{
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"schema_ref": "snapshots/snapshot_symbol.template.json",
"payload_kind": "market_data",
"analysis": {
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"evaluation_at": "2026-11-03T19:38:58Z",
"generated_at": "2026-11-03T19:38:58Z",
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},
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},
"conventions": {
"timestamps": "RFC3339 with explicit UTC offset; UTC Z preferred",
"bar_interval": "[start,end)",
"row_order": "ascending start; unique per timeframe and interval",
"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": "BTI",
"name": "British American Tobacco p.l.c.",
"asset_type": "common_stock",
"exchange_mic": null,
"exchange_name": "NYSE",
"currency": "USD",
"exchange_timezone": "America/New_York",
"sector": "Consumer Defensive",
"industry": "Tobacco",
"sector_etf": "XLP"
},
"corporate_actions": {
"source_id": "polygon.reference.dividends",
"observed_at": "2026-11-03T19:38:58Z",
"data_as_of": null,
"availability": "populated",
"adjustment_as_of": "2026-11-03T19:38:58Z",
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{
"type": "CD",
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"record_date": "2026-12-29",
"pay_date": "2027-02-08",
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},
{
"type": "CD",
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"record_date": "2026-10-02",
"pay_date": "2026-11-12",
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},
{
"type": "CD",
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"record_date": "2026-07-10",
"pay_date": "2026-08-19",
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},
{
"type": "CD",
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"record_date": "2026-03-27",
"pay_date": "2026-05-12",
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},
{
"type": "CD",
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"record_date": "2025-12-30",
"pay_date": "2026-02-09",
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}
]
},
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"observed_at": "2026-11-03T19:38:58Z",
"data_as_of": null,
"availability": "populated",
"exchange_timezone": "America/New_York",
"sessions": [
{
"date": "2026-11-03",
"open_utc": "2026-11-03T14:30:00Z",
"close_utc": "2026-11-03T21:00:00Z",
"early_close": false
}
],
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}
},
"quote": {
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"observed_at": "2026-11-03T19:38:58Z",
"data_as_of": "2026-11-03T19:38:52Z",
"availability": "populated",
"last": 60.91,
"last_trade_at": "2026-11-03T19:37:55Z",
"bid": 60.91,
"bid_size_shares": 200.0,
"ask": 60.92,
"ask_size_shares": 200.0,
"quote_age_seconds": 1.0,
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"nbbo_at": null,
"spread": 0.01,
"spread_bps": 1.64,
"current_session_volume_shares": 2529568.0,
"previous_rth_close": 60.91,
"previous_rth_date": "2026-11-03",
"halted": null
},
"ohlcv": {
"1d": {
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"observed_at": "2026-11-03T14:51:42Z",
"data_as_of": "2026-11-03",
"availability": "populated",
"stale": false,
"age_seconds": 17236.2,
"requested_window": "300 completed regular sessions plus current forming session",
"session_filter": ["RTH"],
"aggregation": "exchange_regular_session",
"columns": ["start", "session", "open", "high", "low", "close", "volume", "complete"],
"interval_seconds": 86400,
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"coverage": {
"first_start": "2025-08-26",
"last_end": "2026-11-03",
"last_complete_end": "2026-11-02",
"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": "2026-11-03T19:38:58Z",
"data_as_of": "2026-11-03T15:30:00-05:00",
