{
"schema_version": "swing-input-1.0",
"payload_kind": "template_not_market_data",
"analysis": {
"request_id": null,
"evaluation_at": null,
"generated_at": null,
"horizon_trading_sessions": {
"min": 1,
"max": 3
},
"current_session": null
},
"instrument": {
"symbol": "GLW",
"name": "Corning Inc",
"asset_type": "common_stock",
"exchange_mic": "XNYS",
"currency": "USD",
"exchange_timezone": "America/New_York",
"sector": null,
"industry": null,
"sector_etf": null,
"exchange_name": null
},
"conventions": {
"timestamps": "RFC3339 with explicit UTC offset; UTC Z preferred",
"bar_interval": "[start,end)",
"row_order": "ascending start; unique per timeframe and interval",
"session_codes": {
"PRE": "premarket",
"RTH": "regular",
"POST": "after-hours",
"OVERNIGHT": "feed-defined overnight"
},
"trading_date": "exchange-calendar session date, not derived from UTC date",
"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",
"price_adjustment": "split_adjusted_to_evaluation_basis_not_dividend_adjusted",
"volume_adjustment": "inverse_price_split_factor",
"missing_value": null,
"nan_and_infinity_allowed": false,
"zero_denominator_policy": "null_with_unavailable_reason",
"point_in_time_policy": "only source versions observed and available by evaluation_at; future scheduled events permitted if already announced"
},
"sources": {},
"session_calendar": {
"source_id": null,
"observed_at": null,
"exchange_timezone": "America/New_York",
"sessions": [],
"data_as_of": null,
"availability": null,
"next_session": {
"date": null,
"open_utc": null,
"close_utc": null,
"early_close": null,
"status": null
}
},
"corporate_actions": {
"source_id": null,
"observed_at": null,
"adjustment_as_of": null,
"records": [],
"data_as_of": null,
"availability": null
},
"quote": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"availability": "not_populated",
"last": null,
"last_session": null,
"last_trade_at": null,
"bid": null,
"bid_size_shares": null,
"ask": null,
"ask_size_shares": null,
"nbbo_at": null,
"spread": null,
"spread_bps": null,
"current_session_volume_shares": null,
"previous_rth_close": null,
"previous_rth_date": null,
"halted": null,
"quote_age_seconds": null
},
"ohlcv": {
"1m": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"availability": "not_populated",
"requested_window": "current and previous trading session; include relevant extended sessions",
"session_filter": ["PRE", "RTH", "POST"],
"aggregation": "session_open_anchored_no_cross_session_bars",
"columns": ["start", "session", "open", "high", "low", "close", "volume", "complete"],
"interval_seconds": 60,
"rows": [],
"coverage": {
"first_start": null,
"last_end": null,
"last_complete_end": null,
"expected_completed_bars": null,
"received_completed_bars": null,
"missing_intervals": [],
"no_trade_intervals": [],
"halt_intervals": [],
"synthetic_bars_present": false
}
},
"1h": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"availability": "not_populated",
"requested_window": "60 completed trading sessions plus current session",
"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,
"rows": [],
"coverage": {
"first_start": null,
"last_end": null,
"last_complete_end": null,
"expected_completed_bars": null,
"received_completed_bars": null,
"missing_intervals": [],
"no_trade_intervals": [],
"halt_intervals": [],
"synthetic_bars_present": false
}
},
"1d": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"availability": "not_populated",
"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,
"rows": [],
"coverage": {
"first_start": null,
"last_end": null,
"last_complete_end": null,
"expected_completed_bars": null,
"received_completed_bars": null,
"missing_intervals": [],
"no_trade_intervals": [],
"halt_intervals": [],
"synthetic_bars_present": false
},
"stale": null,
"age_seconds": null
}
},
"indicator_definitions": {
"trend": {
"sma": {
"periods": [20, 50, 200],
"input": "close"
},
"ema": {
"timeframes": ["1d"],
"periods": [9, 20, 50, 200],
"input": "close",
"alpha": "2/(period+1)",
"seed": "first valid close (single-value seed), not an SMA seed — this is what the system computes (routes/watchlist._compute_signals)",
"seed_note": "A single-value seed leaves a decaying bias that the SMA seed does not. It is immaterial for ema8/ema21 over the 220-bar window used, and visible in the third decimal for ema200. Consumers comparing against a textbook implementation should expect that difference rather than treat it as an error."
