Market & security intelligence
Canonical security identity, quotes, OHLCV history, market status, corporate actions, market structure, liquidity, volatility, and related context.
The MFI roadmap spans foundational data contracts through integrated investment research. Each area is intended to preserve source context, assumptions, and risk so the analysis remains reviewable.
Canonical security identity, quotes, OHLCV history, market status, corporate actions, market structure, liquidity, volatility, and related context.
Provider-neutral regulatory data boundaries for annual, quarterly, current, ownership, proxy, and registration documents.
Income statement, balance sheet, cash flow, margins, growth, leverage, free cash flow, capital efficiency, earnings comparisons, and guidance inputs.
Research frameworks that keep key assumptions visible and make scenario differences easier to inspect and compare.
Positions, concentration, exposures, benchmark relationships, attribution, comparative research, and risk-aware interpretation.
Rates, inflation, policy, economic series, and macro conditions that can affect companies, securities, sectors, and portfolios.
Holdings, benchmarks, fees, exposures, comparative research, and fund-level context within governed research workflows.
Rates, spreads, credit quality, default risk, and fixed-income context for broader financial research.
Options-ready data, pricing assumptions, Greeks, implied volatility, strategy analysis, scenario risk, and integrated research synthesis.
MFI is being developed around provider-neutral contracts, source identifiers, as-of timestamps, retrieval timestamps, freshness classifications, lineage metadata, and source-authority rules. The goal is to make important numerical and narrative evidence easier to trace.