{
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"schema_ref": "snapshots/snapshot_symbol.template.json",
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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",
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},
"instrument": {
"symbol": "CI",
"name": "Cigna Corporation",
"asset_type": "common_stock",
"exchange_mic": null,
"exchange_name": "NYSE",
"currency": "USD",
"exchange_timezone": "America/New_York",
"sector": "Healthcare",
"industry": "Medical - Healthcare Plans",
"sector_etf": "XLV"
},
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{
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},
{
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},
{
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},
{
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},
{
"type": "CD",
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}
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"availability": "populated",
"exchange_timezone": "America/New_York",
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{
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"open_utc": "2026-11-05T14:30:00Z",
"close_utc": "2026-11-05T21:00:00Z",
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}
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"observed_at": "2026-11-05T15:24:39Z",
"data_as_of": "2026-11-05T15:24:18Z",
"availability": "populated",
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"last_trade_at": "2026-11-05T15:22:41Z",
"bid": 314.89,
"bid_size_shares": 40.0,
"ask": 315.73,
"ask_size_shares": 40.0,
"quote_age_seconds": 2.0,
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},
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"session_filter": ["RTH"],
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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": "2026-11-05T15:24:39Z",
"data_as_of": "2026-11-05T10:30:00-05:00",
"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": "2026-11-05T10:30:00-05:00",
"last_complete_end": "2026-11-05T09:30:00-05:00",
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"missing_intervals": [],
"no_trade_intervals": [],
"halt_intervals": [],
"synthetic_bars_present": false
}
},
"1m": {
"source_id": "polygon.aggregates.minute+alpaca.boats",
"observed_at": "2026-11-05T15:24:39Z",
"data_as_of": "2026-11-05T15:24:00+00:00",
"availability": "populated",
"requested_window": "current and previous trading session",
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["2026-11-05T14:24:00+00:00", "PRE", 305.3, 305.3, 305.3, 305.3, 1206, true],
["2026-11-05T14:27:00+00:00", "PRE", 308.98, 310, 308.98, 310, 880, true],
["2026-11-05T14:29:00+00:00", "PRE", 312.21, 312.37, 312.21, 312.37, 352, true],
["2026-11-05T14:30:00+00:00", "RTH", 318, 318.05, 308.81, 309.04, 44403, true],
["2026-11-05T14:31:00+00:00", "RTH", 309.01, 310.79, 305.89, 307.3, 27707, true],
["2026-11-05T14:32:00+00:00", "RTH", 307.37, 309.8, 307.11, 309.02, 16019, true],
["2026-11-05T14:33:00+00:00", "RTH", 308.37, 309.64, 308.37, 308.82, 6322, true],
["2026-11-05T14:34:00+00:00", "RTH", 308.82, 313.23, 307.99, 313.23, 21644, true],
["2026-11-05T14:35:00+00:00", "RTH", 312.28, 314.38, 312.28, 313.58, 3251, true],
["2026-11-05T14:36:00+00:00", "RTH", 313.55, 313.75, 312.06, 313.13, 12458, true],
["2026-11-05T14:37:00+00:00", "RTH", 313.03, 314.52, 312.99, 314.52, 3834, true],
["2026-11-05T14:38:00+00:00", "RTH", 314.57, 314.57, 313.77, 313.92, 2515, true],
["2026-11-05T14:39:00+00:00", "RTH", 313.31, 314.55, 313, 313.92, 3191, true],
["2026-11-05T14:40:00+00:00", "RTH", 313.94, 314.55, 311.9, 312.32, 9995, true],
["2026-11-05T14:41:00+00:00", "RTH", 311.64, 312.31, 309.57, 309.69, 10445, true],
