{
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"schema_ref": "snapshots/snapshot_symbol.template.json",
"payload_kind": "market_data",
"analysis": {
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"evaluation_at": "2026-11-04T14:38:04Z",
"generated_at": "2026-11-04T14:38:04Z",
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},
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},
"conventions": {
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"bar_interval": "[start,end)",
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"price_unit": "USD_per_share",
"volume_unit": "shares",
"pct_unit": "percentage_points: 2.5 means 2.5 percent",
"ratio_unit": "fraction_or_multiple: 0.25 is a fraction; RVOL 1.5 is 1.5x",
"missing_value": null,
"nan_and_infinity_allowed": false
},
"instrument": {
"symbol": "BMRN",
"name": "BioMarin Pharmaceutical Inc.",
"asset_type": "common_stock",
"exchange_mic": null,
"exchange_name": "NASDAQ",
"currency": "USD",
"exchange_timezone": "America/New_York",
"sector": "Healthcare",
"industry": "Biotechnology",
"sector_etf": "XLV"
},
"corporate_actions": {
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},
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"availability": "populated",
"exchange_timezone": "America/New_York",
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{
"date": "2026-11-04",
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}
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}
},
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"data_as_of": "2026-11-04T14:37:39Z",
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"ask": null,
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"spread": null,
"spread_bps": null,
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},
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"data_as_of": "2026-11-03",
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"age_seconds": 68924.3,
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"session_filter": ["RTH"],
"aggregation": "exchange_regular_session",
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],
"coverage": {
"first_start": "2025-08-26",
"last_end": "2026-11-03",
"last_complete_end": "2026-11-03",
"expected_completed_bars": null,
"received_completed_bars": 300,
"missing_intervals": [],
"no_trade_intervals": [],
"halt_intervals": [],
"synthetic_bars_present": false
}
},
"1h": {
"source_id": "polygon.aggregates.5min_aggregated",
"observed_at": "2026-11-04T14:38:04Z",
"data_as_of": "2026-11-04T10:30:00-05:00",
"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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"value": "58.98",
"note": "4.19% below"
},
{
"metric": "Equal highs/lows",
"status": "YES",
"value": "56.03 equal_highs",
"note": "0.48 away, ATR14 1.93, 4 touches"
},
{
"metric": "RSI divergence",
"status": "NO",
"value": "",
"note": "none found"
},
{
"metric": "HH/LL",
"status": "NO",
"value": "HH / LL",
"note": "broadening"
},
{
"metric": "BoS / ChoCh",
"status": "YES",
"value": "BoS bullish 56.89",
"note": "3 bars ago"
}
]
},
{
"timeframe": "1h",
"completed_bars_used": 647,
"last_bar_end": "2026-11-04T14:30:00Z",
"last_bar_close": 56.66,
"checks": [
{
"metric": "EMA9",
"status": "NO",
"value": "56.78",
"note": "0.48% below"
