{
  "experiment": "expA_data_reality",
  "run_utc": "2026-08-12T05:45:15.765371+00:00",
  "author": "Simon-Pierre Boucher",
  "contact": "contact@spboucher.ai",
  "data_source": "hfmarketdata.io",
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      "1hour": {
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      "1min": {
        "none": 74
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      "30min": {
        "none": 74
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      "5min": {
        "none": 74
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        "adj_splitdiv": 5161
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        "adj_splitdiv": 5161
      }
    },
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        "contin_adj_absolute": 132,
        "contin_adj_ratio": 132
      },
      "1hour": {
        "contin_UNadj": 131,
        "contin_adj_absolute": 131,
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      },
      "1min": {
        "contin_UNadj": 131,
        "contin_adj_absolute": 131,
        "contin_adj_ratio": 131
      },
      "30min": {
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        "contin_adj_absolute": 131,
        "contin_adj_ratio": 131
      },
      "5min": {
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        "contin_adj_ratio": 131
      }
    },
    "futures_contracts": {
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      "1hour": {
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      "1min": {
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        "update": 2513
      },
      "5min": {
        "archive": 14497,
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    },
    "fx": {
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      "1hour": {
        "none": 79
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      "1min": {
        "none": 79
      },
      "30min": {
        "none": 79
      },
      "5min": {
        "none": 79
      }
    },
    "index": {
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        "none": 125
      },
      "1hour": {
        "none": 122
      },
      "1min": {
        "none": 123
      },
      "30min": {
        "none": 122
      },
      "5min": {
        "none": 122
      }
    },
    "options": {
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      "quarters": [
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        "2010_q2",
        "2010_q3",
        "2010_q4",
        "2011_q1",
        "2011_q2",
        "2011_q3",
        "2011_q4",
        "2012_q1",
        "2012_q2",
        "2012_q3",
        "2012_q4",
        "2013_q1",
        "2013_q2",
        "2013_q3",
        "2013_q4",
        "2014_q1",
        "2014_q2",
        "2014_q3",
        "2014_q4",
        "2015_q1",
        "2015_q2",
        "2015_q3",
        "2015_q4",
        "2016_q1",
        "2016_q2",
        "2016_q3",
        "2016_q4",
        "2017_q1",
        "2017_q2",
        "2017_q3",
        "2017_q4",
        "2018_q1",
        "2018_q2",
        "2018_q3",
        "2018_q4",
        "2019_q1",
        "2019_q2",
        "2019_q3",
        "2019_q4",
        "2020_q1",
        "2020_q2",
        "2020_q3",
        "2020_q4",
        "2021_q1",
        "2021_q2",
        "2021_q3",
        "2021_q4",
        "2022_q1",
        "2022_q2",
        "2022_q3",
        "2022_q4",
        "2023_q1",
        "2023_q2",
        "2023_q3",
        "2023_q4",
        "2024_q1",
        "2024_q2",
        "2024_q3",
        "2024_q4",
        "2025_q1",
        "2025_q2",
        "2025_q3",
        "2025_q4",
        "2026_q1",
        "2026_q2",
        "2026_q3_partial"
      ]
    },
    "stock": {
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        "UNADJUSTED": 7665,
        "adj_split": 7664,
        "adj_splitdiv": 7664
      },
      "1hour": {
        "adj_split": 7669,
        "adj_splitdiv": 7669
      },
      "1min": {
        "UNADJUSTED": 7670,
        "adj_split": 7670,
        "adj_splitdiv": 7670
      },
      "30min": {
        "adj_split": 7669,
        "adj_splitdiv": 7669
      },
      "5min": {
        "adj_split": 7669,
        "adj_splitdiv": 7669
      }
    }
  },
  "A1_options_quarters": [
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    "2010_q2",
    "2010_q3",
    "2010_q4",
    "2011_q1",
    "2011_q2",
    "2011_q3",
    "2011_q4",
    "2012_q1",
    "2012_q2",
    "2012_q3",
    "2012_q4",
    "2013_q1",
