| # Market Data Operations Runbook |
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| Prepared: 2026-07-02 UTC |
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| ## Standard PMData Extension Flow |
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| 1. Download new PMData dates. |
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| ```bash |
| python3 scripts/download_pmdata.py \ |
| --start-date 2026-04-01 \ |
| --end-date 2026-04-07 \ |
| --series btc-5m \ |
| --data-type poly_l2 \ |
| --data-type polygon_trades \ |
| --manifest reports/pmdata_btc_5m_20260401_20260407_download_manifest.json |
| ``` |
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| 2. Audit the new range. |
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| ```bash |
| python3 scripts/audit_pmdata_range.py \ |
| --start-date 2026-04-01 \ |
| --end-date 2026-04-07 \ |
| --series btc-5m \ |
| --out reports/pmdata_btc_5m_20260401_20260407_audit.json |
| ``` |
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| 3. Rebuild the global catalog. |
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| ```bash |
| python3 scripts/build_dataset_catalog.py |
| ``` |
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| 4. Upload to Hugging Face. |
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| ```bash |
| python3 scripts/upload_market_data_to_hf.py \ |
| --repo-id <owner>/<dataset-name> \ |
| --start-date 2026-04-01 \ |
| --end-date 2026-04-07 \ |
| --token-stdin |
| ``` |
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| 5. Verify the remote by downloading only one day into `/tmp`. |
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| ```bash |
| python3 scripts/download_hf_pmdata_range.py \ |
| --repo-id <owner>/<dataset-name> \ |
| --start-date 2026-04-01 \ |
| --end-date 2026-04-01 \ |
| --data-type poly_l2 \ |
| --out-dir /tmp/pmdata_hf_verify \ |
| --include-metadata |
| ``` |
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| ## Quality Rules |
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| - Every downloaded range gets a manifest and audit JSON. |
| - Every upload must include refreshed catalog files. |
| - Short archives are allowed only if they are documented in `pmdata_missing_windows.csv`. |
| - Backtests must use the missing-window mask; do not silently forward-fill missing L2 windows. |
| - Keep Hugging Face datasets private unless redistribution rights are confirmed. |
| - Never write PMData or Hugging Face API keys into scripts, docs, manifests, or shell history. |
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| ## Local Space Management |
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| The local PMData folder is a cache, not the permanent source of truth after upload: |
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| ```text |
| data/pmdata/btc-5m/YYYY-MM-DD/ |
| ``` |
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| After a successful upload and remote spot-check, old local date ranges can be removed if space is needed. Keep the catalogs and reports. |
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| ## Backtester Integration Rule |
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| For execution-quality strategy runs: |
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| - PMData `poly_l2`: primary source. |
| - PMData `polygon_trades`: audit/reconciliation source. |
| - DOME: baseline and fallback source. |
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| Every run should record whether a window was: |
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| - `pmdata_complete` |
| - `pmdata_missing_excluded` |
| - `dome_fallback` |
| - `mixed_or_patched` |
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| This prevents mixed data quality from being hidden inside a single PnL result. |
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