},
{
"metric": "EMA20",
"status": "YES",
"value": "56.42",
"note": "0.16% above"
},
{
"metric": "EMA50",
"status": "YES",
"value": "56.48",
"note": "0.05% above"
},
{
"metric": "EMA200",
"status": "NO",
"value": "56.63",
"note": "0.22% below"
},
{
"metric": "Equal highs/lows",
"status": "YES",
"value": "56.58 equal_highs",
"note": "0.07 away, ATR14 1.17, 3 touches"
},
{
"metric": "RSI divergence",
"status": "YES",
"value": "regular_bullish",
"note": "12 bars ago, RSI +15.36"
},
{
"metric": "HH/LL",
"status": "NO",
"value": "HH / LL",
"note": "broadening"
},
{
"metric": "BoS / ChoCh",
"status": "YES",
"value": "CHoCh bullish 56.33",
"note": "4 bars ago"
}
]
},
{
"timeframe": "1m",
"completed_bars_used": 15,
"last_bar_end": "2026-11-04T14:37:00Z",
"last_bar_close": 56.67,
"checks": [
{
"metric": "EMA9",
"status": "NA",
"value": "",
"note": "needs 27 bars, has 15"
},
{
"metric": "EMA20",
"status": "NA",
"value": "",
"note": "needs 60 bars, has 15"
},
{
"metric": "EMA50",
"status": "NA",
"value": "",
"note": "needs 150 bars, has 15"
},
{
"metric": "EMA200",
"status": "NA",
"value": "",
"note": "needs 600 bars, has 15"
},
{
"metric": "Equal highs/lows",
"status": "NO",
"value": "",
"note": "no 3-touch cluster"
},
{
"metric": "RSI divergence",
"status": "NO",
"value": "",
"note": "none found"
},
{
"metric": "HH/LL",
"status": "NA",
"value": "",
"note": "not enough confirmed swings"
},
{
"metric": "BoS / ChoCh",
"status": "NA",
"value": "",
"note": "no structure break in the window"
}
]
}
]
},
"session_features": {
"source_id": "polygon.aggregates.5min",
"observed_at": "2026-11-04T14:38:04Z",
"data_as_of": "2026-11-04 09:35",
"availability": "populated",
"trading_date": "2026-11-04",
"previous_rth": {
"trading_date": "2026-11-03",
"high": 56.33,
"low": 52.0,
"close": 55.66,
"volume": 4698502.0
},
"current_rth": {
"open": 56.6,
"high_so_far": 57.05,
"low_so_far": 56.26,
"volume_so_far": 55449.98,
"volume_window": "through 2026-11-04 09:35",
"elapsed_minutes": 8,
"gap_from_previous_close_pct": 1.8,
"cumulative_rvol_same_time20": 0.55,
"rvol_baseline_sessions": null
},
"premarket": {
"start": "2026-11-04T09:00:00Z",
"end": "2026-11-04T14:30:00Z",
"high": 59.14,
"low": 56.25,
"last": 56.66,
"volume": 5392.0,
"complete": null
},
"after_hours": {
"availability": "not_populated"
},
"overnight": {
"availability": "not_populated"
},
"opening_range_5m": {
"availability": "not_populated"
},
"opening_range_15m": {
"start": "2026-11-04T14:30:00Z",
"end": "2026-11-04T14:45:00Z",
"high": 57.22,
"low": 56.26,
"volume": null,
"complete": null
},
"opening_range_30m": {
"availability": "not_populated"
},
"vwap": {
"rth": 56.61,
"rth_anchor_at": "2026-11-04T14:30:00Z",
"computed_through_et": "2026-11-04 09:35",
"includes_closing_auction": false,
"extended": null,
"extended_anchor_at": null,
"method": "5m_polygon_vwap_volume_weighted",
"anchored": []
}
},
"price_structure": {
"source_id": "polygon.aggregates",
"observed_at": "2026-11-04T14:38:04Z",
"data_as_of": null,
"availability": "populated",
"pivot_confirmation": {
"method": "fractal",
"left_bars": 1,
"right_bars": 1,
"require_completed_right_bars": true,
"note": "A pivot needs 1 completed bar(s) either side, so the most recent bar(s) cannot yet form one — forming geometry is not a level."
