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docs: correct stale v2 migration status in config and README #13

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mspinola merged 1 commit into from
Jul 14, 2026
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docs: correct stale v2 migration status in config and README #13

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2 changes: 1 addition & 1 deletion README.md
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Expand Up @@ -183,7 +183,7 @@ The primary source for price history (Norgate Data). Indexed by tz-naive `Date`.
| `Close` | float | Settlement Close price. |
| `Volume` | float | Continuous contract trading volume (front-month only). |
| `Open Interest` | float | Continuous contract open interest. |
| `Volume_Reconstructed` | float | True market volume (sum of First and Second contract). Note: systematically higher than raw `Volume`, not a drop-in replacement. |
| `Volume_Reconstructed` | float | True market volume (sum of First and Second contract). Differs from raw `Volume` by symbol — typically higher for products whose rolls spread volume across contracts, but roughly equal or lower for symbols with a near-empty back month (e.g. crypto). Not a drop-in replacement. |
| `Volume_Source` | string | `reconstructed` if First+Second available, `raw` fallback if not. |
| `FirstVolume` / `SecondVolume` | float | Trading volume of the specific first and second expiring contracts. |
| `FirstContract` / `SecondContract` | string | Contract names for the first and second expirations (e.g., `ES-2024H`). |
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5 changes: 3 additions & 2 deletions src/cotdata/config.py
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Expand Up @@ -4,8 +4,9 @@

# v2 — reconstructed volume promoted: prices carry Volume_Reconstructed /
# Volume_Source, and get_prices(volume="reconstructed") serves them. The store
# does not actually carry v2 shape until a full producer pass re-writes it; see
# docs/plan_promote_reconstructed_volume.md for the rollout order.
# was migrated by a full producer pass (2026-07-14) and now carries v2 shape;
# schema_version() reflects the on-disk manifest, so a fresh/partial store can
# still read <2. See docs/plan_promote_reconstructed_volume.md for the rollout.
SCHEMA_VERSION = 2


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