Add immutable derivative research inputs and bounded acquisition

[PureSaber]

Adds timezone-aware futures/options contracts and daily quotes with hash-verified immutable bundles, as-of filtering, explicit research provenance, CSV import, synthetic fixtures and bounded Dataway/Databento adapters. Empty responses and missing rules do not become successful research evidence; Databento checks an explicit cost estimate ceiling before downloading.

Validation: 869 tests passed, 2 skipped; Ruff check/format passed. New tests cover tampering, lifecycle/availability, malformed inputs, empty captures and the metered-download gate. Existing financial branch gates passed locally. Internal gateway address is environment configuration; no credentials or proprietary market data are included.

Scope: retrospective research only, no PIT certification or live trading. Vendor OHLC alone does not supply settlement prices, option underlying fixings or exchange margin rules.

[PureSaber]

Implementation self-review completed at this exact head (not an independent reviewer approval). Checked immutable publication, digest validation, contract/observation time ordering, empty-response rejection, explicit data rights/limits, bounded acquisition and the Databento estimate gate. No credentials, internal gateway URL or proprietary market rows are committed. All six GitHub checks are green, including Python 3.10–3.12 and Windows. Remaining data-coverage and execution boundaries are documented rather than certified by fixtures.