% Auto-generated by scripts/10_stage_e_figures.py — do not edit numbers. \begin{table}[t]\centering\begin{adjustbox}{max width=\textwidth} \begin{threeparttable} \caption{Sample construction by decade}\label{tab:sample_construction} \small\begin{tabular}{lrrrr} \toprule & 1992–1999 & 2000–2009 & 2010–2019 & 2020–2026 \\ \midrule Raw bar rows & 626,407,882 & 2,331,426,585 & 2,657,373,989 & 2,071,067,068 \\ Duplicate rows merged & 0 & 0 & 0 & 10,128 \\ OHLC-violation flags & 90 & 10 & 0 & 0 \\ Split-window flagged rows & 772,707 & 1,811,211 & 815,630 & 897,786 \\ Regular-hours bar rows & 611,399,568 & 2,278,758,476 & 2,599,857,420 & 1,940,283,624 \\ Distinct symbols & 26,519 & 22,052 & 18,761 & 46,985 \\ Trading days & 2,022 & 2,515 & 2,516 & 1,569 \\ \bottomrule\end{tabular} \begin{tablenotes}[flushleft]\footnotesize \item Notes: Full panel (all instruments). Duplicates merged by the rule open=first, high=max, low=min, close=last, volume=sum. Flags mark rows; no raw data are deleted. Split windows are $\pm 1$ trading day around high-confidence overnight-ratio events (Section~\ref{sec:data}). \end{tablenotes}\end{threeparttable} \end{adjustbox}\end{table}