Canonical TSAPI series DB schema v1.0.0

Single source of truth for the timeseries PostgreSQL schema shared by the
Python (TSAPI_SERIESDB_PG_PY) and C++ (TSAPI_POSTGRES_CPP) libraries. SQL
seeded byte-for-byte from TSAPI_SERIESDB_PG_PY/tsapi_pgdb/sql on 2026-09-02.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

sql/migrate/migrate_instrument_metadata.sql

@@ -0,0 +1,99 @@
+-- Migration: Add Instrument Metadata Columns
+-- Date: 2026-02-11
+-- Description: Adds classification and trading specification columns to meta.exchanges and meta.instruments
+
+-- ============================================================================
+-- 1. Add columns to meta.exchanges
+-- ============================================================================
+
+-- Trading specifications
+ALTER TABLE meta.exchanges ADD COLUMN IF NOT EXISTS default_tick_size DOUBLE PRECISION;
+ALTER TABLE meta.exchanges ADD COLUMN IF NOT EXISTS default_tick_value DOUBLE PRECISION;
+ALTER TABLE meta.exchanges ADD COLUMN IF NOT EXISTS default_extended_hours BOOLEAN DEFAULT false;
+
+-- Geographic info
+ALTER TABLE meta.exchanges ADD COLUMN IF NOT EXISTS country VARCHAR(3);
+
+COMMENT ON COLUMN meta.exchanges.default_tick_size IS 'Default minimum price increment (e.g., 0.01 for stocks)';
+COMMENT ON COLUMN meta.exchanges.default_tick_value IS 'Default value per tick in currency (0.01 for stocks = 1 cent per share)';
+COMMENT ON COLUMN meta.exchanges.default_extended_hours IS 'Default for whether instruments support pre/post market trading';
+COMMENT ON COLUMN meta.exchanges.country IS 'ISO 3166-1 alpha-3 country code (USA, GBR, JPN)';
+
+-- ============================================================================
+-- 2. Add columns to meta.instruments
+-- ============================================================================
+
+-- Basic info
+ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS description VARCHAR(255);
+ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS country VARCHAR(3);
+
+-- Trading specifications
+ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS extended_hours BOOLEAN;
+
+-- Company/Fund classification
+ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS sector VARCHAR(50);
+ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS industry VARCHAR(100);
+ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS category VARCHAR(50);
+ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS subcategory VARCHAR(50);
+ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS asset_class VARCHAR(30);
+ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS geography VARCHAR(30);
+
+-- ETF-specific
+ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS underlying VARCHAR(30);
+
+COMMENT ON COLUMN meta.instruments.description IS 'Full name/description of the instrument';
+COMMENT ON COLUMN meta.instruments.country IS 'ISO 3166-1 alpha-3 country code (overrides exchange default)';
+COMMENT ON COLUMN meta.instruments.extended_hours IS 'Override exchange default for pre/post market trading';
+COMMENT ON COLUMN meta.instruments.sector IS 'GICS sector (e.g., Technology, Financials)';
+COMMENT ON COLUMN meta.instruments.industry IS 'GICS industry (e.g., Software-Application)';
+COMMENT ON COLUMN meta.instruments.category IS 'Custom categorization (e.g., Sector ETF, Broad Market)';
+COMMENT ON COLUMN meta.instruments.subcategory IS 'Custom sub-categorization (e.g., S&P 500, Technology)';
+COMMENT ON COLUMN meta.instruments.asset_class IS 'Asset class (Equity, Fixed Income, Commodity, Currency)';
+COMMENT ON COLUMN meta.instruments.geography IS 'Geographic focus (US, International, Emerging)';
+COMMENT ON COLUMN meta.instruments.underlying IS 'Underlying symbol for ETFs/derivatives (e.g., SPX, NDX)';
+
+-- ============================================================================
+-- 3. Update existing exchange data
+-- ============================================================================
+
+-- Update NYSE if it exists
+UPDATE meta.exchanges
+SET
+    default_tick_size = 0.01,
+    default_tick_value = 0.01,
+    default_extended_hours = true,
+    country = 'USA'
+WHERE id = 'NYSE';
+
+-- Update CME if it exists
+UPDATE meta.exchanges
+SET
+    country = 'USA',
+    default_extended_hours = true
+WHERE id = 'CME';
+
+-- Add NASDAQ if it doesn't exist
+INSERT INTO meta.exchanges (
+    id, name, timezone, currency, default_sec_type,
+    default_tick_size, default_tick_value, default_extended_hours, country
+)
+SELECT 'NASDAQ', 'NASDAQ Stock Market', 'America/New_York', 'USD', 'STK',
+       0.01, 0.01, true, 'USA'
+WHERE NOT EXISTS (SELECT 1 FROM meta.exchanges WHERE id = 'NASDAQ');
+
+-- ============================================================================
+-- Migration Complete
+-- ============================================================================
+
+-- Verify the changes
+SELECT 'meta.exchanges columns:' as info;
+SELECT column_name, data_type, character_maximum_length
+FROM information_schema.columns
+WHERE table_schema = 'meta' AND table_name = 'exchanges'
+ORDER BY ordinal_position;
+
+SELECT 'meta.instruments columns:' as info;
+SELECT column_name, data_type, character_maximum_length
+FROM information_schema.columns
+WHERE table_schema = 'meta' AND table_name = 'instruments'
+ORDER BY ordinal_position;