Multiple data sources not supported

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XTS allows multiple data sources for a single property (Bloomberg, Reuters etc). These are not yet supported.

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From Chris Budgen:

Once people start playing with it, then the 'multiple data providers' (we call these 'data sources' in our data model) will become important - particularly for the Azure offering where we might have many data sources for a given property. In this case, I think that this would probably be best presented as "<Property Name> (<Data Source>)" e.g. Close (Reuters) using a similar keying mechanism to how you have presented the instruments in the Intellisense drop-downs (which use "<description> (code, code type)" e.g. BIG COMPANY (BIGCO.L, Reuters)).

My guess is that data source support should be a natural extension of what you have already done. At the same time, it might be worth extending the context object to support a "data rule". This data rule can be configured to define 'data source' preferences, which could be used to either drive what is displayed in the drop-down or to define a 'blending' preference for filling missing data etc (prior to that data being returned to F#). For example, you might create a dummy entry such as "Close (<Data Rule>)" that would use the data rule associated with the context to determine what data was retrieved into F# (rather than the fill process needing to be handled using other libraries within F#).