Reference data

A subscription session is anchored to a set of reference-data values loaded once at Client::connect and pinned for the lifetime of the client. Analytics consult these values without crossing the network on the per-tick hot path; the public surface treats them as a single boot-time hydration step rather than per-analytic configuration.

Surface	Public consumer
Symbol classifier	Picks the right Contract shape and per-asset quota for each symbol the user filters on.
Prior-session option open-interest snapshot	Consumed implicitly by GEX for the per-strike contribution.
Trailing daily-close history	Consumed implicitly by HistoricalVol, PriceBand52W, and VolumeAnomaly for their rolling windows.
Index constituents	Resolves for_index — SPX, NDX, DJI, SP400, SP600 universes.
Sector constituents	Resolves for_sector — SEC SIC division universes.

The boot-time snapshots (open interest, daily-close history) are loaded during Client::connect. Loading is fail-closed: a missing snapshot surfaces as a LinkError from Client::connect and the client refuses to boot rather than serve analytics from a silently empty snapshot. These snapshots are sealed for the session and are the same source every analytic reads from.

The constituent universes behind for_index / for_sector use a separate, lazy hydration path: the first subscribe against a given index or sector resolves and caches its symbol list; subsequent subscribes reuse the cached map. See the index constituents and sector constituents pages for the hydration and sourcing model.