},
"adx_dmi": {
"period": 14,
"smoothing": "Wilder",
"outputs": ["adx", "plus_di", "minus_di"]
},
"ema20_slope_5bars_pct": {
"timeframes": ["1d"],
"formula": "100*(ema21[t]/ema21[t-5]-1)"
},
"crossover": {
"timeframes": ["1d"],
"pairs": ["ema9_over_ema20", "ema20_over_ema50"],
"fields": "state (above|below), candles_since (completed sessions since the last cross), direction (golden|death), no_cross_within_bars when the pair did not cross inside the window"
}
},
"momentum": {
"rsi": {
"period": 14,
"input": "close",
"smoothing": "Wilder"
},
"cci": {
"period": 20,
"price": "HLC3",
"dispersion": "mean_absolute_deviation",
"constant": 0.015
},
"roc": {
"periods": [5, 10, 20],
"formula": "100*(close[t]/close[t-period]-1)"
},
"macd": {
"fast": 12,
"slow": 26,
"signal": 9,
"ma_type": "EMA",
"histogram": "line-signal"
}
},
"volatility": {
"atr": {
"period": 14,
"smoothing": "Wilder",
"true_range": "max(high-low,abs(high-prev_close),abs(low-prev_close))"
},
"atr_pct": {
"formula": "100*ATR14/close"
},
"bollinger": {
"period": 20,
"ma_type": "SMA",
"stdev_multiple": 2,
"stdev_ddof": 0,
"bandwidth_pct": "100*(upper-lower)/middle",
"percent_b": "(close-lower)/(upper-lower)"
},
"realized_vol20_annualized_pct": {
"timeframes": ["1d"],
"formula": "100*stddev(last 20 close-to-close log returns,ddof=1)*sqrt(252)"
}
},
"volume": {
"obv": {
"seed": 0,
"rule": "add volume if close rises, subtract if falls, unchanged if equal",
"anchor": "declared calculation_history_start"
},
"obv_change_5bars": {
"formula": "OBV[t]-OBV[t-5]"
},
"cmf": {
"period": 20,
"formula": "sum(((2*close-high-low)/(high-low))*volume)/sum(volume)",
"zero_high_low_policy": "money_flow_multiplier=0"
},
"volume_sma20": {
"formula": "mean volume of previous 20 completed same-timeframe bars; exclude evaluated bar"
},
"bar_rvol20": {
"formula": "evaluated completed bar volume / mean volume of previous 20 completed same-timeframe bars"
},
"obv_slope_20bars": {
"formula": "ordinary least squares slope of last 20 OBV values",
"units": "shares_per_bar"
}
},
"relative_strength": {
"excess_return_pp": {
"formula": "asset_return_pct-benchmark_return_pct",
"alignment": "identical start/end times, session filters and adjustment basis"
},
"ratio_sma20": {
"formula": "SMA20(asset_close/benchmark_close)",
"alignment": "matched completed 1d RTH bars"
}
},
"vwap": {
"session_rth": {
"reset": "each RTH open",
"input_interval": "1m",
"price_proxy": "HLC3",
"formula": "sum(HLC3*volume)/sum(volume)"
},
"session_extended": {
"reset": "declared extended-session anchor",
"input_interval": "1m",
"price_proxy": "HLC3",
"formula": "sum(HLC3*volume)/sum(volume)"
},
"anchored": {
"reset": "explicit event anchor",
"input_interval": "1m",
"price_proxy": "HLC3",
"formula": "sum(HLC3*volume)/sum(volume)"
}
}
},
"indicators": {
"1m": {
"source_id": null,
"computed_at": null,
"as_of_bar_end": null,
"availability": "not_populated",
"session_filter": ["PRE", "RTH", "POST"],
"include_forming_bars": false,
"reset_at_session_open": false,
"calculation_history_start": null,
"calculation_bars": null,
"implementation": {
"library": null,
"version": null,
"formula_spec_version": "swing-input-1.0",
"warmup_passed": null
},
"snapshot": {
"trend": {
"ema9": null,
"ema20": null,
"sma20": null,
"adx14": null,
"plus_di14": null,
"minus_di14": null
},
"momentum": {
"rsi14": null,
"cci20": null,
"roc5_pct": null,
"roc10_pct": null,
"roc20_pct": null,
"macd12_26": null,
"macd_signal9": null,
"macd_histogram": null
},
"volatility": {
"atr14": null,
"atr14_pct": null,
"bb20_middle": null,
"bb20_upper": null,
"bb20_lower": null,
"bb20_bandwidth_pct": null,
"bb20_percent_b": null
},
"volume": {
"obv": null,
"obv_change_5bars": null,
"obv_slope_20bars": null,
"cmf20": null,
"volume_sma20": null,
"bar_rvol20": null,
"bar_rvol20_basis": null
}
},
"recent_history": {
"columns": ["bar_end", "adx14", "rsi14", "cci20", "roc10_pct", "macd_histogram", "atr14", "bb20_bandwidth_pct", "obv", "cmf20"],
"rows": [],
"recommended_completed_observations": 20
},
"unavailable_fields": [],
"observed_at": null,
"data_as_of": null,
"last_bar_session": null
},
"1h": {
"source_id": null,
