fix(ml): add stype_in=Parent for Databento .FUT symbol downloads
The download binary was using the default SType::RawSymbol which returned empty DBN files (95 bytes) for parent symbols like ES.FUT. Adding SType::Parent resolves the symbol mapping. Also adjusted end date to 2026-02-22 (latest available data). Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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@@ -10,7 +10,7 @@
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name = "futures-baseline"
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description = "CME futures baseline: 4 symbols, 730 days, OHLCV-1m"
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date_range_start = "2024-03-01"
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date_range_end = "2026-02-23"
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date_range_end = "2026-02-22"
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bar_size = "1m"
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databento_dataset = "GLBX.MDP3"
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databento_schema = "ohlcv-1m"
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@@ -22,7 +22,7 @@ use clap::Parser;
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use databento::historical::timeseries::GetRangeToFileParams;
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use databento::historical::DateTimeRange;
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use databento::HistoricalClient;
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use dbn::Schema;
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use dbn::{Schema, SType};
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use serde::Deserialize;
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use std::env;
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use std::fs;
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@@ -210,6 +210,7 @@ async fn download_quarter(
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.dataset(dataset.to_string())
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.symbols(vec![symbol.to_string()])
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.schema(Schema::Ohlcv1M)
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.stype_in(SType::Parent)
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.date_time_range(dt_range)
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.path(file_path.clone())
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.build();
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