| symbol_id | 10013 |
| quote_ccy | "USD" |
| last_bar_utc | "2026-10-22T22:45Z" |
| last_processed_utc | "2026-10-22T23:00Z" |
| C | 7673.0 |
| sma | 7662.085714285714 |
| atr | 9.842857142857156 |
| slope_d | 1.650000000000026 |
| bars_held | 8160 |
| turns_seen | 9437 |
| last_turn | {"utc": "2026-10-22T20:00Z", "side": "sell", "area": 16.632548618218987, "threshold": 8.66551126516444, "qualifies": true} |
| p2_windows | [] |
| n_open | 1 |
| pending_horizon | 1 |
| n_trades | 11 |
| bid | 7668.8 |
| ask | 7669.2 |
| last_tick_utc | "2026-10-22T23:04:13.010Z" |
| quote_age_s | 3.436053514480591 |
| in_trading_hours | true |
| realised_spread_x_median | 0.06106870229002031 |
| kappa_study | 0.06040992448759451 |
| swap | {"swapLong": -6.39, "swapShort": 1.39, "type": "PERCENTAGE", "triple": "FRIDAY", "weekend_charge": false, "pipPosition": 0, "swapTime": 1260, "read_utc": "2026-10-22T21:05:00Z", "source": "broker"} |
| counters | {"missed_entry": 0, "missed_exit": 0, "engine_restart": 0, "stale_fill": 0, "stream_bar": 0, "bar_revised": 9, "restore_mismatch": 0, "restored_legs": 2, "state_unreadable": 0, "late_bar_ignored": 0, "fetch_failures": 0, "bar_retries": 0, "holes": 0, "swap_fallback_entries": 0} |
| exclusions | {"P1-14": {"refractory": 35, "superseded": 0, "no_trigger": 0, "already_through": 0, "not_event_day": 0}, "P2-14": {"refractory": 24, "superseded": 16, "no_trigger": 7, "already_through": 18, "not_event_day": 0}} |
| symbol_id | 10014 |
| quote_ccy | "USD" |
| last_bar_utc | "2026-10-22T22:45Z" |
| last_processed_utc | "2026-10-22T23:00Z" |
| C | 28953.9 |
| sma | 28948.135714285716 |
| atr | 59.05000000000057 |
| slope_d | 0.44285714285719485 |
| bars_held | 8160 |
| turns_seen | 938 |
| last_turn | {"utc": "2026-10-22T22:45Z", "side": "sell", "area": 45.79436313051814, "threshold": 8.930696202531712, "qualifies": true} |
| p2_windows | [{"side": "sell", "turn_utc": "2026-10-22T22:45Z", "next_level": 29007.185714285715, "bars_left": 14, "area": 45.79436313051814, "threshold": 8.930696202531712}] |
| n_open | 1 |
| pending_horizon | 0 |
| n_trades | 8 |
| bid | 28921.6 |
| ask | 28922.7 |
| last_tick_utc | "2026-10-22T23:04:15.462Z" |
| quote_age_s | 0.9839596748352051 |
| in_trading_hours | true |
| realised_spread_x_median | 0.02347065975944338 |
| kappa_study | 0.036772983114446024 |
| swap | {"swapLong": -6.39, "swapShort": 1.39, "type": "PERCENTAGE", "triple": "FRIDAY", "weekend_charge": false, "pipPosition": 0, "swapTime": 1260, "read_utc": "2026-10-22T21:05:00Z", "source": "broker"} |
| counters | {"missed_entry": 0, "missed_exit": 0, "engine_restart": 0, "stale_fill": 0, "stream_bar": 0, "bar_revised": 0, "restore_mismatch": 0, "restored_legs": 0, "state_unreadable": 0, "late_bar_ignored": 0, "fetch_failures": 0, "bar_retries": 0, "holes": 0, "swap_fallback_entries": 0} |
| exclusions | {"P1-14": {"refractory": 26, "superseded": 0, "no_trigger": 0, "already_through": 0, "not_event_day": 0}, "P2-14": {"refractory": 14, "superseded": 8, "no_trigger": 4, "already_through": 20, "not_event_day": 0}} |
| symbol_id | 10028 |
| quote_ccy | "USD" |
| last_bar_utc | "2026-10-22T22:45Z" |
| last_processed_utc | "2026-10-22T23:00Z" |
| C | 81242.9 |
| sma | 81306.98857142858 |
| atr | 165.3521428571434 |
| slope_d | -10.335714285715117 |
| bars_held | 11840 |
| turns_seen | 1592 |
