1{2 "config": {3 "selection_date": "2017-12-29",4 "adv_window_start": "2017-12-01",5 "sample_start": "2018-01-02",6 "sample_end": "2025-12-31",7 "min_history_months": 6,8 "min_months_in_sample": 6,9 "min_adv_usd": 5000000.0,10 "n_target": 300,11 "etf_share": 0.25,12 "holdout_share": 0.2,13 "seed": 41,14 "min_coverage": 0.8,15 "coverage_file": "results/metrics/coverage_audit_candidates.csv"16 },17 "created_at": "2026-11-02T22:57:34.569355+00:00",18 "n_candidates": 1152,19 "n_selected": 300,20 "n_heldout": 60,21 "n_delisted": 1,22 "instrument_master_version": null,23 "selection_rules": [24 "first_date <= 2017-12-29 - 6 months",25 "last_date >= 2018-01-02 + 6 months (documented survival requirement)",26 "average daily dollar volume over [2017-12-01, 2017-12-29] >= 5,000,000 USD",27 "proportional allocation over asset class x ADV tercile x volatility tercile; round-robin over SIC division / ETF category inside strata",28 "20% of selected instruments held out entirely (zero-shot), seed 41",29 "regular-hours 1-minute coverage over the sample window >= 80% (coverage audit, availability filter)"30 ],31 "instruments": [32 {33 "instrument_id": "firstrate:stock:ABT",34 "symbol": "ABT",35 "name": "Abbott Laboratories",36 "asset_class": "stock",37 "status": "active",38 "first_date": "2000-01-04",39 "last_date": "2026-10-30",40 "currency": "USD",41 "adv_usd": 359920925.6,42 "daily_vol": 0.009252828786280592,43 "n_days": 20,44 "last_close": 57.07,45 "coverage": 0.9976410393976749,46 "sessions_present": 2011.0,47 "base_symbol": "ABT",48 "delisted": false,49 "group": "manufacturing",50 "adv_tercile": "high",51 "vol_tercile": "low",52 "stratum": "stock|high|low",53 "role": "pooled"54 },55 {56 "instrument_id": "firstrate:stock:ACAD",57 "symbol": "ACAD",58 "name": "Acadia Pharmaceuticals",59 "asset_class": "stock",60 "status": "active",61 "first_date": "2004-05-28",62 "last_date": "2026-10-30",63 "currency": "USD",64 "adv_usd": 40973321.1,65 "daily_vol": 0.024005200179075814,66 "n_days": 20,67 "last_close": 30.11,68 "coverage": 0.9432770855433357,69 "sessions_present": 2010.0,70 "base_symbol": "ACAD",71 "delisted": false,72 "group": "manufacturing",73 "adv_tercile": "mid",74 "vol_tercile": "high",75 "stratum": "stock|mid|high",76 "role": "heldout_instrument"77 },78 {79 "instrument_id": "firstrate:stock:ACH",80 "symbol": "ACH",81 "name": "Accendra Health Inc",82 "asset_class": "stock",83 "status": "active",84 "first_date": "2000-01-04",85 "last_date": "2026-10-30",86 "currency": "USD",87 "adv_usd": 24479334.2,88 "daily_vol": 0.019150450104611413,89 "n_days": 20,90 "last_close": 18.88,91 "coverage": 0.8515167704882212,92 "sessions_present": 2011.0,93 "base_symbol": "ACH",94 "delisted": false,95 "group": "wholesale",96 "adv_tercile": "low",97 "vol_tercile": "high",98 "stratum": "stock|low|high",99 "role": "pooled"100 },101 {102 "instrument_id": "firstrate:stock:ACM",103 "symbol": "ACM",104 "name": "Aecom",105 "asset_class": "stock",106 "status": "active",107 "first_date": "2007-05-11",108 "last_date": "2026-10-30",109 "currency": "USD",110 "adv_usd": 32434881.55,111 "daily_vol": 0.010385814503571471,112 "n_days": 20,113 "last_close": 37.15,114 "coverage": 0.8682696738223766,115 "sessions_present": 2011.0,116 "base_symbol": "ACM",117 "delisted": false,118 "group": "services",119 "adv_tercile": "low",120 "vol_tercile": "mid",121 "stratum": "stock|low|mid",122 "role": "pooled"123 },124 {125 "instrument_id": "firstrate:stock:ADP",126 "symbol": "ADP",127 "name": "Automatic Data Processing",128 "asset_class": "stock",129 "status": "active",130 "first_date": "2000-12-04",131 "last_date": "2026-10-30",132 "currency": "USD",133 "adv_usd": 202603337.95,134 "daily_vol": 0.006402766804352732,135 "n_days": 20,136 "last_close": 117.19,137 "coverage": 0.9655902065795372,138 "sessions_present": 2011.0,139 "base_symbol": "ADP",140 "delisted": false,141 "group": "services",142 "adv_tercile": "high",143 "vol_tercile": "low",144 "stratum": "stock|high|low",145 "role": "pooled"146 },147 {148 "instrument_id": "firstrate:stock:AEE",149 "symbol": "AEE",150 "name": "Ameren Corp",151 "asset_class": "stock",152 "status": "active",153 "first_date": "2000-01-04",154 "last_date": "2026-10-30",155 "currency": "USD",156 "adv_usd": 86792114.35,157 "daily_vol": 0.010910140762741256,158 "n_days": 20,159 "last_close": 58.99,160 "coverage": 0.964279136474581,161 "sessions_present": 2011.0,162 "base_symbol": "AEE",163 "delisted": false,164 "group": "transport_utilities",165 "adv_tercile": "mid",166 "vol_tercile": "mid",167 "stratum": "stock|mid|mid",168 "role": "heldout_instrument"169 },170 {171 "instrument_id": "firstrate:stock:AEP",172 "symbol": "AEP",173 "name": "American Electric Power",174 "asset_class": "stock",175 "status": "active",176 "first_date": "2000-01-04",177 "last_date": "2026-10-30",178 "currency": "USD",179 "adv_usd": 176448039.45,180 "daily_vol": 0.007440351740331246,181 "n_days": 20,182 "last_close": 73.57,183 "coverage": 0.9962379673338919,184 "sessions_present": 2011.0,185 "base_symbol": "AEP",186 "delisted": false,187 "group": "transport_utilities",188 "adv_tercile": "high",189 "vol_tercile": "low",190 "stratum": "stock|high|low",191 "role": "heldout_instrument"192 },193 {194 "instrument_id": "firstrate:stock:AG",195 "symbol": "AG",196 "name": "First Majestic Silver",197 "asset_class": "stock",198 "status": "active",199 "first_date": "2010-12-16",200 "last_date": "2026-10-30",201 "currency": "USD",202 "adv_usd": 20725185.4,203 "daily_vol": 0.03872684799950987,204 "n_days": 20,205 "last_close": 6.74,206 "coverage": 0.9863881643289274,207 "sessions_present": 2011.0,208 "base_symbol": "AG",209 "delisted": false,210 "group": "mining",211 "adv_tercile": "low",212 "vol_tercile": "high",213 "stratum": "stock|low|high",214 "role": "pooled"215 },216 {217 "instrument_id": "firstrate:etf:AGG",218 "symbol": "AGG",219 "name": "iShares Barclays Aggregate Bond",220 "asset_class": "etf",221 "status": "active",222 "first_date": "2003-09-29",223 "last_date": "2026-10-30",224 "currency": "USD",225 "adv_usd": 318157401.85,226 "daily_vol": 0.0014941298384406009,227 "n_days": 20,228 "last_close": 109.33,229 "coverage": 0.996003176695518,230 "sessions_present": 2011.0,231 "base_symbol": "AGG",232 "delisted": false,233 "group": "fixed_income",234 "adv_tercile": "high",235 "vol_tercile": "low",236 "stratum": "etf|high|low",237 "role": "pooled"238 },239 {240 "instrument_id": "firstrate:stock:ALB",241 "symbol": "ALB",242 "name": "Albemarle Corp",243 "asset_class": "stock",244 "status": "active",245 "first_date": "2000-01-04",246 "last_date": "2026-10-30",247 "currency": "USD",248 "adv_usd": 145386073.1,249 "daily_vol": 0.011527665994843778,250 "n_days": 20,251 "last_close": 127.89,252 "coverage": 0.9722575880535262,253 "sessions_present": 2011.0,254 "base_symbol": "ALB",255 "delisted": false,256 "group": "manufacturing",257 "adv_tercile": "high",258 "vol_tercile": "mid",259 "stratum": "stock|high|mid",260 "role": "pooled"261 },262 {263 "instrument_id": "firstrate:stock:ALK",264 "symbol": "ALK",265 "name": "Alaska Air Inc",266 "asset_class": "stock",267 "status": "active",268 "first_date": "2000-01-04",269 "last_date": "2026-10-30",270 "currency": "USD",271 "adv_usd": 117443990.55,272 "daily_vol": 0.013098819888911256,273 "n_days": 20,274 "last_close": 73.51,275 "coverage": 0.9826807337163449,276 "sessions_present": 2011.0,277 "base_symbol": "ALK",278 "delisted": false,279 "group": "transport_utilities",280 "adv_tercile": "mid",281 "vol_tercile": "mid",282 "stratum": "stock|mid|mid",283 "role": "pooled"284 },285 {286 "instrument_id": "firstrate:stock:AM",287 "symbol": "AM",288 "name": "Antero Midstream Corporation",289 "asset_class": "stock",290 "status": "active",291 "first_date": "2017-05-04",292 "last_date": "2026-10-30",293 "currency": "USD",294 "adv_usd": 18686873.122,295 "daily_vol": 0.01326245849466177,296 "n_days": 20,297 "last_close": 29.04,298 "coverage": 0.9462083340116649,299 "sessions_present": 2011.0,300 "base_symbol": "AM",301 "delisted": false,302 "group": "transport_utilities",303 "adv_tercile": "low",304 "vol_tercile": "mid",305 "stratum": "stock|low|mid",306 "role": "pooled"307 },308 {309 "instrument_id": "firstrate:etf:AMLP",310 "symbol": "AMLP",311 "name": "Alerian Mlp ETF",312 "asset_class": "etf",313 "status": "active",314 "first_date": "2010-08-25",315 "last_date": "2026-10-30",316 "currency": "USD",317 "adv_usd": 218464395.8,318 "daily_vol": 0.010451158520815362,319 "n_days": 20,320 "last_close": 10.79,321 "coverage": 0.9820482925779944,322 "sessions_present": 2011.0,323 "base_symbol": "AMLP",324 "delisted": false,325 "group": "other",326 "adv_tercile": "high",327 "vol_tercile": "high",328 "stratum": "etf|high|high",329 "role": "pooled"330 },331 {332 "instrument_id": "firstrate:stock:APA",333 "symbol": "APA",334 "name": "Apache Corporation",335 "asset_class": "stock",336 "status": "active",337 "first_date": "2000-01-04",338 "last_date": "2026-10-30",339 "currency": "USD",340 "adv_usd": 136636455.0,341 "daily_vol": 0.019158779398744497,342 "n_days": 20,343 "last_close": 42.22,344 "coverage": 0.998865574379277,345 "sessions_present": 2011.0,346 "base_symbol": "APA",347 "delisted": false,348 "group": "mining",349 "adv_tercile": "high",350 "vol_tercile": "high",351 "stratum": "stock|high|high",352 "role": "pooled"353 },354 {355 "instrument_id": "firstrate:stock:ARCC",356 "symbol": "ARCC",357 "name": "Ares Capital Corporation",358 "asset_class": "stock",359 "status": "active",360 "first_date": "2012-10-09",361 "last_date": "2026-10-30",362 "currency": "USD",363 "adv_usd": 36529803.1,364 "daily_vol": 0.009512621067197476,365 "n_days": 20,366 "last_close": 15.72,367 "coverage": 0.9791822965471823,368 "sessions_present": 2011.0,369 "base_symbol": "ARCC",370 "delisted": false,371 "group": "unknown",372 "adv_tercile": "low",373 "vol_tercile": "low",374 "stratum": "stock|low|low",375 "role": "pooled"376 },377 {378 "instrument_id": "firstrate:etf:ARKK",379 "symbol": "ARKK",380 "name": "ARKInnovation ETF",381 "asset_class": "etf",382 "status": "active",383 "first_date": "2014-10-31",384 "last_date": "2026-10-30",385 "currency": "USD",386 "adv_usd": 13368781.05,387 "daily_vol": 0.01616173518846674,388 "n_days": 20,389 "last_close": 37.08,390 "coverage": 0.9036476034216024,391 "sessions_present": 2011.0,392 "base_symbol": "ARKK",393 "delisted": false,394 "group": "other",395 "adv_tercile": "low",396 "vol_tercile": "high",397 "stratum": "etf|low|high",398 "role": "pooled"399 },400 {401 "instrument_id": "firstrate:stock:ARMK",402 "symbol": "ARMK",403 "name": "Aramark",404 "asset_class": "stock",405 "status": "active",406 "first_date": "2013-12-13",407 "last_date": "2026-10-30",408 "currency": "USD",409 "adv_usd": 45464039.15,410 "daily_vol": 0.0067682348999352805,411 "n_days": 20,412 "last_close": 42.74,413 "coverage": 0.9577187470584492,414 "sessions_present": 2011.0,415 "base_symbol": "ARMK",416 "delisted": false,417 "group": "retail",418 "adv_tercile": "mid",419 "vol_tercile": "low",420 "stratum": "stock|mid|low",421 "role": "pooled"422 },423 {424 "instrument_id": "firstrate:stock:AU",425 "symbol": "AU",426 "name": "Anglogold Ashanti Limited",427 "asset_class": "stock",428 "status": "active",429 "first_date": "2000-01-03",430 "last_date": "2026-10-30",431 "currency": "USD",432 "adv_usd": 31133842.5355,433 "daily_vol": 0.027101420583404298,434 "n_days": 20,435 "last_close": 10.19,436 "coverage": 0.9804892439228514,437 "sessions_present": 2011.0,438 "base_symbol": "AU",439 "delisted": false,440 "group": "unknown",441 "adv_tercile": "low",442 "vol_tercile": "high",443 "stratum": "stock|low|high",444 "role": "pooled"445 },446 {447 "instrument_id": "firstrate:stock:AUPH",448 "symbol": "AUPH",449 "name": "Aurinia Pharmaceuticals Inc",450 "asset_class": "stock",451 "status": "active",452 "first_date": "2013-11-08",453 "last_date": "2026-10-30",454 "currency": "USD",455 "adv_usd": 5175163.5305,456 "daily_vol": 0.031193692669828178,457 "n_days": 20,458 "last_close": 4.53,459 "coverage": 0.8739001225794705,460 "sessions_present": 2011.0,461 "base_symbol": "AUPH",462 "delisted": false,463 "group": "manufacturing",464 "adv_tercile": "low",465 "vol_tercile": "high",466 "stratum": "stock|low|high",467 "role": "pooled"468 },469 {470 "instrument_id": "firstrate:stock:AVT",471 "symbol": "AVT",472 "name": "Avnet",473 "asset_class": "stock",474 "status": "active",475 "first_date": "2000-01-04",476 "last_date": "2026-10-30",477 "currency": "USD",478 "adv_usd": 34533223.7,479 "daily_vol": 0.011699196673406588,480 "n_days": 20,481 "last_close": 39.62,482 "coverage": 0.8334280546460051,483 "sessions_present": 2011.0,484 "base_symbol": "AVT",485 "delisted": false,486 "group": "wholesale",487 "adv_tercile": "low",488 "vol_tercile": "mid",489 "stratum": "stock|low|mid",490 "role": "heldout_instrument"491 },492 {493 "instrument_id": "firstrate:stock:AXTA",494 "symbol": "AXTA",495 "name": "Axalta Coating Systems Ltd.",496 "asset_class": "stock",497 "status": "active",498 "first_date": "2014-11-13",499 "last_date": "2026-10-30",500 "currency": "USD",501 "adv_usd": 81231689.3,502 "daily_vol": 0.01375070893175697,503 "n_days": 20,504 "last_close": 32.36,505 "coverage": 0.9737289322732077,506 "sessions_present": 2011.0,507 "base_symbol": "AXTA",508 "delisted": false,509 "group": "manufacturing",510 "adv_tercile": "mid",511 "vol_tercile": "mid",512 "stratum": "stock|mid|mid",513 "role": "pooled"514 },515 {516 "instrument_id": "firstrate:stock:BB",517 "symbol": "BB",518 "name": "Blackberry Limited",519 "asset_class": "stock",520 "status": "active",521 "first_date": "2007-04-26",522 "last_date": "2026-10-30",523 "currency": "USD",524 "adv_usd": 64440844.45,525 "daily_vol": 0.031548720062873244,526 "n_days": 20,527 "last_close": 11.17,528 "coverage": 0.9862230924181314,529 "sessions_present": 2011.0,530 "base_symbol": "BB",531 "delisted": false,532 "group": "services",533 "adv_tercile": "mid",534 "vol_tercile": "high",535 "stratum": "stock|mid|high",536 "role": "pooled"537 },538 {539 "instrument_id": "firstrate:stock:BCE",540 "symbol": "BCE",541 "name": "Bce",542 "asset_class": "stock",543 "status": "active",544 "first_date": "2000-01-04",545 "last_date": "2026-10-30",546 "currency": "USD",547 "adv_usd": 33598967.1,548 "daily_vol": 0.006210515292379402,549 "n_days": 20,550 "last_close": 48.01,551 "coverage": 0.9686774497213724,552 "sessions_present": 2011.0,553 "base_symbol": "BCE",554 "delisted": false,555 "group": "transport_utilities",556 "adv_tercile": "low",557 "vol_tercile": "low",558 "stratum": "stock|low|low",559 "role": "pooled"560 },561 {562 "instrument_id": "firstrate:stock:BDN",563 "symbol": "BDN",564 "name": "Brandywine Realty Trust",565 "asset_class": "stock",566 "status": "active",567 "first_date": "2000-01-04",568 "last_date": "2026-10-30",569 "currency": "USD",570 "adv_usd": 33441202.35,571 "daily_vol": 0.011626061793221334,572 "n_days": 20,573 "last_close": 18.19,574 "coverage": 0.9285116993684588,575 "sessions_present": 2011.0,576 "base_symbol": "BDN",577 "delisted": false,578 "group": "finance_insurance_realestate",579 "adv_tercile": "low",580 "vol_tercile": "mid",581 "stratum": "stock|low|mid",582 "role": "pooled"583 },584 {585 "instrument_id": "firstrate:stock:BDX",586 "symbol": "BDX",587 "name": "Becton Dickinson",588 "asset_class": "stock",589 "status": "active",590 "first_date": "2000-01-04",591 "last_date": "2026-10-30",592 "currency": "USD",593 "adv_usd": 273747490.8,594 "daily_vol": 0.00941510499504451,595 "n_days": 20,596 "last_close": 214.06,597 "coverage": 0.9477077537766957,598 "sessions_present": 2011.0,599 "base_symbol": "BDX",600 "delisted": false,601 "group": "manufacturing",602 "adv_tercile": "high",603 "vol_tercile": "low",604 "stratum": "stock|high|low",605 "role": "heldout_instrument"606 },607 {608 "instrument_id": "firstrate:stock:BF.B",609 "symbol": "BF.B",610 "name": "Brown-Forman",611 "asset_class": "stock",612 "status": "active",613 "first_date": "2007-05-01",614 "last_date": "2026-10-30",615 "currency": "USD",616 "adv_usd": 56239427.3615,617 "daily_vol": 0.015028177922961752,618 "n_days": 20,619 "last_close": 68.67,620 "coverage": 0.9313663096746756,621 "sessions_present": 2011.0,622 "base_symbol": "BF.B",623 "delisted": false,624 "group": "unknown",625 "adv_tercile": "mid",626 "vol_tercile": "mid",627 "stratum": "stock|mid|mid",628 "role": "pooled"629 },630 {631 "instrument_id": "firstrate:stock:BHC",632 "symbol": "BHC",633 "name": "Bausch Health Companies",634 "asset_class": "stock",635 "status": "active",636 "first_date": "2007-05-01",637 "last_date": "2026-10-30",638 "currency": "USD",639 "adv_usd": 470449356.9,640 "daily_vol": 0.048291655172229046,641 "n_days": 20,642 "last_close": 20.78,643 "coverage": 0.9590045262685393,644 "sessions_present": 2011.0,645 "base_symbol": "BHC",646 "delisted": false,647 "group": "manufacturing",648 "adv_tercile": "high",649 "vol_tercile": "high",650 "stratum": "stock|high|high",651 "role": "heldout_instrument"652 },653 {654 "instrument_id": "firstrate:stock:BHP",655 "symbol": "BHP",656 "name": "Bhp American Depositary Shares",657 "asset_class": "stock",658 "status": "active",659 "first_date": "2000-01-03",660 "last_date": "2026-10-30",661 "currency": "USD",662 "adv_usd": 80519196.1,663 "daily_vol": 0.010426753400013202,664 "n_days": 20,665 "last_close": 45.99,666 "coverage": 0.9920866200371117,667 "sessions_present": 2011.0,668 "base_symbol": "BHP",669 "delisted": false,670 "group": "mining",671 "adv_tercile": "mid",672 "vol_tercile": "mid",673 "stratum": "stock|mid|mid",674 "role": "pooled"675 },676 {677 "instrument_id": "firstrate:stock:BKD",678 "symbol": "BKD",679 "name": "Brookdale Senior Living",680 "asset_class": "stock",681 "status": "active",682 "first_date": "2005-11-23",683 "last_date": "2026-10-30",684 "currency": "USD",685 "adv_usd": 20590381.25,686 "daily_vol": 0.02169550593495088,687 "n_days": 20,688 "last_close": 9.7,689 "coverage": 0.9113942479162632,690 "sessions_present": 2011.0,691 "base_symbol": "BKD",692 "delisted": false,693 "group": "services",694 "adv_tercile": "low",695 "vol_tercile": "high",696 "stratum": "stock|low|high",697 "role": "pooled"698 },699 {700 "instrument_id": "firstrate:stock:BLDR",701 "symbol": "BLDR",702 "name": "Builders Firstsource",703 "asset_class": "stock",704 "status": "active",705 "first_date": "2005-06-29",706 "last_date": "2026-10-30",707 "currency": "USD",708 "adv_usd": 27794183.5,709 "daily_vol": 0.013277147752603172,710 "n_days": 20,711 "last_close": 21.79,712 "coverage": 0.9613999766414838,713 "sessions_present": 2011.0,714 "base_symbol": "BLDR",715 "delisted": false,716 "group": "retail",717 "adv_tercile": "low",718 "vol_tercile": "mid",719 "stratum": "stock|low|mid",720 "role": "pooled"721 },722 {723 "instrument_id": "firstrate:stock:BLMN",724 "symbol": "BLMN",725 "name": "Bloomin Brands",726 "asset_class": "stock",727 "status": "active",728 "first_date": "2012-08-09",729 "last_date": "2026-10-30",730 "currency": "USD",731 "adv_usd": 21703659.2,732 "daily_vol": 0.014411735030707615,733 "n_days": 20,734 "last_close": 21.34,735 "coverage": 0.9546418710136516,736 "sessions_present": 2011.0,737 "base_symbol": "BLMN",738 "delisted": false,739 "group": "retail",740 "adv_tercile": "low",741 "vol_tercile": "mid",742 "stratum": "stock|low|mid",743 "role": "pooled"744 },745 {746 "instrument_id": "firstrate:etf:BND",747 "symbol": "BND",748 "name": "Vanguard Total Bond Market ETF",749 "asset_class": "etf",750 "status": "active",751 "first_date": "2007-04-10",752 "last_date": "2026-10-30",753 "currency": "USD",754 "adv_usd": 177539107.5,755 "daily_vol": 