n.0:statistics manifest marker (last_date advanced, n_rows=None), and a re-scan-empty on every future run.

Surfaced while checking the databento backfill (36/41 done): DX was the one "partial" symbol with statistics-but-no-ohlcv, both empty.

Fix:

  • databento: null so the producer skips DX (same as the ICE softs SB/CT/CC/...).
  • yahoo: DX-Y.NYB (cash DXY) as the cross-platform fallback. DX=F returns empty on Yahoo; DX-Y.NYB verified live (last=2026-07-24, close 101.47).
  • Norgate still serves DX for local research (unchanged).

Verified: DX resolves databento=None, and the databento target list drops 41 -> 40 with DX excluded. test_registry.py green (27).

Independent of #40 (touches registry.yaml only, no overlap with the ingest paging).

🤖 Generated with Claude Code

DX (US Dollar Index) trades on ICE, not CME Globex, so databento's GLBX.MDP3
carries no series for it. But `databento` defaults to the internal symbol, so
the producer queried `DX.n.0` on GLBX and got empty results across every paged
window, leaving no ohlcv file and a hollow statistics manifest marker, and it
would re-scan DX empty on every future run.

Set `databento: null` so the databento producer skips DX (mirrors the ICE
softs), and add `yahoo: DX-Y.NYB` (cash DXY) as the cross-platform fallback,
since Yahoo has no working DX futures ticker (DX=F returns empty; DX-Y.NYB
verified live). Norgate still serves DX for local research.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
@mspinola
mspinola merged commit c03bb50 into main Jul 26, 2026
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mspinola deleted the dx-not-on-databento branch July 26, 2026 22:13
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