"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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"last_end": "2026-11-03T15:30:00-05:00",
"last_complete_end": "2026-11-03T14:30:00-05:00",
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"halt_intervals": [],
"synthetic_bars_present": false
}
},
"1m": {
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"observed_at": "2026-11-03T19:38:58Z",
"data_as_of": "2026-11-03T19:32:00+00:00",
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["2026-11-03T18:07:00+00:00", "RTH", 60.77, 60.77, 60.77, 60.77, 1184, true],
["2026-11-03T18:08:00+00:00", "RTH", 60.77, 60.77, 60.76, 60.77, 2841, true],
["2026-11-03T18:09:00+00:00", "RTH", 60.76, 60.77, 60.76, 60.76, 3094, true],
["2026-11-03T18:10:00+00:00", "RTH", 60.76, 60.78, 60.76, 60.77, 5062, true],
["2026-11-03T18:11:00+00:00", "RTH", 60.76, 60.77, 60.76, 60.77, 721, true],
["2026-11-03T18:12:00+00:00", "RTH", 60.76, 60.77, 60.76, 60.76, 1910, true],
["2026-11-03T18:13:00+00:00", "RTH", 60.77, 60.77, 60.76, 60.77, 6470, true],
["2026-11-03T18:14:00+00:00", "RTH", 60.77, 60.78, 60.77, 60.77, 3690, true],
["2026-11-03T18:15:00+00:00", "RTH", 60.77, 60.79, 60.77, 60.79, 2331, true],
["2026-11-03T18:16:00+00:00", "RTH", 60.8, 60.8, 60.8, 60.8, 2004, true],
["2026-11-03T18:17:00+00:00", "RTH", 60.79, 60.8, 60.79, 60.8, 1744, true],
["2026-11-03T18:18:00+00:00", "RTH", 60.81, 60.81, 60.8, 60.8, 3080, true],
["2026-11-03T18:19:00+00:00", "RTH", 60.8, 60.82, 60.79, 60.81, 6534, true],
["2026-11-03T18:20:00+00:00", "RTH", 60.81, 60.83, 60.8, 60.83, 2563, true],
["2026-11-03T18:21:00+00:00", "RTH", 60.83, 60.84, 60.83, 60.84, 4098, true],
["2026-11-03T18:22:00+00:00", "RTH", 60.84, 60.84, 60.83, 60.84, 2760, true],
["2026-11-03T18:23:00+00:00", "RTH", 60.84, 60.85, 60.84, 60.84, 3333, true],
["2026-11-03T18:24:00+00:00", "RTH", 60.85, 60.86, 60.85, 60.86, 5437, true],
["2026-11-03T18:25:00+00:00", "RTH", 60.86, 60.87, 60.84, 60.84, 6511, true],
["2026-11-03T18:26:00+00:00", "RTH", 60.85, 60.85, 60.85, 60.85, 733, true],
["2026-11-03T18:27:00+00:00", "RTH", 60.84, 60.85, 60.84, 60.84, 4894, true],
["2026-11-03T18:28:00+00:00", "RTH", 60.84, 60.84, 60.83, 60.84, 3887, true],
["2026-11-03T18:29:00+00:00", "RTH", 60.84, 60.84, 60.83, 60.83, 1723, true],
["2026-11-03T18:30:00+00:00", "RTH", 60.83, 60.84, 60.83, 60.84, 3308, true],
["2026-11-03T18:31:00+00:00", "RTH", 60.84, 60.84, 60.8, 60.8, 5989, true],
["2026-11-03T18:32:00+00:00", "RTH", 60.8, 60.8, 60.78, 60.78, 2945, true],
["2026-11-03T18:33:00+00:00", "RTH", 60.78, 60.8, 60.78, 60.8, 2162, true],
["2026-11-03T18:34:00+00:00", "RTH", 60.81, 60.81, 60.81, 60.81, 1623, true],
["2026-11-03T18:35:00+00:00", "RTH", 60.81, 60.82, 60.81, 60.82, 1167, true],
["2026-11-03T18:36:00+00:00", "RTH", 60.83, 60.84, 60.82, 60.82, 5512, true],
["2026-11-03T18:37:00+00:00", "RTH", 60.83, 60.84, 60.83, 60.83, 1783, true],
["2026-11-03T18:38:00+00:00", "RTH", 60.84, 60.85, 60.83, 60.85, 2679, true],
["2026-11-03T18:39:00+00:00", "RTH", 60.85, 60.92, 60.85, 60.92, 14740, true],
["2026-11-03T18:40:00+00:00", "RTH", 60.92, 60.92, 60.91, 60.91, 6238, true],
["2026-11-03T18:41:00+00:00", "RTH", 60.9, 60.91, 60.9, 60.9, 5378, true],
["2026-11-03T18:42:00+00:00", "RTH", 60.89, 60.9, 60.88, 60.9, 2893, true],
["2026-11-03T18:43:00+00:00", "RTH", 60.9, 60.91, 60.9, 60.91, 2083, true],
["2026-11-03T18:44:00+00:00", "RTH", 60.91, 60.91, 60.91, 60.91, 2061, true],
["2026-11-03T18:45:00+00:00", "RTH", 60.91, 60.91, 60.9, 60.91, 1221, true],
["2026-11-03T18:46:00+00:00", "RTH", 60.9, 60.9, 60.89, 60.9, 2172, true],
["2026-11-03T18:47:00+00:00", "RTH", 60.9, 60.9, 60.9, 60.9, 435, true],
["2026-11-03T18:48:00+00:00", "RTH", 60.9, 60.91, 60.89, 60.9, 10402, true],