},
"swings": {
"1m": [],
"1h": [],
"1d": [
{
"trading_date": "2026-11-02",
"kind": "high",
"price": 59.51,
"bars_ago": 1,
"label": "HH",
"rsi": 49.79
},
{
"trading_date": "2026-10-28",
"kind": "low",
"price": 54.85,
"bars_ago": 4,
"label": "LL",
"rsi": 43.27
},
{
"trading_date": "2026-10-26",
"kind": "high",
"price": 56.89,
"bars_ago": 6,
"label": "LH",
"rsi": 41.24
},
{
"trading_date": "2026-10-21",
"kind": "high",
"price": 57.0,
"bars_ago": 9,
"label": "LH",
"rsi": 37.41
},
{
"trading_date": "2026-10-21",
"kind": "low",
"price": 54.91,
"bars_ago": 9,
"label": "HL",
"rsi": 37.41
},
{
"trading_date": "2026-10-19",
"kind": "low",
"price": 54.08,
"bars_ago": 11,
"label": "HL",
"rsi": 31.36
},
{
"trading_date": "2026-10-15",
"kind": "high",
"price": 57.59,
"bars_ago": 13,
"label": "HH",
"rsi": 35.54
},
{
"trading_date": "2026-10-13",
"kind": "low",
"price": 53.93,
"bars_ago": 15,
"label": "HL",
"rsi": 24.63
},
{
"trading_date": "2026-10-09",
"kind": "high",
"price": 55.98,
"bars_ago": 17,
"label": "LH",
"rsi": 22.86
},
{
"trading_date": "2026-10-08",
"kind": "low",
"price": 53.9,
"bars_ago": 18,
"label": "LL",
"rsi": 23.06
},
{
"trading_date": "2026-09-30",
"kind": "high",
"price": 60.7,
"bars_ago": 24,
"label": "LH",
"rsi": 34.3
},
{
"trading_date": "2026-09-28",
"kind": "low",
"price": 58.74,
"bars_ago": 26,
"label": "LL",
"rsi": 31.11
},
{
"trading_date": "2026-09-17",
"kind": "high",
"price": 66.21,
"bars_ago": 33,
"label": "LH",
"rsi": 50.21
},
{
"trading_date": "2026-09-15",
"kind": "low",
"price": 63.85,
"bars_ago": 35,
"label": "HL",
"rsi": 47.64
},
{
"trading_date": "2026-09-14",
"kind": "high",
"price": 66.88,
"bars_ago": 36,
"label": "LH",
"rsi": 55.59
},
{
"trading_date": "2026-09-10",
"kind": "low",
"price": 63.57,
"bars_ago": 38,
"label": "LL",
"rsi": 52.24
},
{
"trading_date": "2026-09-03",
"kind": "high",
"price": 67.69,
"bars_ago": 42,
"label": "HH",
"rsi": 55.99
},
{
"trading_date": "2026-08-31",
"kind": "high",
"price": 66.3,
"bars_ago": 45,
"label": "LH",
"rsi": 52.67
},
{
"trading_date": "2026-08-28",
"kind": "low",
"price": 64.07,
"bars_ago": 46,
"label": "LL",
"rsi": 50.72
},
{
"trading_date": "2026-08-26",
"kind": "high",
"price": 66.53,
"bars_ago": 48,
"label": "LH",
"rsi": 54.1
},
{
"trading_date": "2026-08-24",
"kind": "low",
"price": 64.71,
"bars_ago": 50,
"label": "LL",
"rsi": 52.92
},
{
"trading_date": "2026-08-19",
"kind": "high",
"price": 69.62,
"bars_ago": 53,
"label": "LH",
"rsi": 69.13
},
{
"trading_date": "2026-08-17",
"kind": "low",
"price": 66.21,
"bars_ago": 55,
"label": "LL",
"rsi": 63.03
},
{
"trading_date": "2026-08-12",
"kind": "high",
"price": 70.98,
"bars_ago": 58,
"label": "HH",
"rsi": 79.75
},
{
"trading_date": "2026-08-12",
"kind": "low",
"price": 68.29,
"bars_ago": 58,
"label": "HL",
"rsi": 79.75
},
{
"trading_date": "2026-08-06",
"kind": "low",
"price": 58.89,
"bars_ago": 62,
"label": "LL",
"rsi": 60.31
},
{
"trading_date": "2026-08-04",
"kind": "low",
"price": 59.33,
"bars_ago": 64,
"label": "HL",
"rsi": 58.36
},
{
"trading_date": "2026-07-31",
"kind": "low",
"price": 58.92,
"bars_ago": 66,
"label": "HL",
"rsi": 55.11
},
{
"trading_date": "2026-07-28",
"kind": "high",
"price": 63.05,
"bars_ago": 69,
"label": "HH",
"rsi": 67.56
},
{
"trading_date": "2026-07-23",
"kind": "low",
"price": 57.42,
"bars_ago": 72,
"label": "LL",
"rsi": 54.14
},
{
"trading_date": "2026-07-22",
"kind": "high",
"price": 59.98,
"bars_ago": 73,
"label": "LH",
"rsi": 51.69
},
{
"trading_date": "2026-07-21",
"kind": "low",
"price": 58.26,
"bars_ago": 74,
"label": "HL",
"rsi": 56.53
},
{
"trading_date": "2026-07-17",
"kind": "high",
"price": 60.64,
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"label": "LH",
"rsi": 58.9
},
{
