ccc917588d
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>
44 lines
1005 B
TOML
44 lines
1005 B
TOML
# Futures Baseline Universe
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#
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# 4 CME futures for initial trading with limited capital.
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# Train on full-size contracts, execute on micro versions.
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# Data window: 730 days (March 2024 → February 2026)
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#
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# Schema: OHLCV-1m via Databento (GLBX.MDP3 dataset)
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[universe]
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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 = "2026-02-22"
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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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[[symbols]]
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symbol = "ES.FUT"
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trading_symbol = "MES.FUT"
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exchange = "GLBX.MDP3"
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asset_class = "Future"
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min_daily_volume = 1000000.0
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[[symbols]]
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symbol = "NQ.FUT"
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trading_symbol = "MNQ.FUT"
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exchange = "GLBX.MDP3"
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asset_class = "Future"
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min_daily_volume = 500000.0
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[[symbols]]
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symbol = "ZN.FUT"
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exchange = "GLBX.MDP3"
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asset_class = "Future"
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min_daily_volume = 500000.0
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[[symbols]]
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symbol = "6E.FUT"
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trading_symbol = "M6E.FUT"
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exchange = "GLBX.MDP3"
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asset_class = "Future"
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min_daily_volume = 200000.0
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