    "2013_q2",
    "2013_q3",
    "2013_q4",
    "2014_q1",
    "2014_q2",
    "2014_q3",
    "2014_q4",
    "2015_q1",
    "2015_q2",
    "2015_q3",
    "2015_q4",
    "2016_q1",
    "2016_q2",
    "2016_q3",
    "2016_q4",
    "2017_q1",
    "2017_q2",
    "2017_q3",
    "2017_q4",
    "2018_q1",
    "2018_q2",
    "2018_q3",
    "2018_q4",
    "2019_q1",
    "2019_q2",
    "2019_q3",
    "2019_q4",
    "2020_q1",
    "2020_q2",
    "2020_q3",
    "2020_q4",
    "2021_q1",
    "2021_q2",
    "2021_q3",
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    "2022_q1",
    "2022_q2",
    "2022_q3",
    "2022_q4",
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    "2023_q2",
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    "2023_q4",
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    "2024_q3",
    "2024_q4",
    "2025_q1",
    "2025_q2",
    "2025_q3",
    "2025_q4",
    "2026_q1",
    "2026_q2",
    "2026_q3_partial"
  ],
  "A2_bounds": {
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        "earliest": "2000-01-04 09:30:00",
        "latest": "2026-08-07 19:59:00"
      },
      "1day": {
        "earliest": "2000-01-04",
        "latest": "2026-08-07"
      }
    },
    "etf": {
      "1min": {
        "earliest": "2000-01-03 09:31:00",
        "latest": "2026-08-07 19:59:00"
      },
      "1day": {
        "earliest": "2000-01-03",
        "latest": "2026-08-07"
      }
    },
    "futures": {
      "1min": {
        "earliest": "2008-01-02 06:00:00",
        "latest": "2026-08-06 23:59:00"
      },
      "1day": {
        "earliest": "2008-01-02",
        "latest": "2026-08-06"
      }
    },
    "index": {
      "1min": {
        "earliest": "2008-01-02 09:30:00",
        "latest": "2026-08-07 16:50:00"
      },
      "1day": {
        "earliest": "2000-11-27",
        "latest": "2026-08-07"
      }
    },
    "fx": {
      "1min": {
        "earliest": "2010-01-03 17:00:00",
        "latest": "2026-08-07 16:59:00"
      },
      "1day": {
        "earliest": "2010-01-04",
        "latest": "2026-08-07"
      }
    },
    "crypto": {
      "1min": {
        "earliest": "2013-04-01 00:30:00",
        "latest": "2026-08-09 23:59:00"
      },
      "1day": {
        "earliest": "2013-04-01",
        "latest": "2026-08-09"
      }
    }
  },
  "A3_session": {
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      "first": "2026-08-06 04:00:00",
      "last": "2026-08-06 19:59:00",
      "bars_per_hour": {
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        "05": 55,
        "06": 49,
        "07": 60,
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        "17": 50,
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        "19": 47
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      "zero_volume_bars": 0,
      "has_volume_field": true,
      "rth_bars_of_390": 390
    },
    "etf:SPY": {
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      "last": "2026-08-06 19:59:00",
      "bars_per_hour": {
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        "05": 41,
        "06": 45,
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        "08": 60,
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        "19": 51
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      "zero_volume_bars": 0,
      "has_volume_field": true,
      "rth_bars_of_390": 390
    },
    "futures:ES": {
      "bars": 1380,
      "first": "2026-08-06 00:00:00",
      "last": "2026-08-06 23:59:00",
      "bars_per_hour": {
        "00": 60,
        "01": 60,
        "02": 60,
        "03": 60,
        "04": 60,
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        "23": 60
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      "zero_volume_bars": 0,
      "has_volume_field": true,
      "rth_bars_of_390": 390
    },
    "index:SPX": {
      "bars": 411,
      "first": "2026-08-06 09:30:00",
      "last": "2026-08-06 16:20:00",
      "bars_per_hour": {
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        "11": 60,
        "12": 60,
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        "14": 60,
        "15": 60,
        "16": 21
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      "zero_volume_bars": 0,
      "has_volume_field": false,
      "rth_bars_of_390": 390
    },
    "fx:EURUSD": {
      "bars": 1438,
      "first": "2026-08-06 00:00:00",
      "last": "2026-08-06 23:59:00",
      "bars_per_hour": {