"computed_at": null,
"as_of_bar_end": null,
"availability": "not_populated",
"session_filter": ["PRE", "RTH", "POST"],
"include_forming_bars": false,
"reset_at_session_open": false,
"calculation_history_start": null,
"calculation_bars": null,
"implementation": {
"library": null,
"version": null,
"formula_spec_version": "swing-input-1.0",
"warmup_passed": null
},
"snapshot": {
"trend": {
"ema9": null,
"ema20": null,
"ema50": null,
"sma20": null,
"sma50": null,
"sma200": null,
"adx14": null,
"plus_di14": null,
"minus_di14": null
},
"momentum": {
"rsi14": null,
"cci20": null,
"roc5_pct": null,
"roc10_pct": null,
"roc20_pct": null,
"macd12_26": null,
"macd_signal9": null,
"macd_histogram": null
},
"volatility": {
"atr14": null,
"atr14_pct": null,
"bb20_middle": null,
"bb20_upper": null,
"bb20_lower": null,
"bb20_bandwidth_pct": null,
"bb20_percent_b": null
},
"volume": {
"obv": null,
"obv_change_5bars": null,
"obv_slope_20bars": null,
"cmf20": null,
"volume_sma20": null,
"bar_rvol20": null,
"bar_rvol20_basis": null
}
},
"recent_history": {
"columns": ["bar_end", "adx14", "rsi14", "cci20", "roc10_pct", "macd_histogram", "atr14", "bb20_bandwidth_pct", "obv", "cmf20"],
"rows": [],
"recommended_completed_observations": 20
},
"unavailable_fields": [],
"observed_at": null,
"data_as_of": null,
"last_bar_session": null
},
"1d": {
"source_id": null,
"computed_at": null,
"as_of_bar_end": null,
"availability": "not_populated",
"session_filter": ["RTH"],
"include_forming_bars": false,
"reset_at_session_open": false,
"calculation_history_start": null,
"calculation_bars": null,
"implementation": {
"library": null,
"version": null,
"formula_spec_version": "swing-input-1.0",
"warmup_passed": null
},
"snapshot": {
"trend": {
"ema9": null,
"ema20": null,
"ema50": null,
"ema200": null,
"sma20": null,
"sma50": null,
"sma200": null,
"ema20_slope_5bars_pct": null,
"adx14": null,
"plus_di14": null,
"minus_di14": null
},
"momentum": {
"rsi14": null,
"cci20": null,
"roc5_pct": null,
"roc10_pct": null,
"roc20_pct": null,
"macd12_26": null,
"macd_signal9": null,
"macd_histogram": null
},
"volatility": {
"atr14": null,
"atr14_pct": null,
"bb20_middle": null,
"bb20_upper": null,
"bb20_lower": null,
"bb20_bandwidth_pct": null,
"bb20_percent_b": null,
"realized_vol20_annualized_pct": null
},
"volume": {
"obv": null,
"obv_change_5bars": null,
"obv_slope_20bars": null,
"cmf20": null,
"volume_sma20": null,
"bar_rvol20": null
},
"crossover": {
"ema9_over_ema20": {
"state": null,
"candles_since": null,
"direction": null
},
"ema20_over_ema50": {
"state": null,
"candles_since": null,
"direction": null
}
}
},
"recent_history": {
"columns": ["bar_end", "ema9", "ema20", "adx14", "rsi14", "cci20", "roc10_pct", "macd_histogram", "atr14", "bb20_bandwidth_pct", "obv", "cmf20"],
"rows": [],
"recommended_completed_observations": 20
},
"unavailable_fields": [],
"observed_at": null,
"data_as_of": null
}
},
"checklist": {
"source_id": null,
"observed_at": null,
"availability": "not_populated",
"last_price": null,
"last_price_source": null,
"_note": "How the last price sits against eight metrics on 1d/1h/1m. Computed in-house, not by a model. One entry per timeframe, each with eight checks in a fixed order; status is YES/NO/NA where NA means the input cannot answer it.",
"timeframes": [],
"data_as_of": null
},
"session_features": {
"source_id": null,
"computed_at": null,
"data_as_of": null,
"availability": "not_populated",
"trading_date": null,
"previous_rth": {
"trading_date": null,
"high": null,
"low": null,
"close": null,
"volume": null
},
"current_rth": {
"open": null,
"high_so_far": null,
"low_so_far": null,
"volume_so_far": null,
"elapsed_minutes": null,
"gap_from_previous_close_pct": null,
"cumulative_rvol_same_time20": null,
"rvol_baseline_sessions": null,
"volume_window": null
},
"premarket": {
"start": null,
"end": null,
"high": null,
"low": null,
"last": null,
"volume": null,
"complete": null
},
"after_hours": {
"trading_date": null,
"start": null,
"end": null,
"high": null,
"low": null,
"last": null,
"volume": null,
"complete": null,
"availability": null
},
"overnight": {
"trading_date": null,
"start": null,
"end": null,
