Price Quote

FIBO-grounded class definition for this concept: properties, multiplicities, and source-column annotations. Per-dataset Mapping and Table blocks live on each dataset's Pure Model tab.

<<Lineage.parquetBacked>>
{Lineage.parquetPath = 'out/parquet/price_quote_eod/**/*.parquet', Lineage.fiboModule = 'MD', Lineage.fiboConcept = 'PriceQuote', Lineage.datasetTitle = 'End-of-Day Price Quotes'}
// Daily OHLC, VWAP, and volume per instrument per venue. Equities and listed instruments are quoted on their primary venue; OTC instruments use the XOFF sentinel.
Class fibo::md::PriceQuote
{
    // AsOfDate: The business date as of which a snapshot was taken (positions, prices, NAV, etc.).
    asOfDate : StrictDate[1];
    // InstrumentSurrogateID: Internal surrogate key uniquely identifying a financial instrument within this system. External identifiers (ISIN, CUSIP, FIGI) live in instrument_identifier.
    instrumentId : Integer[1];
    // MarketIdentifierCode: Four-letter ISO 10383 code uniquely identifying a trading venue (e.g., XNYS for NYSE, XLON for LSE).
    micCode : String[1];
    // OpenPrice: Price at the start of the trading session.
    openPrice : Decimal[0..1];
    // HighPrice: Highest traded price during the session.
    highPrice : Decimal[0..1];
    // LowPrice: Lowest traded price during the session.
    lowPrice : Decimal[0..1];
    // ClosePrice: Final traded price of the session, used for end-of-day valuation.
    closePrice : Decimal[1];
    // VWAP: Volume-Weighted Average Price — average traded price over a period, weighted by volume traded at each price.
    vwap : Decimal[0..1];
    // Volume: Number of units (shares, contracts) traded over the period.
    volume : Integer[0..1];
    // ISO4217CurrencyCode: Three-letter code (e.g., USD, EUR, JPY) that uniquely identifies a currency under ISO 4217.
    currencyCode : String[1];
    // Source: Origin of the data (vendor, system, internal calculation), used for lineage and quality assessment.
    source : String[0..1];
}