Pipeline & Lineage

Impact — if a source dies, what goes dark

Straight from each source’s declared consumer. GOVERNANCE R5 requires one before a collector is built, which is what makes this column possible at all rather than a diagram somebody has to maintain.

cboe_indices

RESTATED · export restricted

core.macro_observations - the regime view's volatility axis (VIX and its percentile, DESIGN.md:147) and Page 5's VIX term structure (VIX9D / VIX / VIX3M with the curve's own 3-year percentile, DESIGN.md:235); VVIX and SKEW beside it on the same page

fred_ice_oas

RESTATED · never prune · export restricted

core.fred_observations - the credit axis of Page 10's Regime Monitor. DESIGN.md:145 names 'credit (HY OAS z)' verbatim among the raw axes the regime label is computed from at read time, and DESIGN.md:171 uses price-vs-credit as one of the standing cross-source divergence tests

fred_tier_a

RESTATED · never prune

core.fred_observations - Page 11's macro browser and its REVISION TRAIL, which DESIGN.md names as the differentiator over v1. Every backtest that keys on a macro release reads these through the point-in-time predicate rather than today's value: PAYEMS has been revised on 1,051 of its 1,052 observation dates, so the difference is not cosmetic

metric_daily

RESTATED · export restricted

core.metric_daily - the Data Explorer and the MCP server (DESIGN.md:397), and every context-helper percentile, robust z and recurrence interval behind them (DESIGN.md:143). DESIGN.md:131 calls this the foundation that must land before any page beyond the Data Explorer

occ_open_interest

RESTATED · never prune · export restricted

core.occ_open_interest - Page 5's participation series: the market-wide equity-versus-index open-interest split and each leg's own 2-year percentile. DESIGN.md:84 pairs OCC with Cboe for 'daily volume/OI by product class' feeding the participation series, and names the shape assertion this table's cross-foot CHECKs implement

tiingo_prices

IMMUTABLE

core.price_daily + core.corporate_actions - the point-in-time price spine read through core.prices_asof(); every return, every relative-volume and dollar-liquidity statistic, and the denominator under borrow rates, multi-leg premium and ETF weights

uw_borrow_rates

IMMUTABLE · never prune

core.borrow_rates - hard-to-borrow cost and availability per Core name; the squeeze/crowding leg of the short-interest view

uw_earnings

RESTATED · never prune

core.earnings_events - the Options page's expiry-window panel (DESIGN.md K: which expiries span the next report, with what buffer), the term-structure earnings overlay (DESIGN.md §4 page 4), the Symbol Dossier's earnings module, and DESIGN.md R's implied-versus-realised base rates, which read the expected move as it stood before each report

uw_economic_calendar

SNAPSHOT_ONLY · never prune

core.economic_calendar - Page 14 Calendar and Page 2 On The Clock: every scheduled release with the forecast as it stood each day before the print, which exists nowhere once the figure is released

uw_etf_holdings

IMMUTABLE · never prune

core.etf_holdings - ETF composition and exposure over time; the sector/country decomposition behind the concentration and crowding views

uw_etf_profile

SNAPSHOT_ONLY · never prune

core.etf_profile - daily fund state for the tracked ETFs. holdings_count is the vendor's own completeness denominator for core.etf_holdings, which caps at 1,000 rows; aum and the four volume fields are the only in-band freshness signal this ETF lane has, since neither /weights nor /info carries a vendor vintage

uw_etf_weights

SNAPSHOT_ONLY · never prune

core.etf_weights - the look-through sector and country decomposition behind Page 13's concentration view and the effective-bet count. DESIGN.md:43 names rebalance detection, which is the day-over-day diff of these weights; the sector legs of Page 10's regime axes read it too

uw_flow_alerts

IMMUTABLE · never prune · export restricted

core.flow_alerts - Page 7 Flow Discovery: market-wide unusual flow on tickers NOT tracked, with triage memory (time-boxed dismiss, flare-resurface when premium doubles past the dismissal snapshot); and Page 6 Flow->OI: each alert's contract joined to the next session's open-interest change, with the consecutive-session persistence counter GOVERNANCE §5 defines. DESIGN.md W grades the alerts themselves as an external signal

uw_interpolated_iv

RESTATED

core.iv_interpolated - Page 4's Chain & IV Surface, which DESIGN.md:113 names as the page the owner asked for by name, and DESIGN.md:157's IV rank versus true percentile badge with its divergence flag. It is also the fix DESIGN.md:151 calls the single highest-value one in the document: v1 stored one front-month IV that collapsed to the 0DTE reading every day SPY listed one, which is every day

uw_multileg

IMMUTABLE · never prune

core.multileg_trades - spread and condor reconstruction; the structured half of options positioning that single-leg flow cannot show

uw_news

IMMUTABLE · never prune

core.news_headlines - Page 15 News (volume and sentiment by source, novelty scoring by cluster against its own history) and the Symbol Dossier's news module, keyed through the tickers array

uw_option_chains

RESTATED · export restricted

core.option_strikes - Page 4 Options Chain & IV Surface: call/put OI, OI change against prev_oi, side-split volume and gamma on one strike axis per expiry, and the GEX and max-pain derivations DESIGN.md L measures

uw_predictions

SNAPSHOT_ONLY · never prune

core.prediction_snapshots - DESIGN.md M's options-implied versus prediction-market-implied probability for the same event (Fed decisions, elections): one price per Finance/Politics market per day, from first sighting to resolution

uw_risk_reversal

IMMUTABLE · never prune

core.risk_reversal - DESIGN.md:159's 25- and 10-delta risk reversal, each as a percentile of its own history, and the skew small-multiples on Page 4's options workbench (DESIGN.md:402)

uw_variance_risk_premium

IMMUTABLE

core.variance_risk_premium - DESIGN.md:159 calls it the most decision-relevant volatility statistic available and absent from every survey's volatility suite. Page 5's Vol & Dealer Regime, and the implied-versus-realised leg of the options workbench

xnys_calendar

IMMUTABLE · never prune

core.trading_sessions - every date-parameterised backfill, the (source,date) coverage view, and every forward-return window