Time Seventeen | Market Data Workflow

Trace Index -> version -> constituents -> market prices -> index observation/history, end to end.

Draft v0.1 — design contract, not yet a live service

This documentation set defines a proposed Time Seventeen protocol for review and implementation planning. https://api.t17.capital is the approved and reserved REST origin, but neither that origin nor any documented endpoint is claimed to be live. The WebSocket origin remains unspecified. Credentials, chain IDs, contract addresses, rate limits, and SLAs remain unapproved; IDs, prices, and timestamps shown throughout are illustrative, not real production data.

This walkthrough shows how a market-data integrator moves from a headline index level down to the exact source data behind it, and back up to history. Every request below is illustrative and uses the reserved REST origin https://api.t17.capital/v1; endpoint availability is not implied.

1. Read the current index level

GET /indexes/idx_demo_conflict_001/price

The response’s index_version_id is the key to reproducibility — retain it.

2. Resolve the index version that produced it

GET /indexes/idx_demo_conflict_001/versions/idxv_demo_003

This returns the immutable methodology reference and effective interval active when the price was calculated.

3. List the constituents behind that version

GET /indexes/idx_demo_conflict_001/versions/idxv_demo_003/constituents?expand=market,outcomes,venue

Each constituent carries its target_weight and the market_id it maps to.

4. Read a constituent market’s current price

GET /markets/mkt_demo_001/price

Compare the market’s published_at and quality_state against the index observation’s source_cutoff_at/coverage_ratio to understand how fresh and complete the calculation was.

5. Read index price history

GET /indexes/idx_demo_conflict_001/prices?start_time=2026-08-01T00:00:00Z&end_time=2026-08-31T00:00:00Z

History includes any corrected/superseded observations, so a client can see exactly what changed and why (correction_reason).

wss://YOUR_APPROVED_STREAM_HOST/v1/ws

{ "action": "subscribe", "topic": "index.price", "params": { "index_id": "idx_demo_conflict_001" }, "subscription_id": "sub_demo_010" }

See WebSocket for the snapshot/delta/resume contract.

Where to go next

Concepts → Product Model and Index Lifecycle for the reasoning behind these steps.
API Reference → Indexes, Markets, and Prices for the full contract.
API Reference → Ratings and Severity to layer in market quality and event-impact context — as fully independent reads.

Market Data Workflow