"high": null,
"low": null,
"last": null,
"volume": null,
"complete": null,
"availability": null
},
"opening_range_5m": {
"start": null,
"end": null,
"high": null,
"low": null,
"volume": null,
"complete": null,
"availability": null
},
"opening_range_15m": {
"start": null,
"end": null,
"high": null,
"low": null,
"volume": null,
"complete": null
},
"opening_range_30m": {
"start": null,
"end": null,
"high": null,
"low": null,
"volume": null,
"complete": null,
"availability": null
},
"vwap": {
"rth": null,
"rth_anchor_at": null,
"extended": null,
"extended_anchor_at": null,
"method": "1m_HLC3_volume_approximation",
"anchored": []
},
"rvol_definition": "current RTH cumulative volume / mean RTH cumulative volume through the identical elapsed minute across previous 20 comparable completed sessions",
"rvol_comparable_session_policy": "exclude halted sessions and sessions shorter than evaluated elapsed time; report actual baseline count",
"observed_at": null
},
"price_structure": {
"source_id": null,
"computed_at": null,
"data_as_of": null,
"availability": "not_populated",
"pivot_confirmation": {
"method": "fractal",
"left_bars": 2,
"right_bars": 2,
"require_completed_right_bars": true,
"note": null
},
"swings": {
"note": "Confirmed fractal pivots, most recent first: {trading_date, kind (high|low), price, bars_ago}. Emptied in the agent context projection — the clustered levels below are the read.",
"1m": [],
"1h": [],
"1d": []
},
"rolling_extremes": {
"basis": "last N completed 1d RTH bars, exclude current forming day",
"high20d": null,
"low20d": null,
"high60d": null,
"low60d": null,
"high252d": null,
"low252d": null
},
"support_resistance": [],
"volume_profile": {
"source_id": null,
"method": null,
"window_start": null,
"window_end": null,
"session_filter": ["RTH"],
"bin_size": null,
"value_area_fraction": 0.7,
"poc": null,
"vah": null,
"val": null,
"nodes": [],
"sessions": null
},
"pivots": {
"method": null,
"source_trading_date": null,
"formula_version": null,
"pp": null,
"r1": null,
"s1": null,
"r2": null,
"s2": null
},
"support_resistance_note": "Equal highs / lows: swing pivots clustered at ~the same price, which mark resting liquidity (stops above equal highs, below equal lows). Each level carries kind (equal_highs|equal_lows), price (cluster mean), touches, spread, most_recent_bars_ago, dates, tolerance and tolerance_basis. Tolerance is ATR-relative so the test means the same thing on a $5 and a $500 stock. A level needs 3 touches: with an ATR-width window two adjacent swings fall inside it by coincidence. Nearest-to-now first; an empty list is a real answer.",
"market_structure": {
"trend_dir": null,
"sequence": [],
"last_high": null,
"last_low": null,
"last_event": {
"kind": null,
"direction": null,
"level": null,
"trading_date": null,
"bars_ago": null
},
"trend_dir_before_event": null,
"trend_dir_basis": null
},
"market_structure_note": "HH/HL/LH/LL off the confirmed pivots in `swings`. Each pivot also carries its own `label`. trend_dir: up (HH+HL), down (LH+LL), broadening (HH+LL — the range is widening), contracting (LH+HL — it is narrowing). Broadening and contracting are NOT chop: calling them that discards the one thing a structure read is for. `sequence` is the last six labels, chronological. This is independent of structure_checks.higher_highs_lows / lower_highs_lows, which compare first- against second-half extremes over 20 sessions; when the two disagree the sequence is the finer instrument.",
"structure_events": [],
"structure_events_note": "BoS / CHoCh off the confirmed pivots, oldest-first. BoS (Break of Structure) is a CLOSE beyond the most recent swing in the direction structure already runs — continuation. CHoCh (Change of Character) is the first close beyond the OPPOSING swing — the character change that precedes a reversal. Each event carries kind, direction, level (the swing broken), trading_date, close and bars_ago. Close-based, not wick-based: a wick through and back is a liquidity sweep, a different event. A level breaks ONCE — later closes beyond it are not new events until a new swing forms past it. The first event in the window has no prior direction and is reported as BoS rather than guessed at as a reversal. market_structure.last_event repeats the most recent one.",
