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Data plane overview

VerifiedOwner Backend / platformLast verified backend@efa38e04e2db37a444e9f17100323c2ad4b83647 nautilus@2.0.0rc3

ONIX calls its market-data runtime the market spine. One spine process is built per venue integration around a Nautilus LiveNode: Nautilus's DataEngine owns subscription delivery and in-process aggregation, and ONIX's own code is limited to durable storage, bookkeeping, and serving that data over a governed contract. This subsection documents the three layers that make up the data plane:

  • catalog.md — the durable, on-disk 1-minute bar catalog: a thin façade over Nautilus's own ParquetDataCatalog, its retention shape, and hydration status vocabulary.
  • aggregation.md — which chart resolutions are durable versus derived, and how a derived bar's close is computed.
  • ingestion.md — subscription and coverage accounting, gap/duplicate/ out-of-order handling, and the retained-ingestion manifest that governs instrument demand.

The shape in one sentence

Nautilus delivers ticks, quotes and bars over official adapter subscriptions; ONIX durably retains a rolling window of closed 1-minute bars per instrument in a Nautilus ParquetDataCatalog, derives every other chart resolution from that window on demand using Nautilus's own bar aggregator, and publishes both — plus live streams, coverage accounting, and hydration state — through the versioned /v2 gateway contract (see ../gateway-schemas.md). Quotes, trades and per-second bars flow live but are never durably stored; only instruments and the rolling 1-minute series persist.

What is and is not durable

Data Durable? Source
Instrument definitions yes Nautilus catalog
1-minute closed bars (rolling window, latest ~5,000 per instrument) yes catalog (verified)
5m / 15m / 30m / 1h / 4h / 1d bars no — derived on read Nautilus TimeBarAggregator over the durable 1m series
Quotes, trades no live stream only
Second-tier bars (bounded instrument prefix) no Nautilus-internal aggregation over the live trade stream

This shape, and the reasons behind each choice, are covered in the two pages that follow.

Evidence and source pins for this page

Verified. Current behaviour, confirmed in source at the pinned commit.

Verified on against the following immutable sources:

  • backend@efa38e04:docs/contracts/market-spine-v2.md
  • backend@efa38e04:python/src/onix_engine/spine/resolutions.py

Status tokens are defined on the documentation and status model page. Every pin on this site is listed under versions and source pins.