["2026-11-03T18:49:00+00:00", "RTH", 60.9, 60.91, 60.89, 60.91, 5599, true],
["2026-11-03T18:50:00+00:00", "RTH", 60.91, 60.92, 60.9, 60.91, 8540, true],
["2026-11-03T18:51:00+00:00", "RTH", 60.91, 60.91, 60.91, 60.91, 1464, true],
["2026-11-03T18:52:00+00:00", "RTH", 60.92, 60.92, 60.92, 60.92, 2992, true],
["2026-11-03T18:53:00+00:00", "RTH", 60.92, 60.92, 60.91, 60.91, 2735, true],
["2026-11-03T18:54:00+00:00", "RTH", 60.91, 60.91, 60.91, 60.91, 2893, true],
["2026-11-03T18:55:00+00:00", "RTH", 60.91, 60.92, 60.91, 60.91, 4180, true],
["2026-11-03T18:56:00+00:00", "RTH", 60.91, 60.95, 60.91, 60.95, 12198, true],
["2026-11-03T18:57:00+00:00", "RTH", 60.95, 60.98, 60.92, 60.92, 24451, true],
["2026-11-03T18:58:00+00:00", "RTH", 60.93, 60.97, 60.92, 60.95, 12217, true],
["2026-11-03T18:59:00+00:00", "RTH", 60.97, 60.97, 60.95, 60.95, 3589, true],
["2026-11-03T19:00:00+00:00", "RTH", 60.95, 60.95, 60.93, 60.95, 6178, true],
["2026-11-03T19:01:00+00:00", "RTH", 60.95, 60.97, 60.94, 60.95, 18976, true],
["2026-11-03T19:02:00+00:00", "RTH", 60.96, 60.96, 60.94, 60.95, 8444, true],
["2026-11-03T19:03:00+00:00", "RTH", 60.94, 60.96, 60.91, 60.93, 78158, true],
["2026-11-03T19:04:00+00:00", "RTH", 60.92, 60.94, 60.92, 60.94, 17280, true],
["2026-11-03T19:05:00+00:00", "RTH", 60.94, 60.94, 60.91, 60.91, 5088, true],
["2026-11-03T19:06:00+00:00", "RTH", 60.92, 60.92, 60.91, 60.92, 4302, true],
["2026-11-03T19:07:00+00:00", "RTH", 60.93, 60.94, 60.93, 60.93, 1927, true],
["2026-11-03T19:08:00+00:00", "RTH", 60.92, 60.95, 60.92, 60.94, 4225, true],
["2026-11-03T19:09:00+00:00", "RTH", 60.93, 60.95, 60.92, 60.95, 3975, true],
["2026-11-03T19:10:00+00:00", "RTH", 60.94, 60.95, 60.93, 60.94, 4254, true],
["2026-11-03T19:11:00+00:00", "RTH", 60.93, 60.94, 60.92, 60.94, 5936, true],
["2026-11-03T19:12:00+00:00", "RTH", 60.94, 60.97, 60.94, 60.95, 10489, true],
["2026-11-03T19:13:00+00:00", "RTH", 60.95, 60.96, 60.95, 60.95, 7783, true],
["2026-11-03T19:14:00+00:00", "RTH", 60.95, 60.95, 60.94, 60.95, 4067, true],
["2026-11-03T19:15:00+00:00", "RTH", 60.95, 60.97, 60.94, 60.94, 5679, true],
["2026-11-03T19:16:00+00:00", "RTH", 60.93, 60.96, 60.93, 60.95, 4857, true],
["2026-11-03T19:17:00+00:00", "RTH", 60.94, 60.95, 60.94, 60.95, 3115, true],
["2026-11-03T19:18:00+00:00", "RTH", 60.95, 60.95, 60.93, 60.94, 10933, true],
["2026-11-03T19:19:00+00:00", "RTH", 60.94, 60.95, 60.93, 60.95, 6544, true],
["2026-11-03T19:20:00+00:00", "RTH", 60.95, 60.96, 60.95, 60.95, 3439, true],
["2026-11-03T19:21:00+00:00", "RTH", 60.95, 60.96, 60.95, 60.96, 826, true],
["2026-11-03T19:22:00+00:00", "RTH", 60.97, 60.97, 60.95, 60.97, 6949, true],
["2026-11-03T19:23:00+00:00", "RTH", 60.97, 60.98, 60.97, 60.97, 3992, true],
["2026-11-03T19:24:00+00:00", "RTH", 60.97, 60.97, 60.95, 60.95, 4887, true],
["2026-11-03T19:25:00+00:00", "RTH", 60.96, 60.96, 60.95, 60.95, 1745, true],
["2026-11-03T19:26:00+00:00", "RTH", 60.95, 60.95, 60.92, 60.94, 2568, true],
["2026-11-03T19:27:00+00:00", "RTH", 60.92, 60.93, 60.92, 60.93, 2189, true],
["2026-11-03T19:28:00+00:00", "RTH", 60.92, 60.92, 60.89, 60.92, 44378, true],
["2026-11-03T19:29:00+00:00", "RTH", 60.93, 60.97, 60.93, 60.95, 18475, true],
["2026-11-03T19:30:00+00:00", "RTH", 60.96, 60.96, 60.91, 60.92, 18017, true],
["2026-11-03T19:31:00+00:00", "RTH", 60.93, 60.96, 60.91, 60.91, 19262, true]
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},
"snapshot": {
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},
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}
},
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"availability": "populated",
"last_price": 60.91,
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"checks": [
{
"metric": "EMA9",
"status": "YES",
"value": "60.46",
"note": "0.75% above"
},
{
