Reference data
The engine maintains three reference-data caches that hydrate the per-tick hot path with values that are too expensive to derive on the fly.
| Cache | Purpose |
|---|---|
| Symbol classifier | OPRA-root → underlying-symbol normalisation; tape-class lookup. |
| Open-interest cache | Market-wide option OI snapshot, refreshed from flatfile_request_decoded(OpenInterest). |
| Daily-close cache | Prior-session close per contract; consumed by IV-change, GEX, and the 52-week band analytics. |
Reference data is loaded during AnalyticsClient::connect. Loading is fail-closed: a missing cache aborts startup. The crate ships no lazy / on-demand reference-data path.