Record the Windows verification of the marketdata futures port

[mspinola]

Description

Follow-up to #103 (merged), which shipped the marketdata futures provider and left docs/handoffs/2026-08-08-adr7-step2-provider-shipped.md §7 reading "Not yet run against real Norgate" with the first commands for whoever picked it up.

It has now run, on the Windows producer. §7 carries the result instead of the instruction.

Docs only — no cotdata code changes, same as #103.

The verdict

marketdata/scripts/verify_against_cotdata.py against a cotdata store built by the original producer:

symbol	rows per tier	passthrough	reconstruction
ES	7,279	identical	identical
CL	10,887	identical	identical
GC	12,156	identical	identical
ZS	12,271	identical	identical
DC	7,299	identical	identical

49,892 rows per tier, both tiers, plus contract specs for all five, exit 0. Exact equality, not a tolerance — both producers drive the same Norgate install through two code paths, so any difference would have been a port bug rather than vendor disagreement. Symbols span an index, an energy, a metal, and the two markets whose backadj history goes non-positive.

That is what §7.5 needs before cotdata's price code is deleted, and it was obtainable only while both halves exist. It is on the record now, so the deletion no longer waits on it.

What the real box found that the offline suite could not

Two defects, on the first two contacts, and the pattern matters more than either:

1. --domain futures stopped at the import guard. The provider was ported without its dependency — cotdata declares norgate = ["norgatedata"] and marketdata had no such extra, so nothing installed it.
2. get_bars had no volume= parameter. The producer half of volume reconstruction was ported and the consumer half was not, so the columns were written and nothing served them. npf's ml/labels.py:50 passes volume= through, so a repointed call would have raised TypeError.

Neither is visible to a suite that cannot install the vendor or call a parameter that does not exist. §7 states the consequence for the remaining steps: offline green says nothing about the producer box, and each repoint in §7.4/§7.5 should be exercised there before it is called done.

The second was caught only because the harness was changed to report the columns it had not compared. It had been printing reconstruction columns solely when they differed, so "compared and identical" and "never compared" rendered as the same silence.

One expectation this corrected

The reconstruction columns were expected to drift, since each producer reconstructs incrementally over its own store's history and marketdata's was fresh where cotdata's had months of accumulation. They agree exactly: Norgate's historical individual-contract volumes are immutable and the algorithm is identical, so the incremental path converges on what a full recompute produces.

Fixes # (issue) — n/a, this executes crucible-stack ADR-0007 via docs/handoffs/2026-08-04-adr7-step2-price-producer-split.md.

Type of change

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
• This change requires a documentation update — it is the documentation

Checklist:

• My code follows the style guidelines of this project
• I have performed a self-review of my own code
• I have commented my code, particularly in hard-to-understand areas
• I have made corresponding changes to the documentation
• My changes generate no new warnings
• I have run tests (e.g. pytest) and they pass locally — 119 pass in marketdata; no cotdata code changed
• Any dependent changes have been merged and published in downstream modules — Norgate futures provider (ADR-0007 step 2) marketdata#7 is open; no consumer is repointed yet

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