Tier 16: WS2 burndown sub-tier 4 — fact_order_events DDL (final sub-tier)

[jamezycesar-collab]

Summary

Final sub-tier of WS2 phantom-table burndown. Builds fact_order_events across all four dialects, completing the 120-row F3.1 phantom-table closure that started in Tier 13.

Files changed

• ddl/equity/02_equity_gold_delta.sql - add fact_order_events (Delta)
• ddl/equity/04_equity_gold_hive.sql - add fact_order_events (Hive)
• ddl/equity/05_equity_gold_fabric_lakehouse.sql - add fact_order_events (Fabric Lakehouse)
• ddl/equity/06_equity_gold_fabric_warehouse.sql - add fact_order_events (T-SQL)
• guardrails/known_field_mapping_gaps.csv - 151 → 92 rows
• guardrails/validate_check_constraints.py - register event_type_code + action_type
• CHANGELOG.md - Tier 16 entry

Schema

fact_order_events (72 columns — largest fact in the equity Gold layer):

• order_event_sk BIGINT IDENTITY (PK)
• event_dts / event_date
• 5 dim FKs: date_sk, instrument_sk, party_sk, venue_sk (nullable), event_type_sk
• action_type (CHECK ⊂ {NEW, FRC, RPR}) — Section 4.1 row 1
• event_type_code (CHECK ⊂ 24 equity order codes) — widest CHECK in the repo
• 57 other spec mapping columns (firm/error/CAT identifiers, order key/timestamps, side/price/quantity, manual-event flags, parent/child linkage, RFQ linkage, NBBO snapshot, BFMM short-sale flag, routing destination/session/ISO, paired order, quote-context refs)
• 4 lineage cols

Spec coverage

CAT IM v4.1.0r15 sections:

• §4.1 New Order (MENO), §4.2 New Order Supplement (MENOS)
• §4.3 Order Route family: Order Route (MEOR), Route Supplement (MEORS), Route Modified (MEMR), Modified Supplement (MEMRS), Route Cancelled (MECR), Cancel Supplement (MECRS)
• §4.4 Order Accepted (MEOA)
• §4.5 Internal Route family: Internal Route Accepted (MEIR), Modified (MEIM), Cancelled (MEIC), Modification Request (MEIMR), Cancel Request (MEICR)
• §4.6 Child Order family: Child Order (MECO), Modified (MECOM), Cancelled (MECOC)
• §4.7 Modified family: Order Modified (MEOM), Modified Supplement (MEOMS), Modification Request (MEOMR)
• §4.8 Order Adjusted (MEOJ)
• §4.9 Cancel family: Order Cancelled (MEOC), Cancel Request (MEOCR)
• §4.14 Order Effective (MEOE)

Trade events (MEOT/MEOTS, §4.11.1/§4.11.2) intentionally excluded — already on fact_execution_events.

Why Option B over retrofit

Legacy fact_cat_order_events compressed the 59-field order lifecycle into ~12 generic columns. Only 7 spec columns overlap. Building fresh keeps each spec field as a discrete column for spec-fidelity, query ergonomics, and CAT JSON submission file generation.

Coverage

All 8 guardrails:                  pass (exit 0)
known_field_mapping_gaps.csv:    92 (was 151; -59)
  F3.1 phantom-table rows:        0 (was 120; ALL CLEARED across Tiers 13-16)
  F3.2 missing-column rows:      92 (unchanged - Tier 17 target)
DDL files in parity scope:        22 (unchanged)
Tables in 2+ dialects:            42 (was 41)
New parity violations:             0
SQL CHECK constraints validated:  74 (was 71)

WS2 burndown — COMPLETE

Sub-tier	Phantom	Cols	Allowlist	Status
Tier 13	fact_execution_events	11	212 → 201	✅
Tier 14	fact_allocations	19	201 → 182	✅
Tier 15	fact_quotes	31	182 → 151	✅ (shipped with PR #16)
Tier 16 (this)	fact_order_events	59	151 → 92	✅
Phantom-table total	—	120	212 → 92	✅

Test plan

• All 8 guardrails pass (exit 0)
• No new parity violations
• 59 fact_order_events mapping rows now resolve in DDL
• CHECK constraint covers all 24 equity order event codes (no MEOT — that's fact_execution_events)
• CHECK constraint on action_type (NEW/FRC/RPR) per Section 4.1 row 1
• Recurrence-safe push script (precheck for unexpected uncommitted files)
• Replaces fact_cat_order_events semantically (24-code coverage vs 1-table legacy)