From ccc917588d3ec422776dc61bab53c6b3d88b36b8 Mon Sep 17 00:00:00 2001
From: jgrusewski <jgrusewski@localhost>
Date: Mon, 23 Feb 2026 20:02:38 +0100
Subject: [PATCH] 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>
---
 config/universe-futures-baseline.toml | 2 +-
 ml/examples/download_baseline.rs      | 3 ++-
 2 files changed, 3 insertions(+), 2 deletions(-)

diff --git a/config/universe-futures-baseline.toml b/config/universe-futures-baseline.toml
index a1d26223e..6ff979e19 100644
--- a/config/universe-futures-baseline.toml
+++ b/config/universe-futures-baseline.toml
@@ -10,7 +10,7 @@
 name = "futures-baseline"
 description = "CME futures baseline: 4 symbols, 730 days, OHLCV-1m"
 date_range_start = "2024-03-01"
-date_range_end = "2026-02-23"
+date_range_end = "2026-02-22"
 bar_size = "1m"
 databento_dataset = "GLBX.MDP3"
 databento_schema = "ohlcv-1m"
diff --git a/ml/examples/download_baseline.rs b/ml/examples/download_baseline.rs
index edb635c36..c03493896 100644
--- a/ml/examples/download_baseline.rs
+++ b/ml/examples/download_baseline.rs
@@ -22,7 +22,7 @@ use clap::Parser;
 use databento::historical::timeseries::GetRangeToFileParams;
 use databento::historical::DateTimeRange;
 use databento::HistoricalClient;
-use dbn::Schema;
+use dbn::{Schema, SType};
 use serde::Deserialize;
 use std::env;
 use std::fs;
@@ -210,6 +210,7 @@ async fn download_quarter(
         .dataset(dataset.to_string())
         .symbols(vec![symbol.to_string()])
         .schema(Schema::Ohlcv1M)
+        .stype_in(SType::Parent)
         .date_time_range(dt_range)
         .path(file_path.clone())
         .build();