Make the futures provider actually runnable: norgate extra, volume=, and the port verification

README.md

@@ -23,6 +23,17 @@ moves every bar here.
 uv venv --python 3.11 && uv pip install -e ".[yahoo,dev]" "setuptools<81"
 ```
 
+On the **Windows futures producer**, add the `norgate` extra — nothing else pulls
+`norgatedata`, and without it `--domain futures` stops before it fetches:
+
+```bash
+uv pip install -e ".[yahoo,norgate,dev]" "setuptools<81"
+```
+
+Installing it elsewhere does not help. It drives a locally installed Norgate Data
+Updater rather than an API, and NDU is Windows-only, so every other machine reads
+a synced store instead of producing one.
+
 ## Use
 
 ```bash
@@ -151,6 +162,44 @@ silently substituting a vendor is what ADR-0006 forbids.
 The store root may share a parent folder with cotdata's, but the two must not
 share a `manifest.json`. Both producers do a read-modify-write on it.
 
+### On the Windows futures producer
+
+That box now runs **two producers**, so it needs **both** store variables set at
+once, pointing at **different roots**. This is new with the futures domain: until
+ADR-0007 moved bars here, `COTDATA_STORE` alone was the whole story.
+
+```cmd
+setx COTDATA_STORE    C:\Users\YourUsername\cotdata_store
+setx MARKETDATA_STORE C:\Users\YourUsername\marketdata_store
+```
+
+`setx` persists; plain `set` lasts only for the current Command Prompt, which is
+the usual reason a scheduled task cannot find a store an interactive shell could.
+Open a NEW prompt afterwards — `setx` does not affect the one you typed it in —
+and verify:
+
+```cmd
+echo %COTDATA_STORE%
+echo %MARKETDATA_STORE%
+marketdata-update --check
+```
+
+`--check` reads the manifest and no network, so it is the cheap confirmation that
+the variable points where you think. An unset variable is refused by name rather
+than defaulted, because a silent default would write a second store somewhere
+nobody looks.
+
+**Do not point them at one root.** Sharing a parent folder is fine and makes the
+pair easy to sync; sharing a root is not, because both packages keep a
+`manifest.json` at their root and each does a read-modify-write on it, so the two
+producers would eventually drop each other's entries.
+
+Python, virtualenv and Task Scheduler setup are identical to cotdata's and are
+not duplicated here — see
+[cotdata's Windows setup guide](https://github.com/mspinola/cotdata/blob/main/docs/WINDOWS_SETUP.md).
+The only marketdata-specific pieces are the `norgate` extra in **Install** above
+and the two variables here.
+
 ## Tests
 
 ```bash

docs/design.md

@@ -171,6 +171,44 @@ use — they read a **synced** one. That is the answer, not a temporary state:
 failing, and `--domain futures` on such a box explains why instead of raising
 `ModuleNotFoundError`.
 
+### Verified against cotdata, 2026-08-09
+
+Run on the Windows producer with `scripts/verify_against_cotdata.py`, against a
+cotdata store built by the original producer. **Every compared series identical,
+exit 0.**
+
+| 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. Exact
+equality, not a tolerance: the two producers drive the same Norgate install
+through two code paths, so any difference would have been a port bug rather than
+vendor disagreement.
+
+Two things worth recording beyond the verdict.
+
+**The reconstruction columns matched too, which was not expected.** Both
+producers reconstruct volume incrementally over their own store's history, so a
+fresh marketdata store recomputing 12,000 bars and a cotdata store that
+accumulated them over months looked like a legitimate source of drift. They agree
+exactly, and the reason holds generally: Norgate's historical individual-contract
+volumes are immutable and the algorithm is the same, so the incremental path
+converges on what a full recompute produces. `--strict-volume` is therefore
+usable rather than theoretical.
+
+**The first two runs found defects offline testing could not.** `--domain
+futures` stopped at the import guard because the `norgate` extra was never
+declared, and the reconstruction columns turned out to have no consumer-side
+`volume=` switch — the producer wrote them and nothing served them. Neither is
+visible to a test suite that cannot install the vendor or call the missing
+parameter. The comparison harness is what caught the second, by reporting which
+columns it had NOT compared instead of staying silent about them.
+
 ### What is NOT ported
 
 `MME` and `MFS` (MSCI EM and EAFE). Norgate carries no continuous series for

pyproject.toml

@@ -32,6 +32,13 @@ Issues = "https://github.com/mspinola/marketdata/issues"
 # history(auto_adjust=...) has changed across yfinance versions — see
 # docs/design.md. Verified against 1.5.2.
 yahoo = ["yfinance>=1.5.2"]
+# The futures producer, WINDOWS ONLY. The package installs anywhere, but it drives
+# a locally installed Norgate Data Updater rather than an API, and NDU exists for
+# Windows alone — so on a Mac or Linux box it imports fine and then has nothing to
+# talk to. That is why this is an extra rather than a dependency, and why the
+# provider guards the import and the service separately: a missing package and a
+# stopped NDU are different problems with different fixes.
+norgate = ["norgatedata"]
 dev = ["pytest>=7", "ruff==0.15.22"]
 
 [project.scripts]