["2026-11-05T14:42:00+00:00", "RTH", 309.39, 310.52, 307.42, 308.11, 30412, true],
["2026-11-05T14:43:00+00:00", "RTH", 307.93, 307.98, 306.51, 306.51, 22439, true],
["2026-11-05T14:44:00+00:00", "RTH", 306.11, 306.34, 304.39, 304.84, 31996, true],
["2026-11-05T14:45:00+00:00", "RTH", 304.87, 306.04, 304.23, 305.44, 23470, true],
["2026-11-05T14:46:00+00:00", "RTH", 305.44, 305.44, 302.56, 302.68, 35967, true],
["2026-11-05T14:47:00+00:00", "RTH", 302.29, 304.54, 300, 304.54, 38741, true],
["2026-11-05T14:48:00+00:00", "RTH", 304.22, 306.71, 302.44, 306.13, 17340, true],
["2026-11-05T14:49:00+00:00", "RTH", 306.08, 306.71, 304.99, 305.68, 5320, true],
["2026-11-05T14:50:00+00:00", "RTH", 305.74, 308.92, 305.74, 307.38, 13931, true],
["2026-11-05T14:51:00+00:00", "RTH", 307.38, 308.85, 307.38, 308.85, 1473, true],
["2026-11-05T14:52:00+00:00", "RTH", 308.01, 311.1, 307.7, 311.1, 17323, true],
["2026-11-05T14:53:00+00:00", "RTH", 310.35, 311.83, 310.26, 311.33, 5404, true],
["2026-11-05T14:54:00+00:00", "RTH", 311.33, 312.13, 310.35, 311, 4618, true],
["2026-11-05T14:55:00+00:00", "RTH", 311.59, 311.59, 310.96, 311.03, 2130, true],
["2026-11-05T14:56:00+00:00", "RTH", 311.57, 312.5, 310.95, 312.39, 6299, true],
["2026-11-05T14:57:00+00:00", "RTH", 312, 312.48, 311.55, 311.75, 4555, true],
["2026-11-05T14:58:00+00:00", "RTH", 311.86, 312.74, 311.86, 312.74, 4367, true],
["2026-11-05T14:59:00+00:00", "RTH", 312.31, 312.71, 311.91, 312.67, 3605, true],
["2026-11-05T15:00:00+00:00", "RTH", 312.57, 313.25, 312.39, 313.08, 6659, true],
["2026-11-05T15:01:00+00:00", "RTH", 313.09, 313.17, 312.53, 312.85, 2297, true],
["2026-11-05T15:02:00+00:00", "RTH", 312.85, 313.25, 312.53, 312.77, 1265, true],
["2026-11-05T15:03:00+00:00", "RTH", 312.81, 313.25, 312.74, 313, 1044, true],
["2026-11-05T15:04:00+00:00", "RTH", 312.82, 312.82, 312.25, 312.44, 3048, true],
["2026-11-05T15:05:00+00:00", "RTH", 312.88, 312.98, 312.34, 312.89, 2998, true],
["2026-11-05T15:06:00+00:00", "RTH", 313.1, 314.09, 313.1, 313.87, 9981, true],
["2026-11-05T15:07:00+00:00", "RTH", 314.07, 314.65, 313.83, 314.41, 9877, true],
["2026-11-05T15:08:00+00:00", "RTH", 314.28, 314.28, 313.41, 313.47, 2243, true],
["2026-11-05T15:09:00+00:00", "RTH", 313.47, 314.63, 313.19, 314.63, 2173, true],
["2026-11-05T15:10:00+00:00", "RTH", 314.72, 314.98, 314.2, 314.2, 2019, true],
["2026-11-05T15:11:00+00:00", "RTH", 314.14, 314.38, 313.8, 313.8, 1745, true],
["2026-11-05T15:12:00+00:00", "RTH", 314.13, 314.52, 313.68, 314.15, 10413, true],
["2026-11-05T15:13:00+00:00", "RTH", 314.15, 314.4, 314.15, 314.33, 2999, true],
["2026-11-05T15:14:00+00:00", "RTH", 314.72, 315.7, 314.66, 315.27, 6276, true],
["2026-11-05T15:15:00+00:00", "RTH", 315.39, 315.39, 314.36, 314.37, 5206, true],
["2026-11-05T15:16:00+00:00", "RTH", 314.37, 314.86, 314.23, 314.31, 1625, true],
["2026-11-05T15:17:00+00:00", "RTH", 314.36, 314.86, 313.53, 313.53, 2160, true],
["2026-11-05T15:18:00+00:00", "RTH", 313.96, 314, 313.7, 313.84, 2892, true],
["2026-11-05T15:19:00+00:00", "RTH", 314.33, 314.33, 313.83, 314.14, 1775, true],
["2026-11-05T15:20:00+00:00", "RTH", 313.95, 314.35, 313.83, 314.11, 3429, true],
["2026-11-05T15:21:00+00:00", "RTH", 314, 314.49, 313.95, 314, 6389, true],
["2026-11-05T15:22:00+00:00", "RTH", 313.99, 314.47, 313.99, 314.19, 4241, true],
["2026-11-05T15:23:00+00:00", "RTH", 314.19, 315.56, 314.11, 315.0, 2442, true]
],
"coverage": {
"first_start": "2026-11-05T11:08:00+00:00",
"last_end": "2026-11-05T15:24:00+00:00",
"last_complete_end": "2026-11-05T15:24:00+00:00",
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"received_completed_bars": 90,
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"no_trade_intervals": [],
"halt_intervals": [],
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}
