Expand description
London Strategic Edge catalog records (GET /vault/catalog).
The catalog is the provider’s index of everything it publishes: 22,966 entries at the last
measurement, spanning the price datasets that LseDataset models, the reference families
(economics, bond yields, credit indices, …) that it deliberately does not, and options, which
is a price dataset that has no LseDataset variant either — see
LseCatalogEntry::price_dataset.
LseCatalogEntry is the record exactly as the vault serves it — a provider-shaped type in
the same spirit as AlpacaStockSplit, not a provider-agnostic abstraction. Nothing here is
wired into the engine: reference series are live == 0 across the board and reach a backtest,
if at all, through an auxiliary event source rather than through price() or orders.
§Classifying an entry
LseCatalogEntry::class separates price datasets from reference series using the provider’s
own fields, and the rule is not a heuristic: across all 22,966 entries, a populated frequency
and category identifies a reference series and an empty pair identifies a price dataset,
with zero rows falling outside either bucket (15,537 reference / 7,429 price). A new
dataset the provider adds tomorrow therefore classifies itself, with no list here to update.
§⚠️ frequency is a label, not a cadence contract
It is kept as the provider’s own string rather than parsed into an enum, for two measured
reasons. The vocabulary is dirty: ten distinct spellings including biannually and
bi-annually, quarterly and quarter — so a closed enum built from the obvious six values
would have silently mishandled seven rows. And the label does not predict observed spacing:
weekly series range from 52 to 248 observations per year, and quarter yields roughly 1.5,
not 4. Derive expected spacing from the observations themselves, never from this field.
§⚠️ Licensing — this data may not be redistributed
Catalog contents are provider data. They may be used for your own research, trading and model training, including commercially, but not redistributed or re-served to third parties in any form. Do not commit catalog responses as fixtures or example datasets. Terms: https://londonstrategicedge.com/terms
Structs§
- LseCatalog
Entry - One catalog record, as the vault serves it.
Enums§
- LseDataset
Class - Whether a catalog entry describes a tradeable price dataset or a reference series.