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registry: add the micro equity contracts to the sum at scale 0.1 - #125
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ES, NQ, YM and RTY add 13874U, 209747, 124608 and 239747 to sum_codes. Same reason as the full-size contracts: one definition of the whole market across the series, and the CFTC's own Consolidated row has been mini + micro/10 since the big contracts delisted. Micros are 1% (ES, RTY) to 6% (NQ) of notional open interest, retail-heavy (non-reportable 40 to 44% of gross against 6 to 15% in the minis), and move the commercial net by 0.1 to 0.6 points of OI on average. Unconditional: the ES and RTY micros sit at about 32 reportable traders, just above the 20-trader publication floor, so a gate would add a second on/off on top of the weeks the CFTC already drops. Verified against the Consolidated row after its 2023-05-02 switch to mini units: within 5 contracts on 100% of ES and NQ weeks, 99.4% of YM. The registry comment now records that unit break. Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
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Summary
sum_codesat scale 0.1:13874U(from 2020-07),209747(2020-08),124608(2022-07),239747(2021-11). RTY is the first symbol carrying bothhist_codesandsum_codes.Verification
The CFTC Consolidated row (
13874+,20974+,12460+) is mini + micro/10 since the big contracts delisted, but it stayed in big-contract units until 2023-04-25 and switched to mini units on 2023-05-02 (a unit break in the CFTC's own series; the registry comment now says so). Against the mini-unit stretch, after a real producer run into a scratch store:RTY (no Consolidated row): 2002-08-13 to 2026-10-06, 1,254 weeks, no duplicate dates, the 2017 ICE-to-CME switch still on 2017-09-12, micro adds from 2021-11-30 (OI 469,382.8 that week).
Test plan
tests/test_registry.py::test_equity_sum_codes: the fullsum_codesfor ES, NQ, YM, RTY, EMD andcodes_for(deduped; hist + sum for RTY)ruff check src tests scriptscleanDeployment
Same as #124: the producers fetch the four new per-code files on their next run after the Windows box pulls. Until then the four symbols read as #124 left them.
🤖 Generated with Claude Code