| last_turn | {"utc": "2026-10-22T22:45Z", "side": "buy", "area": -0.7416811739447831, "threshold": 3.320965693682947, "qualifies": false} |
| p2_windows | [] |
| n_open | 2 |
| pending_horizon | 0 |
| n_trades | 17 |
| bid | 81248.54 |
| ask | 81263.54 |
| last_tick_utc | "2026-10-22T23:04:16.378Z" |
| quote_age_s | 0.06774187088012695 |
| in_trading_hours | true |
| realised_spread_x_median | 0.07680603914913406 |
| kappa_study | 0.06363713499557642 |
| swap | {"swapLong": -14.0, "swapShort": 2.0, "type": "PERCENTAGE", "triple": "NONE", "weekend_charge": true, "pipPosition": 1, "swapTime": 1260, "read_utc": "2026-10-22T21:05:00Z", "source": "broker"} |
| counters | {"missed_entry": 0, "missed_exit": 0, "engine_restart": 0, "stale_fill": 0, "stream_bar": 0, "bar_revised": 0, "restore_mismatch": 0, "restored_legs": 0, "state_unreadable": 0, "late_bar_ignored": 0, "fetch_failures": 0, "bar_retries": 0, "holes": 0, "swap_fallback_entries": 0} |
| exclusions | {"P1-14": {"refractory": 45, "superseded": 0, "no_trigger": 0, "already_through": 0, "not_event_day": 0}, "P2-14": {"refractory": 27, "superseded": 21, "no_trigger": 8, "already_through": 12, "not_event_day": 0}} |
| symbol_id | 41 |
| quote_ccy | "USD" |
| last_bar_utc | "2026-10-22T22:45Z" |
| last_processed_utc | "2026-10-22T23:00Z" |
| C | 4027.72 |
| sma | 4027.3992857142853 |
| atr | 5.60357142857148 |
| slope_d | -0.6478571428571546 |
| bars_held | 8166 |
| turns_seen | 1046 |
| last_turn | {"utc": "2026-10-22T13:00Z", "side": "buy", "area": 0.19314641744540503, "threshold": 8.655213387463549, "qualifies": false} |
| p2_windows | [] |
| n_open | 0 |
| pending_horizon | 0 |
| n_trades | 11 |
| bid | 4024.77 |
| ask | 4024.89 |
| last_tick_utc | "2026-10-22T23:04:16.036Z" |
| quote_age_s | 0.4106178283691406 |
| in_trading_hours | true |
| realised_spread_x_median | 0.019298059590727414 |
| kappa_study | 0.026917684758662408 |
| swap | {"swapLong": -8.0, "swapShort": 2.75, "type": "PIPS", "triple": "WEDNESDAY", "weekend_charge": false, "pipPosition": 1, "swapTime": 1260, "read_utc": "2026-10-22T21:05:00Z", "source": "broker"} |
| counters | {"missed_entry": 0, "missed_exit": 0, "engine_restart": 0, "stale_fill": 0, "stream_bar": 0, "bar_revised": 0, "restore_mismatch": 0, "restored_legs": 0, "state_unreadable": 0, "late_bar_ignored": 0, "fetch_failures": 0, "bar_retries": 0, "holes": 0, "swap_fallback_entries": 0} |
| exclusions | {"P1-14": {"refractory": 28, "superseded": 0, "no_trigger": 0, "already_through": 0, "not_event_day": 0}, "P2-14": {"refractory": 21, "superseded": 9, "no_trigger": 4, "already_through": 21, "not_event_day": 0}} |
| symbol_id | 10003 |
| quote_ccy | "EUR" |
| last_bar_utc | "2026-10-22T19:45Z" |
| last_processed_utc | "2026-10-22T23:00Z" |
| C | 25382.3 |
| sma | 25380.442857142854 |
| atr | 29.064285714286598 |
| slope_d | -2.914285714285662 |
| bars_held | 7031 |
| turns_seen | 840 |
| last_turn | {"utc": "2026-10-22T15:00Z", "side": "buy", "area": 6.452138492872093, "threshold": 10.124325903206634, "qualifies": false} |
| p2_windows | [] |
| n_open | 0 |
| pending_horizon | 0 |
| n_trades | 14 |
| bid | 25382.3 |
| ask | 25383.2 |
| last_tick_utc | "2026-10-22T19:59:00.047Z" |
| quote_age_s | 11116.398873567581 |
| in_trading_hours | false |
| realised_spread_x_median | 0.043750184549279245 |
| kappa_study | 0.027367506516072566 |
