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registry: stitch HG, ZR and 6B predecessors; document DX and NKD - #126

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claude/stitch-hg-zr-6b
Oct 22, 2026
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claude/stitch-hg-zr-6b

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Summary

  • HG adds 085691 (pre-grade-Norgate integration: cotdata data layer (Norgate prices, CFTC ETL, Databento dormant, code-stitching) #1 copper, same 25,000 lb). Ten-week overlap with OI migrating old to new; the larger-OI rule from get_cot: overlap weeks keep the larger scaled open interest #122 hands off on 1989-11-30.
  • ZR adds 039781 (MidAmerica / Chicago Rice & Cotton rough rice to 1994-09-27, same 2,000 cwt). OI and trader counts continuous at the seam (3,177 to 3,424).
  • 6B adds 096741 at scale 0.4. The CFTC relabels the successor "BRITISH POUND STERLING- NEW" in 1988; OI drops 2.4x at the seam against the 25,000 to 62,500 GBP size ratio of 2.5. Stitched OI: 15,633 then 16,980 across the switch.
  • All three now start 1986.
  • Not stitched, documented inline: DX (098661, seam too noisy to pin a size ratio) and NKD (240741 under the 20-trader publication floor since 2026-03-03, not delisted; the yen contract's scale moves with USDJPY).
  • reading-the-store.md: the 2016 to 2018 TFF regime change in the equity index futures was checked across all 22 TFF markets and has no common week, so it is a calibration boundary rather than a reclassification seam.

Test plan

  • Registry test for the three stitches and the two deliberate non-stitches; the grain test no longer lists ZR as single-code
  • Full suite passes; ruff check src tests scripts clean
  • Producer run for the six codes into a scratch store; each seam inspected (no duplicates, one code label, continuous OI)

Deployment

Same as #123: the Windows box pulls, the next --cot run writes three new per-code files. Afterwards clear and rebuild the cotmetrics cache for HG, ZR and 6B (it does not bust on history changes).

🤖 Generated with Claude Code

HG adds 085691 (pre-grade-#1 copper, same 25,000 lb, ten-week migration
handed off by the larger-OI rule on 1989-11-30). ZR adds 039781
(MidAmerica rough rice to 1994-09, same 2,000 cwt, continuous). 6B adds
096741 at scale 0.4: the CFTC relabels the successor "BRITISH POUND
STERLING- NEW" in 1988 and OI drops 2.4x against the 25,000 to 62,500 GBP
ratio of 2.5. All three now start 1986.

DX's 098661 is left unstitched (seam too noisy to pin a size ratio) and
NKD's 240741 is documented as under the 20-trader publication floor since
2026-03-03, not delisted; the yen contract cannot stand in because its
scale moves with USDJPY.

reading-the-store.md records that the 2016 to 2018 TFF regime change in
the equity index futures has no common week across the 22 TFF markets,
so it is a calibration boundary, not a seam.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
@mspinola
mspinola merged commit b1b82d9 into main Oct 22, 2026
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@mspinola
mspinola deleted the claude/stitch-hg-zr-6b branch October 22, 2026 10:20
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