Connecting Market Data to Quantin Market Vision

Market Vision combines structured and unstructured observations into a consistent view of market conditions. Reliable results begin with disciplined data contracts rather than the number of feeds connected.

Select sources by decision value

Connect data that can change a defined decision. Common source groups include price and volume, corporate fundamentals, macroeconomic releases, news, filings, and carefully governed alternative data. Each source should have a documented use case and owner.

Create a source contract

• Instrument identity: stable identifiers and mapping rules.
• Event time: when the observation occurred.
• Availability time: when the system could first access it.
• Revision policy: whether historical values may change.
• Quality status: missing, delayed, corrected, or verified.

Normalize without erasing meaning

Convert formats, currencies, time zones, and frequencies into consistent representations while retaining the original fields. Market Vision should be able to trace a normalized value back to its raw observation.

Align information in time

Use availability time for research and live decisions. A figure published after market close must not appear in a morning decision. For revised economic series, retain vintages so historical evaluation sees only what was known at the time.

Build derived observations

Returns, volatility, liquidity measures, event sentiment, and regime indicators should include their calculation window and dependencies. Derived features need the same lineage and freshness standards as raw sources.

Validate the connection

1. Replay a known market session.
2. Confirm identifiers and timestamps.
3. Inject missing and delayed observations.
4. Verify that stale data changes the workflow status.
5. Compare live and historical feature calculations.

A smaller set of traceable, point-in-time-correct sources is more valuable than a large feed catalog that cannot be audited.