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        "23": 60
      },
      "zero_volume_bars": 0,
      "has_volume_field": true,
      "rth_bars_of_390": 390
    },
    "crypto:BTC": {
      "bars": 1440,
      "first": "2026-08-06 00:00:00",
      "last": "2026-08-06 23:59:00",
      "bars_per_hour": {
        "00": 60,
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      "zero_volume_bars": 77,
      "has_volume_field": true,
      "rth_bars_of_390": 390
    },
    "stock:AIZN(sparse)": {
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      "last": "2026-08-06 16:00:00",
      "bars_per_hour": {
        "09": 1,
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        "15": 15,
        "16": 1
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      "zero_volume_bars": 0,
      "has_volume_field": true,
      "rth_bars_of_390": 37
    }
  },
  "A4_daily_vs_intraday": {
    "daily_bar": {
      "close": 312.41,
      "datetime": "2026-08-06",
      "high": 316.2894,
      "low": 309.23,
      "open": 314.34,
      "ticker": "AAPL",
      "volume": 46139901.0
    },
    "rth_1min_aggregate": {
      "open": 314.34,
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      "volume": 25693543.0,
      "bars": 390
    },
    "extended_1min_volume": 34671540.0
  },
  "A5_adjustments": {
    "UNADJUSTED": [
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        "date": "2020-08-28",
        "close": 499.23
      },
      {
        "date": "2020-08-31",
        "close": 129.04
      },
      {
        "date": "2020-09-01",
        "close": 134.18
      }
    ],
    "adj_split": [
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        "date": "2020-08-28",
        "close": 124.8075
      },
      {
        "date": "2020-08-31",
        "close": 129.04
      },
      {
        "date": "2020-09-01",
        "close": 134.18
      }
    ],
    "adj_splitdiv": [
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        "date": "2020-08-28",
        "close": 121.06
      },
      {
        "date": "2020-08-31",
        "close": 125.1654
      },
      {
        "date": "2020-09-01",
        "close": 130.1511
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    ]
  },
  "A6_row_cap_and_pagination": {
    "requested_rows": 1000000,
    "returned_rows_single_request": 50000,
    "paginated_total_rows": 218006,
    "paginated_first": "2020-01-02 04:00:00",
    "paginated_last": "2020-12-31 19:59:00",
    "duplicates_after_pagination": 0,
    "monotonic_ascending": true
  },
  "A7_latency_s": {
    "samples": [
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      0.0006,
      0.003,
      0.0009
    ],
    "note": "sequential small requests, cold cache; no rate-limit headers observed"
  },
  "A8_options": {
    "n_quarters": 67,
    "first_quarter": [
      "2010_q1"
    ],
    "last_quarter": [
      "2026_q3_partial"
    ],
    "spy_expirations_on_2026-06-15": 35,
    "chain_columns": [
      "ask",
      "ask_iv",
      "bid",
      "bid_iv",
      "call_put",
      "delta",
      "expiry",
      "gamma",
      "last_price",
      "open_interest",
      "rho",
      "strike",
      "theta",
      "ticker",
      "trade_date",
      "vega",
      "volume"
    ],
    "granularity": "daily (one row per contract per trade_date)"
  },
  "client_stats": {
    "network_requests": 0,
    "cache_hits": 55,
    "rows_fetched": 0,
    "seconds_waiting": 0.0,
    "errors_retried": 0
  },
  "manifest": {
    "author": "Simon-Pierre Boucher",
    "contact": "contact@spboucher.ai",
    "project": "anomaly-atlas",
    "data_source": "hfmarketdata.io",
    "collected_utc": "2026-08-12T05:45:16.106357+00:00",
    "chip": {
      "brand": "Apple M5 Max",
      "arch": "arm64",
      "cores_total": 18,
      "cores_performance": 6,
      "cores_efficiency": 12,
      "gpu_cores": 40
    },
    "memory": {
      "unified_bytes": 51539607552,
      "unified_gb": 48.0,
      "pagesize": 16384
    },
    "ssd": {
      "model": "APPLE SSD AP2048Z",
      "size": "2 TB",
      "smart_status": "Verified"
    },
    "os": {
      "product": "macOS",
      "version": "27.0",
      "build": "26A5388g",
      "kernel": "27.0.0"
    },
    "software": {
      "python": "3.14.4",
      "numpy": "2.5.2",
      "pandas": "3.0.5",
      "polars": "1.43.2",
      "duckdb": "1.5.5",
      "statsmodels": "0.14.6",
      "arch": "8.0.0"
    },
    "git": {
      "commit": "e77d5c041c3b4554c92f32704b1c0edea71ffac0",
      "dirty_tree": true
    }
  }
}