| swap | {"swapLong": -4.94, "swapShort": -0.06, "type": "PERCENTAGE", "triple": "FRIDAY", "weekend_charge": false, "pipPosition": 0, "swapTime": 1260, "read_utc": "2026-10-22T21:05:00Z", "source": "broker"} |
| counters | {"missed_entry": 0, "missed_exit": 0, "engine_restart": 0, "stale_fill": 0, "stream_bar": 0, "bar_revised": 0, "restore_mismatch": 0, "restored_legs": 0, "state_unreadable": 0, "late_bar_ignored": 0, "fetch_failures": 0, "bar_retries": 0, "holes": 0, "swap_fallback_entries": 0} |
| exclusions | {"P1-14": {"refractory": 23, "superseded": 0, "no_trigger": 0, "already_through": 0, "not_event_day": 0}, "P2-14": {"refractory": 14, "superseded": 7, "no_trigger": 6, "already_through": 17, "not_event_day": 0}} |
| symbol_id | 10015 |
| quote_ccy | "USD" |
| last_bar_utc | "2026-10-22T22:45Z" |
| last_processed_utc | "2026-10-22T23:00Z" |
| C | 52980.0 |
| sma | 52900.16428571429 |
| atr | 51.25714285714379 |
| slope_d | 12.071428571428571 |
| bars_held | 8160 |
| turns_seen | 991 |
| last_turn | {"utc": "2026-10-22T20:00Z", "side": "sell", "area": -1.6858288770054533, "threshold": 11.127551020408848, "qualifies": false} |
| p2_windows | [] |
| n_open | 0 |
| pending_horizon | 0 |
| n_trades | 13 |
| bid | 52963.0 |
| ask | 52965.0 |
| last_tick_utc | "2026-10-22T23:04:15.197Z" |
| quote_age_s | 1.2492642402648926 |
| in_trading_hours | true |
| realised_spread_x_median | 0.05248125669418154 |
| kappa_study | 0.0459016393442623 |
| swap | {"swapLong": -6.39, "swapShort": 1.39, "type": "PERCENTAGE", "triple": "FRIDAY", "weekend_charge": false, "pipPosition": 0, "swapTime": 1260, "read_utc": "2026-10-22T21:05:00Z", "source": "broker"} |
| counters | {"missed_entry": 0, "missed_exit": 0, "engine_restart": 0, "stale_fill": 0, "stream_bar": 0, "bar_revised": 0, "restore_mismatch": 0, "restored_legs": 1, "state_unreadable": 0, "late_bar_ignored": 0, "fetch_failures": 0, "bar_retries": 0, "holes": 0, "swap_fallback_entries": 0} |
| exclusions | {"P1-14": {"refractory": 31, "superseded": 0, "no_trigger": 0, "already_through": 0, "not_event_day": 0}, "P2-14": {"refractory": 19, "superseded": 7, "no_trigger": 10, "already_through": 30, "not_event_day": 0}} |
| symbol_id | 10012 |
| quote_ccy | "USD" |
| last_bar_utc | "2026-10-22T22:45Z" |
| last_processed_utc | "2026-10-22T23:00Z" |
| C | 2785.9 |
| sma | 2781.2285714285713 |
| atr | 4.057142857142805 |
| slope_d | 0.7285714285714481 |
| bars_held | 8160 |
| turns_seen | 1980 |
| last_turn | {"utc": "2026-10-22T19:45Z", "side": "sell", "area": -1.3871706758304958, "threshold": 9.69210333045963, "qualifies": false} |
| p2_windows | [] |
| n_open | 0 |
| pending_horizon | 0 |
| n_trades | 16 |
| bid | 2784.3 |
| ask | 2784.6 |
| last_tick_utc | "2026-10-22T23:04:06.137Z" |
| quote_age_s | 10.30971908569336 |
| in_trading_hours | true |
| realised_spread_x_median | 0.09173848142187177 |
| kappa_study | 0.08267716535433041 |
| swap | {"swapLong": -6.39, "swapShort": 1.39, "type": "PERCENTAGE", "triple": "FRIDAY", "weekend_charge": false, "pipPosition": 0, "swapTime": 1260, "read_utc": "2026-10-22T21:05:00Z", "source": "broker"} |
| counters | {"missed_entry": 0, "missed_exit": 0, "engine_restart": 0, "stale_fill": 0, "stream_bar": 0, "bar_revised": 1, "restore_mismatch": 0, "restored_legs": 2, "state_unreadable": 0, "late_bar_ignored": 0, "fetch_failures": 0, "bar_retries": 0, "holes": 0, "swap_fallback_entries": 0} |