"metric": "EMA20",
"status": "YES",
"value": "59.06",
"note": "3.13% above"
},
{
"metric": "EMA50",
"status": "YES",
"value": "57.87",
"note": "5.25% above"
},
{
"metric": "EMA200",
"status": "YES",
"value": "57.59",
"note": "5.76% above"
},
{
"metric": "Equal highs/lows",
"status": "YES",
"value": "60.54 equal_highs",
"note": "0.37 away, ATR14 1.23, 3 touches"
},
{
"metric": "RSI divergence",
"status": "NO",
"value": "",
"note": "none found"
},
{
"metric": "HH/LL",
"status": "YES",
"value": "HH / HL",
"note": "up"
},
{
"metric": "BoS / ChoCh",
"status": "YES",
"value": "BoS bullish 60.58",
"note": "2 bars ago"
}
]
},
{
"timeframe": "1h",
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"last_bar_close": 60.95,
"checks": [
{
"metric": "EMA9",
"status": "NO",
"value": "61.08",
"note": "0.28% below"
},
{
"metric": "EMA20",
"status": "NO",
"value": "61.28",
"note": "0.60% below"
},
{
"metric": "EMA50",
"status": "NO",
"value": "61.19",
"note": "0.45% below"
},
{
"metric": "EMA200",
"status": "YES",
"value": "59.71",
"note": "2.00% above"
},
{
"metric": "Equal highs/lows",
"status": "NO",
"value": "58.00 equal_lows",
"note": "2.91 away, ATR14 0.26, 3 touches"
},
{
"metric": "RSI divergence",
"status": "YES",
"value": "hidden_bullish",
"note": "10 bars ago, RSI -14.22"
},
{
"metric": "HH/LL",
"status": "NO",
"value": "HH / LL",
"note": "broadening"
},
{
"metric": "BoS / ChoCh",
"status": "NO",
"value": "CHoCh bearish 61.38",
"note": "6 bars ago"
}
]
},
{
"timeframe": "1m",
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"checks": [
{
"metric": "EMA9",
"status": "NO",
"value": "60.93",
"note": "0.04% below"
},
{
"metric": "EMA20",
"status": "NO",
"value": "60.94",
"note": "0.05% below"
},
{
"metric": "EMA50",
"status": "NO",
"value": "60.92",
"note": "0.02% below"
},
{
"metric": "EMA200",
"status": "NA",
"value": "",
"note": "needs 600 bars, has 352"
},
{
"metric": "Equal highs/lows",
"status": "NO",
"value": "60.73 equal_lows",
"note": "0.18 away, ATR14 0.03, 4 touches"
},
{
"metric": "RSI divergence",
"status": "NO",
"value": "regular_bearish",
"note": "34 bars ago, outside the 20-bar window"
},
{
"metric": "HH/LL",
"status": "YES",
"value": "HH / HL",
"note": "up"
},
{
"metric": "BoS / ChoCh",
"status": "YES",
"value": "BoS bullish 60.87",
"note": "52 bars ago"
}
]
}
]
},
"session_features": {
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"data_as_of": "2026-11-03 14:30",
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"high": 61.97,
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},
"premarket": {
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"end": "2026-11-03T14:30:00Z",
"high": 61.66,
"low": 61.19,
"last": 61.27,
"volume": 46781.0,
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},
"after_hours": {
"availability": "not_populated"
},
"overnight": {
"availability": "not_populated"
},
"opening_range_5m": {
"availability": "not_populated"
},
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"max_order_pct_adv20": null,
"allow_holding_through_earnings": false,
"allow_holding_through_major_macro_events": true,
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"estimated_round_trip_fees_bps": 0,
"required_data_paths": ["quote", "ohlcv.1m", "ohlcv.1h", "ohlcv.1d"],
"on_missing_critical_data": "NO_ACTION",
"on_invalid_critical_data": "NO_ACTION",
"provided_by": "application"
},
"portfolio_context": {
"availability": "not_requested"
},
"data_quality": {
"status": "OK",
"checked_at": "2026-11-03T19:38:58Z",
"critical_issues": [],
"warnings": [],
"missing_fields": [],
"empty_but_valid": [],
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"stale_sources": [],
"point_in_time_checks_passed": null,
"adjustment_checks_passed": null,
"ohlcv_integrity_checks_passed": true
}
}