Market time
Trading sessions, holidays, cut-offs, value dates and settlement rules have domain meaning. The toolkit should expose those meanings rather than asking an agent to improvise from timestamps.
Sector interfaces / Markets first
Sector toolkits are the intended front door to TNT for coding agents. They express domain tasks directly, while TNT Time and TNT Refinery handle the underlying temporal and knowledge semantics.
The interface principle
A coding agent should not need to understand the whole TNT architecture before it can answer a question about a trading day, settlement date or revised series.
The toolkit gives it domain concepts and operations. Those operations can rely on Time for temporal correctness and, as Refinery develops, on governed facts and provenance. The sector boundary keeps the interface shaped by actual work.
First toolkit / in development
Markets is the first place to prove the approach. The current work began with TNT Time: sessions, market calendars, settlement conventions and series with histories. The fuller toolkit would compose those with Refinery’s source and entity work.
Trading sessions, holidays, cut-offs, value dates and settlement rules have domain meaning. The toolkit should expose those meanings rather than asking an agent to improvise from timestamps.
Series can be late, revised or corrected. An evaluation of an agent’s earlier decision needs the version it could actually have seen.
The planned Refinery side would attach provenance, instrument identity, mappings and reconciliation so a value is more than a number with a timestamp.
Markets is intended as a temporal and knowledge toolkit for market work. It is not being presented as an order management system, a security master, a pricing engine, a risk model or portfolio accounting software.
The first demonstration
The planned demonstration compares a trading agent working with the Markets toolkit against one working without its temporal model. The useful result is a traceable explanation of what each agent had available at decision time, then how it assessed the outcome.
What the agent observed, the market session and the data version at that moment.
Later data arrives or an earlier observation is corrected.
Judge the earlier decision against what was then available, while keeping later knowledge visible as later knowledge.
After Markets
Legal and regulatory work, accounting, and planning all have temporal and provenance problems. They are possible future toolkit domains, not announced products or delivery dates. Markets is the immediate test.
Work with us
If you have a market data revision, a settlement edge case or an agent evaluation that breaks under hindsight, send the smallest example that demonstrates it. Technical review and early evaluation conversations are welcome while the toolkit takes shape.
enquiries@tntresearch.co.uk →