Replaces Option<u32> instrument_id_filter with InstrumentFilter enum {All,
Id(u32), FrontMonth}. FrontMonth runs a two-pass detect over the DBN
stream: pass 1 counts instrument_ids and collects SymbolMapping records,
picks the dominant id, validates it resolves to an ES contract via regex
ES[FGHJKMNQUVXZ]\d{1,2}; pass 2 streams the filtered records.
Motivated by alpha-perception-k54wd: a single-id filter on parent-symbol
ES.FUT data caught Q1 2024 (kept=73M) but kept=0 for Q2-Q9 because ES
front-month rolls quarterly (ESH4 -> ESM4 -> ESU4 -> ESZ4 ...). FrontMonth
self-tunes across the rolls without needing a per-file id table.
Sidecar keys distinguish modes: mbp10 / mbp10_instr<id> / mbp10_front_month.
CLI flag renamed --instrument-id -> --instrument-mode {all,id=N,front-month}
with matching parameter rename in argo-alpha-perception.sh + template.
One-shot diagnostic that loads a .dbn.zst via
load_or_predecode_mbp10 and reports symbol distribution, per-symbol
price stats (min/p1/p50/p99/max for bid_px[0]/ask_px[0]), outlier
counts (zero-price, huge-price >$100k, zero-price-with-size),
and first-record samples per symbol.
Built to investigate the 18% sentinel-laden trade residue in the
ISV stop-controller cluster smokes (97 zero, 85 i32::MAX, 14 weird-
other). The controller path is structurally correct; remaining bad
records hypothesized to originate from source MBP-10 data (mixed
symbols, corrupt records, or unreported instrument families).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