"trading_date": "2026-07-14",
"kind": "low",
"price": 57.77,
"bars_ago": 79,
"label": "HL",
"rsi": 55.75
},
{
"trading_date": "2026-07-08",
"kind": "high",
"price": 60.67,
"bars_ago": 83,
"label": "HH",
"rsi": 62.44
},
{
"trading_date": "2026-07-06",
"kind": "low",
"price": 57.55,
"bars_ago": 85,
"label": "HL",
"rsi": 60.78
},
{
"trading_date": "2026-07-02",
"kind": "high",
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"bars_ago": 86,
"label": "LH",
"rsi": 61.82
},
{
"trading_date": "2026-06-30",
"kind": "low",
"price": 56.43,
"bars_ago": 88,
"label": "HL",
"rsi": 55.72
},
{
"trading_date": "2026-06-26",
"kind": "high",
"price": 59.77,
"bars_ago": 90,
"rsi": 64.37
},
{
"trading_date": "2026-06-25",
"kind": "low",
"price": 56.4,
"bars_ago": 91,
"rsi": 59.0
}
]
},
"rolling_extremes": {
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"high60d": 70.98,
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},
"support_resistance": [
{
"kind": "equal_lows",
"price": 53.87,
"touches": 6,
"spread": 0.18,
"most_recent_bars_ago": 15,
"dates": ["2026-03-20", "2026-04-16", "2026-04-13", "2026-10-08", "2026-10-13", "2026-03-30"],
"tolerance": 0.19,
"tolerance_basis": "0.1*ATR14"
},
{
"kind": "equal_highs",
"price": 56.03,
"touches": 4,
"spread": 0.09,
"most_recent_bars_ago": 17,
"dates": ["2026-10-09", "2026-04-15", "2026-06-17", "2026-03-26"],
"tolerance": 0.19,
"tolerance_basis": "0.1*ATR14"
},
{
"kind": "equal_highs",
"price": 60.67,
"touches": 3,
"spread": 0.07,
"most_recent_bars_ago": 24,
"dates": ["2026-07-17", "2026-07-08", "2026-09-30"],
"tolerance": 0.19,
"tolerance_basis": "0.1*ATR14"
},
{
"kind": "equal_lows",
"price": 58.85,
"touches": 3,
"spread": 0.18,
"most_recent_bars_ago": 26,
"dates": ["2026-09-28", "2026-08-06", "2026-07-31"],
"tolerance": 0.19,
"tolerance_basis": "0.1*ATR14"
},
{
"kind": "equal_highs",
"price": 66.26,
"touches": 3,
"spread": 0.09,
"most_recent_bars_ago": 33,
"dates": ["2026-09-17", "2026-02-24", "2026-08-31"],
"tolerance": 0.19,
"tolerance_basis": "0.1*ATR14"
},
{
"kind": "equal_lows",
"price": 55.3,
"touches": 3,
"spread": 0.11,
"most_recent_bars_ago": 100,
"dates": ["2026-06-11", "2026-01-30", "2026-04-07"],
"tolerance": 0.19,
"tolerance_basis": "0.1*ATR14"
},
{
"kind": "equal_highs",
"price": 58.34,
"touches": 3,
"spread": 0.17,
"most_recent_bars_ago": 101,
"dates": ["2026-06-10", "2026-01-22", "2026-02-06"],
"tolerance": 0.19,
"tolerance_basis": "0.1*ATR14"
},
{
"kind": "equal_highs",
"price": 57.4,
"touches": 4,
"spread": 0.19,
"most_recent_bars_ago": 126,
"dates": ["2026-01-26", "2026-01-28", "2026-05-05", "2026-04-01"],
"tolerance": 0.19,
"tolerance_basis": "0.1*ATR14"
}
],
"market_structure": {
"trend_dir": "up",
"sequence": ["HL", "HL", "LH", "LH", "LL", "HH"],
"last_high": "HH",
"last_low": "LL",
"last_event": {
"kind": "BoS",
"direction": "bullish",
"level": 56.89,
"trading_date": "2026-10-29",
"bars_ago": 3
},
"trend_dir_before_event": "broadening",
"trend_dir_basis": "bullish BoS at 56.89 on 2026-10-29 closed through the HH that set the prior label"
},
"structure_events": [
{
"kind": "BoS",
"direction": "bearish",
"level": 64.71,
"trading_date": "2026-08-28",
"close": 64.67,
"bars_ago": 46
},
{
"kind": "CHoCh",
"direction": "bullish",
"level": 66.3,
"trading_date": "2026-09-02",
"close": 66.97,
"bars_ago": 43
},
{
"kind": "CHoCh",
"direction": "bearish",
"level": 63.85,
"trading_date": "2026-09-22",
"close": 63.37,
"bars_ago": 30
},
{
"kind": "BoS",
"direction": "bearish",
"level": 58.74,
"trading_date": "2026-10-01",
"close": 58.44,
"bars_ago": 23
},
{
"kind": "CHoCh",
"direction": "bullish",
"level": 55.98,
"trading_date": "2026-10-15",
"close": 56.05,
"bars_ago": 13
},
{
"kind": "BoS",
"direction": "bullish",
"level": 56.89,