}
},
"indicators": {
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"data_as_of": null,
"availability": "populated",
"session_filter": ["RTH"],
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"reset_at_session_open": false,
"calculation_history_start": null,
"calculation_bars": 700,
"implementation": {
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"version": null,
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"warmup_passed": true
},
"snapshot": {
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"ema20": 297.71,
"ema50": 290.06,
"ema200": 285.34,
"sma20": 298.92,
"sma50": 285.77,
"sma200": 282.22,
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"adx14": 24.27,
"plus_di14": 33.1,
"minus_di14": 16.2
},
"crossover": {
"ema9_over_ema20": {
"state": "above",
"candles_since": 19,
"direction": "golden"
},
"ema20_over_ema50": {
"state": "above",
"candles_since": 15,
"direction": "golden"
}
},
"momentum": {
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"cci20": 122.27,
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"roc20_pct": 12.19,
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},
"volatility": {
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"realized_vol20_annualized_pct": 31.22
},
"volume": {
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"obv_slope_20bars": -128959.7,
"cmf20": 0.03,
"volume_sma20": 1475099.29,
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}
},
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},
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},
"1h": {
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"data_as_of": null,
"availability": "populated",
"session_filter": ["PRE", "RTH", "POST"],
"last_bar_session": "PRE",
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"implementation": {
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"version": null,
"formula_spec_version": "swing-input-1.0",
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},
"snapshot": {
"trend": {
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},
"momentum": {
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},
"volatility": {
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},
"volume": {
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"cmf20": 0.09,
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"bar_rvol20_basis": "last 20 PRE bars"
}
},
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},
"unavailable_fields": []
},
"1m": {
"source_id": "inhouse.routes.dashboard._indicator_snapshot",
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"data_as_of": null,
"availability": "populated",
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"last_bar_session": "RTH",
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"reset_at_session_open": false,
"calculation_history_start": null,
"calculation_bars": 90,
"implementation": {
"library": "inhouse",
"version": null,
"formula_spec_version": "swing-input-1.0",
"warmup_passed": true
},
"snapshot": {
"trend": {
"ema9": 314.26,
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"sma20": 314.05,
"adx14": 21.02,
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},
"momentum": {
"rsi14": 60.69,
"cci20": 131.38,
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"macd12_26": 0.72,
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},
"volatility": {
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},
"volume": {
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"obv_slope_20bars": 1275.99,
"cmf20": -0.03,
"volume_sma20": 4196.55,
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"bar_rvol20_basis": "last 20 RTH bars"
}
},
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},
"unavailable_fields": []
}
},
"checklist": {