"rsi_divergences": [],
"rsi_divergences_note": "Price vs RSI14 at consecutive same-kind confirmed pivots. regular_bearish (price higher high, RSI lower high) and regular_bullish (price lower low, RSI higher low) are reversal signals; hidden_bearish and hidden_bullish are continuation. Each carries from/to {trading_date, price, rsi}, span_sessions, bars_ago, price_change_pct and rsi_change. Three guards, because this is the most false-positive-prone pattern here: the pivots must be within 40 sessions, RSI must differ by >= 3 points, and the PRICE legs must differ by more than the same ATR tolerance `support_resistance` uses — a pair that counts as an equal high cannot also be a higher high. Unguarded the median was 9 per symbol; guarded it is 2. Read price_change_pct: a divergence that clears the tolerance by a hair is a weak one.",
"observed_at": null
},
"relative_strength": {
"source_id": null,
"computed_at": null,
"data_as_of": null,
"availability": "not_populated",
"return_basis": "completed RTH close-to-close on aligned split-adjusted price series; excludes dividends",
"vs_spy": {
"excess_return_3d_pp": null,
"excess_return_5d_pp": null,
"excess_return_10d_pp": null,
"excess_return_20d_pp": null,
"ratio": null,
"ratio_sma20": null,
"ratio_high20d": null,
"beta60d": null,
"correlation60d": null
},
"vs_sector": {
"symbol": null,
"excess_return_3d_pp": null,
"excess_return_5d_pp": null,
"excess_return_10d_pp": null,
"excess_return_20d_pp": null,
"ratio": null,
"ratio_sma20": null
},
"observed_at": null
},
"market_context": {
"benchmarks": {
"SPY": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"session_filter": ["RTH"],
"availability": "not_populated",
"last": null,
"session_return_pct": null,
"return_1d_pct": null,
"return_3d_pct": null,
"return_5d_pct": null,
"return_10d_pct": null,
"return_20d_pct": null,
"sma20": null,
"sma50": null,
"sma200": null,
"ema21_slope_5bars_pct": null,
"atr14_pct": null,
"cumulative_rvol_same_time20": null
},
"QQQ": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"session_filter": ["RTH"],
"availability": "not_populated",
"last": null,
"session_return_pct": null,
"return_1d_pct": null,
"return_3d_pct": null,
"return_5d_pct": null,
"return_10d_pct": null,
"return_20d_pct": null,
"sma20": null,
"sma50": null,
"sma200": null,
"ema21_slope_5bars_pct": null,
"atr14_pct": null,
"cumulative_rvol_same_time20": null
},
"IWM": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"session_filter": ["RTH"],
"availability": "not_populated",
"last": null,
"session_return_pct": null,
"return_1d_pct": null,
"return_3d_pct": null,
"return_5d_pct": null,
"return_10d_pct": null,
"return_20d_pct": null,
"sma20": null,
"sma50": null,
"sma200": null,
"ema21_slope_5bars_pct": null,
"atr14_pct": null,
"cumulative_rvol_same_time20": null
},
"RSP": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"session_filter": ["RTH"],
"availability": "not_populated",
"last": null,
"session_return_pct": null,
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"return_3d_pct": null,
"return_5d_pct": null,
"return_10d_pct": null,
"return_20d_pct": null,
"sma20": null,
"sma50": null,
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"ema21_slope_5bars_pct": null,
"atr14_pct": null,
"cumulative_rvol_same_time20": null
}
},
"sector_benchmark": {
"symbol": null,
"source_id": null,
"observed_at": null,
"data_as_of": null,
"session_filter": ["RTH"],
"availability": "not_populated",
"last": null,
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"sma20": null,
"sma50": null,
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"ema21_slope_5bars_pct": null,
"atr14_pct": null,
"cumulative_rvol_same_time20": null
},
"breadth": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"availability": "not_populated",
"universe_id": null,
"universe_membership_as_of": null,
"coverage_fraction": null,
"advancers": null,
"decliners": null,
"unchanged": null,
"advance_decline_ratio": null,
"up_volume_fraction": null,
"pct_above_sma20": null,