"trading_date": "2026-10-29",
"close": 57.49,
"bars_ago": 3
}
],
"rsi_divergences": [
{
"type": "hidden_bullish",
"pivot_kind": "low",
"direction": "bullish",
"from": {
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"price": 57.55,
"rsi": 60.78
},
"to": {
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"price": 57.77,
"rsi": 55.75
},
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"bars_ago": 79,
"price_change_pct": 0.39,
"rsi_change": -5.03
},
{
"type": "hidden_bullish",
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"direction": "bullish",
"from": {
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"price": 63.57,
"rsi": 52.24
},
"to": {
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"price": 63.85,
"rsi": 47.64
},
"span_sessions": 3,
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"price_change_pct": 0.43,
"rsi_change": -4.6
}
],
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"method": "5m_bars_60_bins",
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"window_end": null,
"session_filter": ["RTH"],
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"poc": 55.72,
"vah": 56.51,
"val": 54.46,
"sessions": 20,
"nodes": [
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"price": 53.66,
"volume": 245175.0
},
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},
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},
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},
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},
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},
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},
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},
{
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},
{
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},
{
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},
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},
{
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},
{
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},
{
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"volume": 1631030.0
},
{
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},
{
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},
{
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},
{
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},
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},
{
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},
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},
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},
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},
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},
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["2026-10-05", 250000.0, 41750000.0, 167.37, 6716375],
["2026-10-06", 0.0, 0.0, 167.09, 7118158],
["2026-10-07", -500000.0, -84500000.0, 168.81, 8078312],
["2026-10-08", 1400000.0, 235200000.0, 168.16, 10600847],
["2026-10-09", 500000.0, 84500000.0, 170.81, 6527969],
["2026-10-12", -700000.0, -120400000.0, 171.99, 5502615],
["2026-10-13", 100000.0, 17100000.0, 169.66, 7689678],
["2026-10-14", -850000.0, -146200000.0, 173.96, 11097490],
["2026-10-15", 1750000.0, 309750000.0, 177.19, 11043412],
["2026-10-16", 1750000.0, 309750000.0, 176.71, 8328574],
["2026-10-19", 900000.0, 158400000.0, 175.65, 5816783],
["2026-10-20", 2250000.0, 402750000.0, 179.82, 7781254],
["2026-10-21", 700000.0, 125300000.0, 178.94, 8240816],
["2026-10-22", -2300000.0, -416300000.0, 181.3, 9867720],
["2026-10-23", -950000.0, -171000000.0, 179.28, 2422411],
["2026-10-26", -1400000.0, -252000000.0, 179.28, 7706085],
["2026-10-27", 1900000.0, 340100000.0, 179.18, 7666932],
["2026-10-28", 750000.0, 134250000.0, 179.72, 8658562],