"source_id": "inhouse.routes.dashboard._fetch_technical",
"observed_at": "2026-11-05T15:24:39Z",
"data_as_of": null,
"availability": "populated",
"last_price": 315.31,
"last_price_source": "quote.last",
"timeframes": [
{
"timeframe": "1d",
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"last_bar_end": "2026-11-04",
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"checks": [
{
"metric": "EMA9",
"status": "YES",
"value": "302.61",
"note": "4.20% above"
},
{
"metric": "EMA20",
"status": "YES",
"value": "297.71",
"note": "5.91% above"
},
{
"metric": "EMA50",
"status": "YES",
"value": "290.06",
"note": "8.71% above"
},
{
"metric": "EMA200",
"status": "YES",
"value": "285.34",
"note": "10.50% above"
},
{
"metric": "Equal highs/lows",
"status": "NO",
"value": "303.28 equal_highs",
"note": "12.03 away, ATR14 8.29, 3 touches"
},
{
"metric": "RSI divergence",
"status": "NO",
"value": "",
"note": "none found"
},
{
"metric": "HH/LL",
"status": "NO",
"value": "LH / LL",
"note": "down"
},
{
"metric": "BoS / ChoCh",
"status": "YES",
"value": "CHoCh bullish 303.43",
"note": "this bar"
}
]
},
{
"timeframe": "1h",
"completed_bars_used": 682,
"last_bar_end": "2026-11-05T14:30:00Z",
"last_bar_close": 312.37,
"checks": [
{
"metric": "EMA9",
"status": "YES",
"value": "309.04",
"note": "2.03% above"
},
{
"metric": "EMA20",
"status": "YES",
"value": "305.56",
"note": "3.19% above"
},
{
"metric": "EMA50",
"status": "YES",
"value": "301.91",
"note": "4.44% above"
},
{
"metric": "EMA200",
"status": "YES",
"value": "297.73",
"note": "5.90% above"
},
{
"metric": "Equal highs/lows",
"status": "NO",
"value": "306.66 equal_highs",
"note": "8.65 away, ATR14 3.73, 3 touches"
},
{
"metric": "RSI divergence",
"status": "NO",
"value": "regular_bullish",
"note": "37 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 307.11",
"note": "3 bars ago"
}
]
},
{
"timeframe": "1m",
"completed_bars_used": 90,
"last_bar_end": "2026-11-05T15:24:00Z",
"last_bar_close": 315.0,
"checks": [
{
"metric": "EMA9",
"status": "YES",
"value": "314.26",
"note": "0.33% above"
},
{
"metric": "EMA20",
"status": "YES",
"value": "313.77",
"note": "0.49% above"
},
{
"metric": "EMA50",
"status": "NA",
"value": "",
"note": "needs 150 bars, has 90"
},
{
"metric": "EMA200",
"status": "NA",
"value": "",
"note": "needs 600 bars, has 90"
},
{
"metric": "Equal highs/lows",
"status": "NO",
"value": "",
"note": "no 3-touch cluster"
},
{
"metric": "RSI divergence",
"status": "NO",
"value": "hidden_bearish",
"note": "45 bars ago, outside the 20-bar window"
},
{
"metric": "HH/LL",
"status": "YES",
"value": "HH / HL",
"note": "up"
},
{
"metric": "BoS / ChoCh",
"status": "YES",
"value": "CHoCh bullish 314.57",
"note": "14 bars ago"
}
]
}
]
},
"session_features": {
"source_id": "polygon.aggregates.5min",
"observed_at": "2026-11-05T15:24:39Z",
"data_as_of": "2026-11-05 10:20",
"availability": "populated",
"trading_date": "2026-11-05",
"previous_rth": {
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"high": 307.11,
"low": 296.5,
"close": 305.41,
"volume": 2431100.0
},
"current_rth": {
"open": 318.0,
"high_so_far": 318.0,
"low_so_far": 300.0,
"volume_so_far": 661287.0,
"volume_window": "through 2026-11-05 10:20",
"elapsed_minutes": 54,
"gap_from_previous_close_pct": 4.12,
"cumulative_rvol_same_time20": 3.26,
"rvol_baseline_sessions": null
},
"premarket": {
"start": "2026-11-05T09:00:00Z",
"end": "2026-11-05T14:30:00Z",
"high": 317.54,
"low": 302.99,
"last": 312.37,
"volume": 13684.0,
"complete": null
},
"after_hours": {
"availability": "not_populated"
},
"overnight": {
"availability": "not_populated"
},
"opening_range_5m": {
"availability": "not_populated"
},
"opening_range_15m": {
"start": "2026-11-05T14:30:00Z",
"end": "2026-11-05T14:45:00Z",
"high": 318.05,
"low": 304.39,
"volume": null,