"pct_above_sma50": null,
"pct_above_sma200": null,
"new_highs_52w": null,
"new_lows_52w": null
},
"volatility": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"availability": "not_populated",
"vix": null,
"vix_change_points": null,
"vix_sma20": null,
"vix3m": null,
"vix_to_vix3m_ratio": null
},
"rates_credit": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"availability": "not_populated",
"treasury_2y_yield_pct": null,
"treasury_10y_yield_pct": null,
"curve_10y_2y_pp": null,
"hy_oas_bps": null,
"hy_oas_change_5d_bps": null,
"effective_fed_funds_pct": null,
"dollar_index_return_5d_pct": null
},
"sector_rotation": [],
"note": null
},
"fundamentals": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"availability": "not_populated",
"latest_quarter": {
"fiscal_period": null,
"period_end": null,
"published_at": null,
"filing_url": null,
"accounting_basis": null,
"reported_currency": null,
"revenue": null,
"revenue_yoy_pct": null,
"gross_margin_pct": null,
"operating_margin_pct": null,
"eps_diluted": null,
"eps_consensus": null,
"eps_actual_reported": null,
"eps_surprise_pct": null,
"revenue_consensus": null,
"revenue_surprise_pct": null,
"net_income": null,
"operating_cash_flow": null,
"free_cash_flow": null,
"availability": null
},
"ttm": {
"period_end": null,
"published_at": null,
"revenue": null,
"eps_diluted": null,
"free_cash_flow": null,
"net_debt": null,
"cash": null,
"net_debt_to_ebitda": null,
"current_ratio": null,
"forward_pe": null,
"market_cap": null,
"trailing_pe": null,
"price_to_sales": null,
"price_to_book": null,
"dividend_yield_pct": null,
"debt_to_equity": null
},
"revenue_segments": {
"fiscal_year": null,
"period_end": null,
"product": [],
"geographic": []
},
"guidance": [],
"analyst_revisions": [],
"material_developments": [],
"next_earnings": {
"scheduled_at": null,
"date_precision": null,
"release_session": null,
"confirmed": null,
"announced_at": null,
"observed_at": null,
"source_id": null,
"eps_consensus": null,
"revenue_consensus": null
},
"analyst_targets": {
"status": null,
"endpoint": null,
"provided": null,
"message": null
}
},
"news": {
"coverage_start": null,
"coverage_end": null,
"retrieved_at": null,
"availability": "not_populated",
"deduplication_method": "canonical URL plus event clustering",
"symbol_scope": null,
"sources": [],
"item_fields": ["published_at", "retrieved_at", "source_id", "publisher", "headline", "summary", "url", "canonical_url", "symbols", "is_primary_symbol", "category", "sentiment", "sentiment_score", "relevance_score", "is_duplicate_of"],
"sentiment_scale": "sentiment: negative | neutral | positive. sentiment_score: -1..1. Attention, not direction — a high count means the name is being talked about, never that the talk favours either side.",
"counts": {
"total_24h": null,
"total_72h": null,
"distinct_events_24h": null,
"by_sentiment_24h": {
"negative": null,
"neutral": null,
"positive": null
}
},
"items": [],
"source_id": null,
"observed_at": null,
"data_as_of": null
},
"events": {
"retrieved_at": null,
"coverage_start": null,
"coverage_end": null,
"availability": "not_populated",
"items": [],
"source_id": null,
"observed_at": null,
"data_as_of": null
},
"liquidity_and_shorting": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"availability": "not_populated",
"average_daily_volume20_shares": null,
"average_daily_dollar_volume20": null,
"median_rth_spread_bps20": null,
"borrow_available_shares": null,
"borrow_fee_annualized_pct": null,
"locate_required": null,
"locate_confirmed": null,
"short_sale_restriction_active": null,
"short_interest": {
"source_id": null,
"settlement_date": null,
"published_at": null,
"observed_at": null,
"shares": null,
"float_pct": null,
"days_to_cover": null
},
"short_sale_volume": {
"source_id": null,
"trading_date": null,
"published_at": null,
"observed_at": null,
"venue_scope": null,
"short_volume": null,
"reported_total_volume": null,
"short_volume_fraction": null
}
},
"optional_context": {
"enabled_modules": [],
"options": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"availability": "not_requested",
"iv30_annualized_pct": null,
"iv_rank_252d": null,
