spb/anomaly-atlas Public License
Systematic discovery & rigorous validation of statistical anomalies in open HF market data (hfmarketdata.io) — pre-registered, artifact-null-driven, fully reproducible. Live atlas: www.anomaly-atlas.io
Python 61.4%
JavaScript 28.7%
CSS 8.6%
Shell 0.7%
Makefile 0.5%
1{2 "experiment": "expA_data_reality",3 "run_utc": "2026-08-12T05:45:15.765371+00:00",4 "author": "Simon-Pierre Boucher",5 "contact": "contact@spboucher.ai",6 "data_source": "hfmarketdata.io",7 "A1_inventory": {8 "crypto": {9 "1day": {10 "none": 7411 },12 "1hour": {13 "none": 7414 },15 "1min": {16 "none": 7417 },18 "30min": {19 "none": 7420 },21 "5min": {22 "none": 7423 }24 },25 "etf": {26 "1day": {27 "UNADJUSTED": 5161,28 "adj_split": 5161,29 "adj_splitdiv": 516130 },31 "1hour": {32 "adj_split": 5161,33 "adj_splitdiv": 516134 },35 "1min": {36 "UNADJUSTED": 5161,37 "adj_split": 5161,38 "adj_splitdiv": 516139 },40 "30min": {41 "adj_split": 5161,42 "adj_splitdiv": 516143 },44 "5min": {45 "adj_split": 5161,46 "adj_splitdiv": 516147 }48 },49 "futures": {50 "1day": {51 "contin_UNadj": 132,52 "contin_adj_absolute": 132,53 "contin_adj_ratio": 13254 },55 "1hour": {56 "contin_UNadj": 131,57 "contin_adj_absolute": 131,58 "contin_adj_ratio": 13159 },60 "1min": {61 "contin_UNadj": 131,62 "contin_adj_absolute": 131,63 "contin_adj_ratio": 13164 },65 "30min": {66 "contin_UNadj": 131,67 "contin_adj_absolute": 131,68 "contin_adj_ratio": 13169 },70 "5min": {71 "contin_UNadj": 131,72 "contin_adj_absolute": 131,73 "contin_adj_ratio": 13174 }75 },76 "futures_contracts": {77 "1day": {78 "archive": 15279,79 "update": 323380 },81 "1hour": {82 "archive": 14497,83 "update": 251384 },85 "1min": {86 "archive": 14577,87 "update": 251388 },89 "30min": {90 "archive": 14497,91 "update": 251392 },93 "5min": {94 "archive": 14497,95 "update": 251396 }97 },98 "fx": {99 "1day": {100 "none": 79101 },102 "1hour": {103 "none": 79104 },105 "1min": {106 "none": 79107 },108 "30min": {109 "none": 79110 },111 "5min": {112 "none": 79113 }114 },115 "index": {116 "1day": {117 "none": 125118 },119 "1hour": {120 "none": 122121 },122 "1min": {123 "none": 123124 },125 "30min": {126 "none": 122127 },128 "5min": {129 "none": 122130 }131 },132 "options": {133 "files_latest_quarter": 6007,134 "quarters": [135 "2010_q1",136 "2010_q2",137 "2010_q3",138 "2010_q4",139 "2011_q1",140 "2011_q2",141 "2011_q3",142 "2011_q4",143 "2012_q1",144 "2012_q2",145 "2012_q3",146 "2012_q4",147 "2013_q1",148 "2013_q2",149 "2013_q3",150 "2013_q4",151 "2014_q1",152 "2014_q2",153 "2014_q3",154 "2014_q4",155 "2015_q1",156 "2015_q2",157 "2015_q3",158 "2015_q4",159 "2016_q1",160 "2016_q2",161 "2016_q3",162 "2016_q4",163 "2017_q1",164 "2017_q2",165 "2017_q3",166 "2017_q4",167 "2018_q1",168 "2018_q2",169 "2018_q3",170 "2018_q4",171 "2019_q1",172 "2019_q2",173 "2019_q3",174 "2019_q4",175 "2020_q1",176 "2020_q2",177 "2020_q3",178 "2020_q4",179 "2021_q1",180 "2021_q2",181 "2021_q3",182 "2021_q4",183 "2022_q1",184 "2022_q2",185 "2022_q3",186 "2022_q4",187 "2023_q1",188 "2023_q2",189 "2023_q3",190 "2023_q4",191 "2024_q1",192 "2024_q2",193 "2024_q3",194 "2024_q4",195 "2025_q1",196 "2025_q2",197 "2025_q3",198 "2025_q4",199 "2026_q1",200 "2026_q2",201 "2026_q3_partial"202 ]203 },204 "stock": {205 "1day": {206 "UNADJUSTED": 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"2021_q1",275 "2021_q2",276 "2021_q3",277 "2021_q4",278 "2022_q1",279 "2022_q2",280 "2022_q3",281 "2022_q4",282 "2023_q1",283 "2023_q2",284 "2023_q3",285 "2023_q4",286 "2024_q1",287 "2024_q2",288 "2024_q3",289 "2024_q4",290 "2025_q1",291 "2025_q2",292 "2025_q3",293 "2025_q4",294 "2026_q1",295 "2026_q2",296 "2026_q3_partial"297 ],298 "A2_bounds": {299 "stock": {300 "1min": {301 "earliest": "2000-01-04 09:30:00",302 "latest": "2026-08-07 19:59:00"303 },304 "1day": {305 "earliest": "2000-01-04",306 "latest": "2026-08-07"307 }308 },309 "etf": {310 "1min": {311 "earliest": "2000-01-03 09:31:00",312 "latest": "2026-08-07 19:59:00"313 },314 "1day": {315 "earliest": "2000-01-03",316 "latest": "2026-08-07"317 }318 },319 "futures": {320 "1min": {321 "earliest": "2008-01-02 06:00:00",322 "latest": "2026-08-06 23:59:00"323 },324 "1day": {325 "earliest": "2008-01-02",326 "latest": "2026-08-06"327 }328 },329 "index": {330 "1min": {331 "earliest": "2008-01-02 09:30:00",332 "latest": "2026-08-07 16:50:00"333 },334 "1day": {335 "earliest": "2000-11-27",336 "latest": "2026-08-07"337 }338 },339 "fx": {340 "1min": {341 "earliest": "2010-01-03 17:00:00",342 "latest": "2026-08-07 16:59:00"343 },344 "1day": {345 "earliest": "2010-01-04",346 "latest": "2026-08-07"347 }348 },349 "crypto": {350 "1min": {351 "earliest": "2013-04-01 00:30:00",352 "latest": "2026-08-09 23:59:00"353 },354 "1day": {355 "earliest": "2013-04-01",356 "latest": "2026-08-09"357 }358 }359 },360 "A3_session": {361 "stock:AAPL": {362 "bars": 904,363 "first": "2026-08-06 04:00:00",364 "last": "2026-08-06 19:59:00",365 "bars_per_hour": {366 "04": 59,367 "05": 55,368 "06": 49,369 "07": 60,370 "08": 60,371 "09": 60,372 "10": 60,373 "11": 60,374 "12": 60,375 "13": 60,376 "14": 60,377 "15": 60,378 "16": 57,379 "17": 50,380 "18": 47,381 "19": 47382 },383 "zero_volume_bars": 0,384 "has_volume_field": true,385 "rth_bars_of_390": 390386 },387 "etf:SPY": {388 "bars": 879,389 "first": "2026-08-06 04:00:00",390 "last": "2026-08-06 19:59:00",391 "bars_per_hour": {392 "04": 52,393 "05": 41,394 "06": 45,395 "07": 59,396 "08": 60,397 "09": 60,398 "10": 60,399 "11": 60,400 "12": 60,401 "13": 60,402 "14": 60,403 "15": 60,404 "16": 60,405 "17": 48,406 "18": 43,407 "19": 51408 },409 "zero_volume_bars": 0,410 "has_volume_field": true,411 "rth_bars_of_390": 390412 },413 "futures:ES": {414 "bars": 1380,415 "first": "2026-08-06 00:00:00",416 "last": "2026-08-06 23:59:00",417 "bars_per_hour": {418 "00": 60,419 "01": 60,420 "02": 60,421 "03": 60,422 "04": 60,423 "05": 60,424 "06": 60,425 "07": 60,426 "08": 60,427 "09": 60,428 "10": 60,429 "11": 60,430 "12": 60,431 "13": 60,432 "14": 60,433 "15": 60,434 "16": 60,435 "18": 60,436 "19": 60,437 "20": 60,438 "21": 60,439 "22": 60,440 "23": 60441 },442 "zero_volume_bars": 0,443 "has_volume_field": true,444 "rth_bars_of_390": 390445 },446 "index:SPX": {447 "bars": 411,448 "first": "2026-08-06 09:30:00",449 "last": "2026-08-06 16:20:00",450 "bars_per_hour": {451 "09": 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{572 "UNADJUSTED": [573 {574 "date": "2020-08-28",575 "close": 499.23576 },577 {578 "date": "2020-08-31",579 "close": 129.04580 },581 {582 "date": "2020-09-01",583 "close": 134.18584 }585 ],586 "adj_split": [587 {588 "date": "2020-08-28",589 "close": 124.8075590 },591 {592 "date": "2020-08-31",593 "close": 129.04594 },595 {596 "date": "2020-09-01",597 "close": 134.18598 }599 ],600 "adj_splitdiv": [601 {602 "date": "2020-08-28",603 "close": 121.06604 },605 {606 "date": "2020-08-31",607 "close": 125.1654608 },609 {610 "date": "2020-09-01",611 "close": 130.1511612 }613 ]614 },615 "A6_row_cap_and_pagination": {616 "requested_rows": 1000000,617 "returned_rows_single_request": 50000,618 "paginated_total_rows": 218006,619 "paginated_first": "2020-01-02 04:00:00",620 "paginated_last": "2020-12-31 19:59:00",621 "duplicates_after_pagination": 0,622 "monotonic_ascending": true623 },624 "A7_latency_s": {625 "samples": [626 0.0004,627 0.0002,628 0.0001,629 0.0001,630 0.0001,631 0.0001,632 0.0003,633 0.0006,634 0.003,635 0.0009636 ],637 "note": "sequential small requests, cold cache; no rate-limit headers observed"638 },639 "A8_options": {640 "n_quarters": 67,641 "first_quarter": [642 "2010_q1"643 ],644 "last_quarter": [645 "2026_q3_partial"646 ],647 "spy_expirations_on_2026-06-15": 35,648 "chain_columns": [649 "ask",650 "ask_iv",651 "bid",652 "bid_iv",653 "call_put",654 "delta",655 "expiry",656 "gamma",657 "last_price",658 "open_interest",659 "rho",660 "strike",661 "theta",662 "ticker",663 "trade_date",664 "vega",665 "volume"666 ],667 "granularity": "daily (one row per contract per trade_date)"668 },669 "client_stats": {670 "network_requests": 0,671 "cache_hits": 55,672 "rows_fetched": 0,673 "seconds_waiting": 0.0,674 "errors_retried": 0675 },676 "manifest": {677 "author": "Simon-Pierre Boucher",678 "contact": "contact@spboucher.ai",679 "project": "anomaly-atlas",680 "data_source": "hfmarketdata.io",681 "collected_utc": "2026-08-12T05:45:16.106357+00:00",682 "chip": {683 "brand": "Apple M5 Max",684 "arch": "arm64",685 "cores_total": 18,686 "cores_performance": 6,687 "cores_efficiency": 12,688 "gpu_cores": 40689 },690 "memory": {691 "unified_bytes": 51539607552,692 "unified_gb": 48.0,693 "pagesize": 16384694 },695 "ssd": {696 "model": "APPLE SSD AP2048Z",697 "size": "2 TB",698 "smart_status": "Verified"699 },700 "os": {701 "product": "macOS",702 "version": "27.0",703 "build": "26A5388g",704 "kernel": "27.0.0"705 },706 "software": {707 "python": "3.14.4",708 "numpy": "2.5.2",709 "pandas": "3.0.5",710 "polars": "1.43.2",711 "duckdb": "1.5.5",712 "statsmodels": "0.14.6",713 "arch": "8.0.0"714 },715 "git": {716 "commit": "e77d5c041c3b4554c92f32704b1c0edea71ffac0",717 "dirty_tree": true718 }719 }720}721