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Fixings

Index fixings are observed facts about an index, published by FixingRatesNode and keyed by IndexTable.unique_identifier. They are not assets and they are not a separate Rate model.

Index Fixings

FixingRatesNode extends IndexTimestampedDataNode, so rows are keyed by (time_index, index_identifier), where index_identifier is IndexTable.unique_identifier.

+-----------------------------+        observations keyed by      +-----------------------------+
| IndexTable                  |<--------------------------------| FixingRatesNode             |
|-----------------------------|        index_identifier          |-----------------------------|
| uid                  PK     |                                  | time_index                  |
| unique_identifier    unique |                                  | index_identifier            |
| index_type                  |                                  | rate                        |
+-----------------------------+                                  +-----------------------------+

The fixing DataNode contract is:

FixingRatesNode
  index:   (time_index, index_identifier)
  cadence: 1d
  columns: rate
  FK:      index_identifier -> IndexTable.unique_identifier

The EOD pricing storage tables declare __cadence__ = "1d" on the PlatformTimeIndexMetaTable storage class. Cadence is first-class time-indexed table metadata and participates in SDK storage identity, so it does not belong on IndexFixingConfiguration.

MSDataInterface.get_historical_fixings(...) reads only the requested bounded fixing window and raises when the required observations are missing. It does not silently fill missing fixings with a prior observation.