"complete": null
},
"opening_range_30m": {
"availability": "not_populated"
},
"vwap": {
"rth": 309.47,
"rth_anchor_at": "2026-11-05T14:30:00Z",
"computed_through_et": "2026-11-05 10:20",
"includes_closing_auction": false,
"extended": null,
"extended_anchor_at": null,
"method": "5m_polygon_vwap_volume_weighted",
"anchored": []
}
},
"price_structure": {
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"observed_at": "2026-11-05T15:24:39Z",
"data_as_of": null,
"availability": "populated",
"pivot_confirmation": {
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"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": {
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"1h": [],
"1d": [
{
"trading_date": "2026-11-02",
"kind": "low",
"price": 291.93,
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"label": "LL",
"rsi": 52.64
},
{
"trading_date": "2026-10-30",
"kind": "high",
"price": 303.43,
"bars_ago": 4,
"label": "LH",
"rsi": 55.62
},
{
"trading_date": "2026-10-28",
"kind": "low",
"price": 294.12,
"bars_ago": 6,
"label": "LL",
"rsi": 53.22
},
{
"trading_date": "2026-10-22",
"kind": "high",
"price": 316.26,
"bars_ago": 10,
"label": "HH",
"rsi": 75.13
},
{
"trading_date": "2026-10-20",
"kind": "high",
"price": 307.0,
"bars_ago": 12,
"label": "HH",
"rsi": 72.32
},
{
"trading_date": "2026-10-19",
"kind": "low",
"price": 296.32,
"bars_ago": 13,
"label": "HL",
"rsi": 67.44
},
{
"trading_date": "2026-10-16",
"kind": "high",
"price": 303.07,
"bars_ago": 14,
"label": "HH",
"rsi": 73.06
},
{
"trading_date": "2026-10-13",
"kind": "low",
"price": 277.43,
"bars_ago": 17,
"label": "HL",
"rsi": 57.28
},
{
"trading_date": "2026-10-09",
"kind": "high",
"price": 287.89,
"bars_ago": 19,
"label": "HH",
"rsi": 57.56
},
{
"trading_date": "2026-10-07",
"kind": "high",
"price": 283.12,
"bars_ago": 21,
"label": "HH",
"rsi": 53.51
},
{
"trading_date": "2026-10-01",
"kind": "low",
"price": 262.85,
"bars_ago": 25,
"label": "LL",
"rsi": 40.88
},
{
"trading_date": "2026-09-30",
"kind": "high",
"price": 278.88,
"bars_ago": 26,
"label": "HH",
"rsi": 44.45
},
{
"trading_date": "2026-09-25",
"kind": "high",
"price": 273.36,
"bars_ago": 29,
"label": "LH",
"rsi": 44.02
},
{
"trading_date": "2026-09-24",
"kind": "low",
"price": 263.75,
"bars_ago": 30,
"label": "LL",
"rsi": 35.84
},
{
"trading_date": "2026-09-22",
"kind": "high",
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"last": "2026-11-04",
"sessions": 60,
"note": "Provider publishes with a one-session lag; `last` is normally the session before the newest ohlcv.1d bar."
},
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"sum_20d_usd": 1988700000.0,
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}
}
},
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"values": {
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"D": -36.7,
"P": 36.3,
"O": -37.1,
"C": 41.9,
"signal": "NEUTRAL",
"direction": "bearish",
"coverage": 0.85,
"ranked": true,
"components": {
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"RS": 24.3,
"V": 3.7,
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"OpeningConfidence": 24.0,
"FlowAgreement": 75.0,
"StrikeBreadth": 100.0
},
"drivers": ["- skew -100", "- aggressive flow -69", "+ IV behaviour +55", "+ momentum +54", "+ trend +47"]
},
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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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{
"name": "Gap Fill",
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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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},
"data_quality": {
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"checked_at": "2026-11-05T15:24:39Z",
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}
}