"put_call_volume_ratio": null,
"put_call_open_interest_ratio": null,
"expected_move": {
"expiry": null,
"horizon_sessions": null,
"method": null,
"usd": null,
"pct": null
},
"gamma": {
"model_id": null,
"units": null,
"expiry_scope": null,
"spot": null,
"net_exposure": null,
"flip_level": null,
"call_walls": [],
"put_walls": [],
"magnet_level": null,
"nearby_flip_levels": [],
"by_strike": {
"columns": ["strike", "call_gex", "put_gex", "net_gex"],
"rows": []
}
},
"material_flow": [],
"greek_exposure": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"availability": "not_populated",
"units": null,
"expiry_scope": null,
"note": "charm, vanna and delta exposure arrive on the same per-strike call as gamma",
"by_strike": {
"columns": ["strike", "call_delta", "put_delta", "call_charm", "put_charm", "call_vanna", "put_vanna"],
"rows": []
},
"totals": {
"net_delta": null,
"net_charm": null,
"net_vanna": null,
"call_delta": null,
"put_delta": null
}
},
"max_pain": {
"source_id": null,
"observed_at": null,
"availability": "not_populated",
"by_expiry": {
"columns": ["expiry", "max_pain", "next_lower_strike", "next_upper_strike"],
"rows": []
},
"front_expiry_max_pain": null,
"front_expiry_distance_pct": null
},
"nope": {
"source_id": null,
"observed_at": null,
"availability": "not_requested",
"definition": "net options pricing effect: dealer delta from option volume, scaled by share volume",
"latest": null,
"latest_at": null,
"intraday": {
"columns": ["t", "nope", "nope_fill"],
"rows": []
}
},
"net_premium_intraday": {
"source_id": null,
"observed_at": null,
"availability": "not_requested",
"session_filter": ["RTH"],
"note": "when the positioning arrived, not just the session total",
"ticks": {
"columns": ["t", "net_call_premium", "net_put_premium", "net_call_volume", "net_put_volume", "net_delta"],
"rows": []
}
},
"volatility_surface": {
"source_id": null,
"observed_at": null,
"data_as_of": null,
"availability": "not_populated",
"term_structure": {
"columns": ["expiry", "dte", "volatility", "implied_move", "implied_move_perc"],
"rows": [],
"front_month_annualized_pct": null,
"slope_30d_to_90d_pp": null,
"state": null
},
"realized_vs_implied": {
"realized_vol_20d_annualized_pct": null,
"implied_vol_30d_annualized_pct": null,
"spread_pp": null
},
"variance_risk_premium": {
"latest": null,
"window_days": null,
"percentile_252d": null
},
"risk_reversal_skew": {
"delta": null,
"latest": null,
"percentile_252d": null,
"direction": null
},
"iv_changes": {
"iv30d_1d_change_pp": null,
"iv30d_1w_change_pp": null,
"iv30d_1m_change_pp": null
}
},
"net_premium_session": {
"net_call_premium": null,
"net_put_premium": null,
"bullish_premium": null,
"bearish_premium": null,
"gex_call": null,
"gex_put": null,
"gex_net": null,
"gex_ratio": null,
"gex_net_change": null,
"gex_date": null
},
"oi_changes": {
"net_call_oi_change": null,
"net_put_oi_change": null,
"top": []
},
"hot_chains": []
},
"insiders": {
"source_id": null,
"observed_at": null,
"coverage_start": null,
"coverage_end": null,
"availability": "not_requested",
"transaction_code_note": "Form 4 codes: P open-market purchase, S open-market sale, A grant/award, M option exercise, F tax withholding. Only P and S are discretionary signals; A/M/F are compensation mechanics.",
"transaction_fields": ["filed_at", "transacted_at", "insider_name", "insider_title", "is_officer", "is_director", "transaction_code", "acquired_or_disposed", "shares", "price_per_share", "value_usd", "shares_owned_after", "pct_of_holding_change", "is_10b5_1_plan", "filing_url"],
"cluster_summary": {
"window_days": null,
"buyers": null,
"sellers": null,
"open_market_buy_value_usd": null,
"open_market_sell_value_usd": null,
"net_value_usd": null,
"distinct_officers_buying": null,
"note": "cluster buying by several officers carries the signal; a single sale rarely does"
},
"transactions": [],
"data_as_of": null
},
"off_exchange": {
"source_id": null,
"observed_at": null,
"published_at": null,
"period_start": null,
"period_end": null,
"availability": "not_requested",
"venue_scope": null,
"volume_fraction": null,
"data_as_of": null,
"polygon_dark_pool": {
"ticker": null,
"days": [],
