{
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"schema_ref": "snapshots/snapshot_symbol.template.json",
"payload_kind": "market_data",
"analysis": {
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"generated_at": "2026-11-06T00:01:40Z",
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},
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},
"conventions": {
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"price_unit": "USD_per_share",
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"ratio_unit": "fraction_or_multiple: 0.25 is a fraction; RVOL 1.5 is 1.5x",
"missing_value": null,
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},
"instrument": {
"symbol": "AMZN",
"name": "Amazon.com, Inc.",
"asset_type": "common_stock",
"exchange_mic": null,
"exchange_name": "NASDAQ",
"currency": "USD",
"exchange_timezone": "America/New_York",
"sector": "Consumer Cyclical",
"industry": "Specialty Retail",
"sector_etf": "XLY"
},
"corporate_actions": {
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},
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"availability": "populated",
"exchange_timezone": "America/New_York",
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{
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}
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},
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"data_as_of": "2026-11-05T21:00:02Z",
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"ask": null,
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"quote_age_seconds": 10898,
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"spread": null,
"spread_bps": null,
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},
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"age_seconds": 2661.8,
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"session_filter": ["RTH"],
"aggregation": "exchange_regular_session",
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],
"coverage": {
"first_start": "2025-08-28",
"last_end": "2026-11-05",
"last_complete_end": "2026-11-04",
"expected_completed_bars": null,
"received_completed_bars": 299,
"missing_intervals": [],
"no_trade_intervals": [],
"halt_intervals": [],
"synthetic_bars_present": false
}
},
"1h": {
"source_id": "polygon.aggregates.5min_aggregated",
"observed_at": "2026-11-06T00:01:40Z",
"data_as_of": "2026-11-05T20:00:00-05:00",
"availability": "populated",
"requested_window": "60 completed trading sessions, 04:00-20:00 ET",
"session_filter": ["PRE", "RTH", "POST"],
"aggregation": "session_open_anchored_no_cross_session_bars",
"columns": ["start", "end", "session", "open", "high", "low", "close", "volume", "complete"],
"interval_seconds": 3600,
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{
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{
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{
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"sum_20d_pct_of_aum": -2.57
}
}
},
"indicator_extensions": {
"availability": "populated",
"note": "House signals with no template slot. Definitions live in the skill prompts.",
"values": {
"opds": {
"opds": -2.5,
"D": -3.1,
"P": 29.2,
"O": 23.1,
"C": 80.5,
"signal": "NEUTRAL",
"direction": "bearish",
"coverage": 1.0,
"ranked": true,
"components": {
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"T": 45.1,
"RS": 100.0,
"V": -55.1,
"F": 71.1,
"OI": 52.2,
"S": -43.5,
"IV": -100.0,
"B": 100.0,
"Liquidity": 98.4,
"OpeningConfidence": 67.6,
"FlowAgreement": 60.0,
"StrikeBreadth": 100.0
},
"drivers": ["- IV behaviour -100", "+ block activity +100", "+ relative strength +100", "+ aggressive flow +71", "- price/volume -55"]
},
"intraday": {
"h1_trend": "flat",
"h1_last": 259.1,
"h1_ema9": 260.72,
"h1_ema21": 259.0,
"m15_trend": "down",
"m15_last": 259.67,
"m15_ema9": 259.75,
"m15_ema21": 260.39,
"rvol_intraday": 1.65,
"as_of_et": "2026-11-05 15:55"
},
"premarket_path": "04:00 268.78 -> 05:20 267.80 -> 06:40 269.52 -> 08:00 272.34 -> 09:20 269.91 -> 09:25 271.44",
"structure_checks": {
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"ema_stacked": false,
"ema20_rising": false,
"ema50_rising": true,
"adx_over_30": false,
"higher_highs_lows": false,
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"near_20ema": false
},
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"momentum_checks": {
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},
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{
"name": "VWAP Touch",
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"pct": 100
},
{
"name": "9 EMA Touch",
"count": 80,
"pct": 100
},
{
"name": "21 EMA Touch",
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"pct": 100
},
{
"name": "ORB Breakout",
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},
{
"name": "Woodie Pivot Touch",
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},
{
"name": "PDH/PDL Touch",
"count": 74,
"pct": 92
},
{
"name": "Open Retracement",
"count": 58,
"pct": 72
},
{
"name": "Gap Fill",
"count": 45,
"pct": 56
},
{
"name": "High Vol Open",
"count": 14,
"pct": 18
},
{
"name": "Power Hour",
"count": 12,
"pct": 15
},
{
"name": "Darvas Box",
"count": 12,
"pct": 15
}
],
"sector_trend": {
"etf_trend": "up",
"leading": true,
"rs_5d": 5.91
},
"trend_dir_20d": "chop"
}
}
},
"risk_policy": {
"allow_long": true,
"allow_short": true,
"allow_extended_hours_entries": false,
"min_reward_risk_after_costs": 2.0,
"min_reward_risk_by_confidence": {
"HIGH": 2.0,
"MEDIUM": 2.0,
"LOW": 2.0
},
"max_holding_trading_sessions": 3,
"max_spread_bps": 50,
"max_quote_age_seconds": 900,
"max_market_data_age_seconds": 3600,
"max_risk_per_trade_pct_equity": 10.0,
"max_position_pct_equity": null,
"max_order_pct_adv20": null,
"allow_holding_through_earnings": false,
"allow_holding_through_major_macro_events": true,
"estimated_round_trip_slippage_bps": null,
"estimated_round_trip_fees_bps": 0,
"required_data_paths": ["ohlcv.1m", "ohlcv.1h", "ohlcv.1d"],
"execution_data_paths": ["quote"],
"on_missing_critical_data": "NO_ACTION",
"on_missing_execution_data": "CANDIDATE",
"on_invalid_critical_data": "NO_ACTION",
"provided_by": "application"
},
"portfolio_context": {
"availability": "not_requested"
},
"data_quality": {
"status": "WARN",
"checked_at": "2026-11-06T00:01:40Z",
"critical_issues": [],
"warnings": ["corporate_actions was requested but came back empty"],
"missing_fields": ["corporate_actions"],
"empty_but_valid": [],
"not_requested": [],
"conflicts": [],
"stale_sources": [],
"point_in_time_checks_passed": null,
"adjustment_checks_passed": null,
"ohlcv_integrity_checks_passed": true
}
}