["2026-10-29", -50000.0, -9150000.0, 184.04, 14644068],
["2026-10-30", 2300000.0, 427800000.0, 184.87, 17352308],
["2026-11-02", 450000.0, 83250000.0, 184.6, 13184200],
["2026-11-03", 950000.0, 174800000.0, 184.02, 11095909]
],
"coverage": {
"first": "2026-08-11",
"last": "2026-11-03",
"sessions": 60,
"note": "Provider publishes with a one-session lag; `last` is normally the session before the newest ohlcv.1d bar."
},
"sum_5d_usd": 810950000.0,
"sum_20d_usd": 1603400000.0,
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}
}
},
"indicator_extensions": {
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"note": "House signals with no template slot. Definitions live in the skill prompts.",
"values": {
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"D": 19.5,
"P": -37.5,
"O": 1.5,
"C": 27.0,
"signal": "NEUTRAL",
"direction": "bullish",
"coverage": 0.7,
"ranked": true,
"components": {
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"T": -55.4,
"RS": -15.4,
"V": -17.2,
"F": 25.4,
"OI": 44.5,
"S": -75.0,
"IV": null,
"B": null,
"Liquidity": 0.5,
"OpeningConfidence": null,
"FlowAgreement": 66.7,
"StrikeBreadth": null
},
"drivers": ["- skew -75", "- trend -55", "- momentum -49", "+ open-interest change +45", "+ aggressive flow +25"]
},
"intraday": {
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"h1_ema9": 55.94,
"h1_ema21": 56.45,
"m15_trend": "up",
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"m15_ema9": 55.86,
"m15_ema21": 55.72,
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"as_of_et": "2026-11-04 09:35"
},
"premarket_path": "04:00 58.54 -> 06:20 59.14 -> 06:45 56.85 -> 07:10 57.56 -> 08:15 58.30 -> 09:10 56.25 -> 09:15 56.66",
"structure_checks": {
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"ema_stacked": false,
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"ema50_rising": false,
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},
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},
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{
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},
{
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},
{
"name": "21 EMA Touch",
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},
{
"name": "ORB Breakout",
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},
{
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},
{
"name": "PDH/PDL Touch",
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},
{
"name": "Open Retracement",
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},
{
"name": "Gap Fill",
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},
{
"name": "Darvas Box",
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},
{
"name": "High Vol Open",
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},
{
"name": "Power Hour",
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}
],
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},
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}
}
},
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"min_reward_risk_by_confidence": {
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"LOW": 2.0
},
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"required_data_paths": ["quote", "ohlcv.1m", "ohlcv.1h", "ohlcv.1d"],
"on_missing_critical_data": "NO_ACTION",
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"provided_by": "application"
},
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},
"data_quality": {
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"checked_at": "2026-11-04T14:38:04Z",
"critical_issues": [],
"warnings": ["corporate_actions was requested but came back empty"],
"missing_fields": ["corporate_actions"],
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}
}