| exclusions | {"P1-14": {"refractory": 44, "superseded": 0, "no_trigger": 0, "already_through": 0, "not_event_day": 0}, "P2-14": {"refractory": 30, "superseded": 17, "no_trigger": 14, "already_through": 15, "not_event_day": 0}} |
| P1-14 | {"n_primary": 53, "n_as_traded": 53, "first_trade": "2026-10-19", "days_since_first": 3, "minimum_evidence": false, "mean_x_net": -0.9044957118582576, "lcb90": -1.6073419604966275, "ucb90": -0.20164946321988775, "se": 0.5484131153545333, "cells_in_pool": 7, "mean_x_gross": -0.8239964633876895, "mean_x_bar": -0.8326745005463353, "mean_x_bar_net": -0.9058206531315953, "mean_x_net_signed_swap": -0.9006571351379031, "decision_quote_stress": -0.8840247013945709, "cost": {"realised_x": 0.08332753695019424, "spread_x": 0.06337912463687553, "commission_x": 0.0012972143327385887, "swap_x": 0.018651197980580122, "share_crossing_2100": 0.24528301886792453}, "sides": {"buy": {"n": 30, "mean_x_net": -2.460102458213162}, "sell": {"n": 23, "mean_x_net": 0.3417848320210246}}, "halves": {"mid": "2026-10-20", "h1": {"n": 14, "mean_x_net": -2.2620252222344055}, "h2": {"n": 39, "mean_x_net": -0.4393997512214535}}, "as_traded": {"n": 53, "mean_x_net": -0.9044957118582576, "lcb90": -1.6073419604966275, "ucb90": -0.20164946321988775}, "flags": {"stale_fill": 0, "stream_bar": 0, "bar_revised": 6, "missed_entry": 0, "missed_exit": 0, "engine_restart": 0, "hold_gap": 0, "no_horizon": 0}, "data_quality_note": false, "label": {"label": "no look yet", "look": null}, "entry": "T"} |
| P2-14 | {"n_primary": 37, "n_as_traded": 37, "first_trade": "2026-10-19", "days_since_first": 3, "minimum_evidence": false, "mean_x_net": -0.151749370852112, "lcb90": -0.7493962662014135, "ucb90": 0.4458975244971895, "se": 0.46632872608403675, "cells_in_pool": 7, "mean_x_gross": -0.06626570722484618, "mean_x_bar": -0.06645228230740113, "mean_x_bar_net": -0.13747609829503843, "mean_x_net_signed_swap": -0.15004455157500357, "decision_quote_stress": -0.11819490380630084, "cost": {"realised_x": 0.0928971276408894, "spread_x": 0.06736750772865589, "commission_x": 0.0017438031736122445, "swap_x": 0.02378581673862123, "share_crossing_2100": 0.1891891891891892}, "sides": {"buy": {"n": 22, "mean_x_net": -1.2080907051312493}, "sell": {"n": 15, "mean_x_net": 0.9558621911140182}}, "halves": {"mid": "2026-10-20", "h1": {"n": 9, "mean_x_net": -1.37350136283154}, "h2": {"n": 28, "mean_x_net": 0.09524538144124549}}, "as_traded": {"n": 37, "mean_x_net": -0.151749370852112, "lcb90": -0.7493962662014135, "ucb90": 0.4458975244971895}, "flags": {"stale_fill": 0, "stream_bar": 0, "bar_revised": 1, "missed_entry": 0, "missed_exit": 0, "engine_restart": 0, "hold_gap": 0, "no_horizon": 0}, "data_quality_note": false, "label": {"label": "no look yet", "look": null}, "entry": "S10"} |
| id | side | reference bar | entry fill | bid / ask | bars | state | unrealised x |
|---|---|---|---|---|---|---|---|
| US500_P2-14_20261022T2000_sell | sell | 2026-10-22T20:00Z | 2026-10-22T20:15:00.974Z | 7666.70 / 7667.10 | 7 | open | -0.179 |
| NAS100_P1-14_20261022T2245_sell | sell | 2026-10-22T22:45Z | 2026-10-22T23:00:00.336Z | 28953.60 / 28954.70 | 0 | open | +0.523 |
| BTCUSD_P1-14_20261022T2015_sell | sell | 2026-10-22T20:15Z | 2026-10-22T20:30:00.285Z | 81250.95 / 81265.95 | 10 | open | -0.060 |
| BTCUSD_P2-14_20261022T2115_sell | sell | 2026-10-22T21:15Z | 2026-10-22T21:30:00.198Z | 81452.18 / 81467.18 | 6 | open | +1.020 |