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Enrich composite_figi for 1,539 additional ISINs#125

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AlfaStake wants to merge 1 commit into
JerBouma:mainfrom
AlfaStake:enrich-composite-figi
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Enrich composite_figi for 1,539 additional ISINs#125
AlfaStake wants to merge 1 commit into
JerBouma:mainfrom
AlfaStake:enrich-composite-figi

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@AlfaStake
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Summary

  • Added composite_figi identifiers to 13,004 rows (1,539 unique ISINs) that were previously missing this field
  • Increased composite_figi coverage from 7,235 → 8,774 unique ISINs (80.7% → 97.9%)
  • No existing data was modified or removed — only empty composite_figi cells were populated

Methodology

  1. Extracted all unique ISINs from equities.csv that lacked a composite_figi
  2. Queried the OpenFIGI API using each ISIN as the search key
  3. Mapped the returned composite FIGI identifiers back to all rows sharing the same ISIN

Validation

Check Result
Only composite_figi column modified
No existing composite_figi values overwritten
All new values match BBG + 9 alphanumeric chars format
Row count unchanged (159,914)
Header unchanged

Added composite_figi identifiers to 13,004 rows (1,539 unique ISINs)
previously missing this field, increasing coverage from 7,235 to 8,774
unique ISINs with composite_figi (from 80.7% to 97.9%).

Methodology:
- Extracted all unique ISINs lacking a composite_figi from equities.csv
- Queried the OpenFIGI API (https://api.openfigi.com) using ISIN as the
  search key to obtain the corresponding composite FIGI identifiers
- Mapped results back to all rows sharing the same ISIN

Impact:
- Only the composite_figi column was modified
- No existing composite_figi values were overwritten or removed
- No other columns were altered
- Row count and order are unchanged (159,914 rows)
@JerBouma
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JerBouma commented Mar 5, 2026

Unfortunately can not merge due to earlier PR, could you resolve? Then I'll merge it.

@dokson
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dokson commented May 29, 2026

@JerBouma heads-up: this PR is no longer mergeable — it rewrote the entire equities.csv with ; separators and predates the mic column, so it conflicts wholesale with current main.

I've re-applied only the genuine enrichment on top of current main in #150: same 1,539 ISINs / 1,753 rows, only previously-empty composite_figi cells filled (no existing value overwritten, no other column touched). Coverage still goes 7,235 → 8,774 unique ISINs.

This one can be closed in favor of #150.

JerBouma pushed a commit that referenced this pull request May 29, 2026
Two related data-quality resolutions:

1. composite_figi enrichment (adapts PR #125 to current main)
   - Fills empty composite_figi for 1,539 ISINs sourced via OpenFIGI,
     applied to 1,753 rows in equities.csv. Only previously-empty cells
     are populated; no existing value is overwritten and no other column
     is touched (coverage 7,235 -> 8,774 unique ISINs).

2. mic backfill + workflow fix (resolves PR #149 follow-up)
   - The Database-Update action did not set the new mic column for added
     tickers. build_new_ticker now derives exchange -> ISO 10383 MIC from
     the existing one-to-one data and fills it; unknown codes stay blank.
   - Backfills 16 NASDAQ rows (NMS -> XNAS) added by a prior run before
     the column existed.
   - Adds test_mic_filled_when_exchange_mapped: fails when a row has a
     known exchange but a missing mic (the gap that let those rows ship).

Snapshot fixtures regenerated; full suite passes (58).
@JerBouma JerBouma closed this May 29, 2026
@JerBouma
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@AlfaStake Closed as completed in #150 alongside other improvements.

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3 participants