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Market Series Flattener

Market-data APIs return nested Period → Point blocks. This runs the accelerator's flattening logic (ported from lib/market_api.py): each positional point becomes an absolute UTC timestamp using the resolution step.

1. Period

Period start (YYYYMMDDHHMM)

Resolution

Quantities (one per line = positions 1,2,3,...)

2. Flattened points

position

timestamp_utc

value

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Included with Market Data Ingestion Accelerator

The complete Market Data Ingestion Accelerator package includes:

Databricks Asset Bundle
A thin REST API client
Bronze→silver→gold transforms
Data-quality SQL
A dependency-free ingestion library

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