"avg_vwap_discount_pct": null,
"signal": null
}
},
"indicator_extensions": {
"availability": "not_requested",
"definitions": {
"stochastic_14_3_3": {
"fast_k_period": 14,
"slow_k_sma_period": 3,
"slow_d_sma_period": 3
},
"mfi14": {
"period": 14,
"price": "HLC3"
},
"accumulation_distribution": {
"formula": "cumulative(((2*close-high-low)/(high-low))*volume)",
"zero_high_low_policy": "multiplier=0",
"seed": 0
},
"donchian20": {
"period": 20,
"exclude_evaluated_bar": true,
"outputs": ["highest_high", "lowest_low", "midpoint"]
},
"keltner20_2atr10": {
"center": "EMA20(close)",
"bands": "center +/- 2*ATR10(Wilder)"
},
"vwap_volume_weighted_stdev_bands": {
"method": "same 1m HLC3 proxy and volume weights as selected VWAP anchor",
"stdev_multiples": [1, 2]
}
},
"values": {
"opds": {
"opds": null,
"D": null,
"P": null,
"O": null,
"C": null,
"signal": null,
"direction": null,
"coverage": null,
"ranked": null,
"components": {
"M": null,
"T": null,
"RS": null,
"V": null,
"F": null,
"OI": null,
"S": null,
"IV": null,
"B": null,
"Liquidity": null,
"OpeningConfidence": null,
"FlowAgreement": null,
"StrikeBreadth": null
},
"drivers": []
},
"intraday": {
"h1_trend": null,
"h1_last": null,
"h1_ema9": null,
"h1_ema21": null,
"m15_trend": null,
"m15_last": null,
"m15_ema9": null,
"m15_ema21": null,
"rvol_intraday": null,
"as_of_et": null
},
"premarket_path": null,
"structure_checks": {
"price_above_all": null,
"ema_stacked": null,
"ema20_rising": null,
"ema50_rising": null,
"adx_over_30": null,
"higher_highs_lows": null,
"lower_highs_lows": null,
"near_20ema": null
},
"dist_20ema_pct": null,
"momentum_checks": {
"roc_over_5": null,
"rsi_in_band": null,
"macd_expanding": null,
"top_quartile_3d": null,
"no_big_down": null,
"near_high": null
},
"pattern_frequency": [],
"sector_trend": {
"etf_trend": null,
"leading": null,
"rs_5d": null
},
"trend_dir_20d": null
},
"note": null
},
"etf_flows": {
"definition": "net creation/redemption: change in shares outstanding x close. Not volume — turnover is matched buyers and sellers and carries no direction.",
"availability": "not_requested",
"self": {
"symbol": null,
"source_id": null,
"observed_at": null,
"data_as_of": null,
"availability": "not_requested",
"aum_usd": null,
"expense_ratio_pct": null,
"holdings_count": null,
"daily": {
"columns": ["trading_date", "net_flow_shares", "net_flow_usd", "close", "volume"],
"rows": [],
"sum_5d_usd": null,
"sum_20d_usd": null,
"sum_20d_pct_of_aum": null,
"direction_20d": null,
"coverage": {
"first": null,
"last": null,
"sessions": null,
"note": null
}
}
},
"sector_etf": {
"symbol": null,
"source_id": null,
"observed_at": null,
"data_as_of": null,
"availability": "not_requested",
"aum_usd": null,
"expense_ratio_pct": null,
"holdings_count": null,
"daily": {
"columns": ["trading_date", "net_flow_shares", "net_flow_usd", "close", "volume"],
"rows": [],
"sum_5d_usd": null,
"sum_20d_usd": null,
"sum_20d_pct_of_aum": null,
"direction_20d": null,
"coverage": {
"first": null,
"last": null,
"sessions": null,
"note": null
}
}
}
}
},
"risk_policy": {
"provided_by": "application_or_user",
"allow_long": null,
"allow_short": null,
"allow_extended_hours_entries": null,
"min_reward_risk_after_costs": null,
"max_holding_trading_sessions": null,
"max_spread_bps": null,
"max_quote_age_seconds": null,
"max_market_data_age_seconds": null,
"max_risk_per_trade_pct_equity": null,
"max_position_pct_equity": null,
"max_order_pct_adv20": null,
"allow_holding_through_earnings": null,
"allow_holding_through_major_macro_events": null,
"estimated_round_trip_slippage_bps": null,
"estimated_round_trip_fees_bps": null,
"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"
},
"portfolio_context": {
"availability": "not_requested",
"equity_usd": null,
"buying_power_usd": null,
"positions": [],
"constraints": []
},
"data_quality": {
"status": "TEMPLATE_NOT_VALIDATED",
"checked_at": null,
"critical_issues": [],
"warnings": [],
"missing_fields": [],
"conflicts": [],
"stale_sources": [],
"point_in_time_checks_passed": null,
"adjustment_checks_passed": null,
"ohlcv_integrity_checks_passed": null,
"empty_but_valid": [],
"not_requested": []
}
}