0.0015748294223737291,756 "n_days": 20,757 "last_close": 81.57,758 "coverage": 0.9923663026166112,759 "sessions_present": 2011.0,760 "base_symbol": "BND",761 "delisted": false,762 "group": "fixed_income",763 "adv_tercile": "high",764 "vol_tercile": "low",765 "stratum": "etf|high|low",766 "role": "pooled"767 },768 {769 "instrument_id": "firstrate:etf:BOTZ",770 "symbol": "BOTZ",771 "name": "Global X Funds Global X Robotics & Artificial Intelligence ETF",772 "asset_class": "etf",773 "status": "active",774 "first_date": "2016-09-13",775 "last_date": "2026-10-30",776 "currency": "USD",777 "adv_usd": 26876252.05,778 "daily_vol": 0.008779774553508838,779 "n_days": 20,780 "last_close": 23.7,781 "coverage": 0.8652246163271495,782 "sessions_present": 2011.0,783 "base_symbol": "BOTZ",784 "delisted": false,785 "group": "international",786 "adv_tercile": "low",787 "vol_tercile": "high",788 "stratum": "etf|low|high",789 "role": "heldout_instrument"790 },791 {792 "instrument_id": "firstrate:stock:BOX",793 "symbol": "BOX",794 "name": "Box",795 "asset_class": "stock",796 "status": "active",797 "first_date": "2015-01-26",798 "last_date": "2026-10-30",799 "currency": "USD",800 "adv_usd": 42438253.9,801 "daily_vol": 0.023348471233869687,802 "n_days": 20,803 "last_close": 21.12,804 "coverage": 0.9564614170913925,805 "sessions_present": 2011.0,806 "base_symbol": "BOX",807 "delisted": false,808 "group": "services",809 "adv_tercile": "mid",810 "vol_tercile": "high",811 "stratum": "stock|mid|high",812 "role": "pooled"813 },814 {815 "instrument_id": "firstrate:stock:BRK.B",816 "symbol": "BRK.B",817 "name": "Berkshire Hathaway",818 "asset_class": "stock",819 "status": "active",820 "first_date": "2007-05-02",821 "last_date": "2026-10-30",822 "currency": "USD",823 "adv_usd": 646528274.8889998,824 "daily_vol": 0.0061990633495499995,825 "n_days": 20,826 "last_close": 198.68,827 "coverage": 0.997680277654486,828 "sessions_present": 2011.0,829 "base_symbol": "BRK.B",830 "delisted": false,831 "group": "unknown",832 "adv_tercile": "high",833 "vol_tercile": "low",834 "stratum": "stock|high|low",835 "role": "heldout_instrument"836 },837 {838 "instrument_id": "firstrate:stock:BTU",839 "symbol": "BTU",840 "name": "Peabody Energy Corporation",841 "asset_class": "stock",842 "status": "active",843 "first_date": "2017-04-04",844 "last_date": "2026-10-30",845 "currency": "USD",846 "adv_usd": 40840739.65,847 "daily_vol": 0.012791850623908809,848 "n_days": 20,849 "last_close": 39.37,850 "coverage": 0.9610144291245605,851 "sessions_present": 2011.0,852 "base_symbol": "BTU",853 "delisted": false,854 "group": "mining",855 "adv_tercile": "mid",856 "vol_tercile": "mid",857 "stratum": "stock|mid|mid",858 "role": "pooled"859 },860 {861 "instrument_id": "firstrate:stock:CAH",862 "symbol": "CAH",863 "name": "Cardinal Health",864 "asset_class": "stock",865 "status": "active",866 "first_date": "2000-01-04",867 "last_date": "2026-10-30",868 "currency": "USD",869 "adv_usd": 198430480.25,870 "daily_vol": 0.017095082409450426,871 "n_days": 20,872 "last_close": 61.27,873 "coverage": 0.986315841772326,874 "sessions_present": 2011.0,875 "base_symbol": "CAH",876 "delisted": false,877 "group": "wholesale",878 "adv_tercile": "high",879 "vol_tercile": "high",880 "stratum": "stock|high|high",881 "role": "pooled"882 },883 {884 "instrument_id": "firstrate:stock:CAKE",885 "symbol": "CAKE",886 "name": "Cheesecake Factory",887 "asset_class": "stock",888 "status": "active",889 "first_date": "2000-01-04",890 "last_date": "2026-10-30",891 "currency": "USD",892 "adv_usd": 52702847.15,893 "daily_vol": 0.014820224015355685,894 "n_days": 20,895 "last_close": 48.18,896 "coverage": 0.9193970380637189,897 "sessions_present": 2011.0,898 "base_symbol": "CAKE",899 "delisted": false,900 "group": "retail",901 "adv_tercile": "mid",902 "vol_tercile": "mid",903 "stratum": "stock|mid|mid",904 "role": "heldout_instrument"905 },906 {907 "instrument_id": "firstrate:stock:CAT",908 "symbol": "CAT",909 "name": "Caterpillar",910 "asset_class": "stock",911 "status": "active",912 "first_date": "2000-01-04",913 "last_date": "2026-10-30",914 "currency": "USD",915 "adv_usd": 552930002.45,916 "daily_vol": 0.011373638989420055,917 "n_days": 20,918 "last_close": 157.58,919 "coverage": 0.995039018588874,920 "sessions_present": 2011.0,921 "base_symbol": "CAT",922 "delisted": false,923 "group": "manufacturing",924 "adv_tercile": "high",925 "vol_tercile": "mid",926 "stratum": "stock|high|mid",927 "role": "heldout_instrument"928 },929 {930 "instrument_id": "firstrate:stock:CB",931 "symbol": "CB",932 "name": "Chubb Limited",933 "asset_class": "stock",934 "status": "active",935 "first_date": "2008-07-21",936 "last_date": "2026-10-30",937 "currency": "USD",938 "adv_usd": 217178847.95,939 "daily_vol": 0.007820040935921781,940 "n_days": 20,941 "last_close": 146.13,942 "coverage": 0.9695234410039336,943 "sessions_present": 2011.0,944 "base_symbol": "CB",945 "delisted": false,946 "group": "finance_insurance_realestate",947 "adv_tercile": "high",948 "vol_tercile": "low",949 "stratum": "stock|high|low",950 "role": "pooled"951 },952 {953 "instrument_id": "firstrate:stock:CG",954 "symbol": "CG",955 "name": "The Carlyle",956 "asset_class": "stock",957 "status": "active",958 "first_date": "2012-05-04",959 "last_date": "2026-10-30",960 "currency": "USD",961 "adv_usd": 18619045.0,962 "daily_vol": 0.01670985457316263,963 "n_days": 20,964 "last_close": 22.9,965 "coverage": 0.9111159335524772,966 "sessions_present": 2011.0,967 "base_symbol": "CG",968 "delisted": false,969 "group": "finance_insurance_realestate",970 "adv_tercile": "low",971 "vol_tercile": "high",972 "stratum": "stock|low|high",973 "role": "pooled"974 },975 {976 "instrument_id": "firstrate:stock:CHD",977 "symbol": "CHD",978 "name": "Church & Dwight",979 "asset_class": "stock",980 "status": "active",981 "first_date": "2000-01-04",982 "last_date": "2026-10-30",983 "currency": "USD",984 "adv_usd": 87589364.75,985 "daily_vol": 0.009183854216060848,986 "n_days": 20,987 "last_close": 50.17,988 "coverage": 0.9639573405770571,989 "sessions_present": 2011.0,990 "base_symbol": "CHD",991 "delisted": false,992 "group": "manufacturing",993 "adv_tercile": "mid",994 "vol_tercile": "low",995 "stratum": "stock|mid|low",996 "role": "pooled"997 },998 {999 "instrument_id": "firstrate:stock:CHTR",1000 "symbol": "CHTR",1001 "name": "Charter Communications",1002 "asset_class": "stock",1003 "status": "active",1004 "first_date": "2010-09-15",1005 "last_date": "2026-10-30",1006 "currency": "USD",1007 "adv_usd": 606467368.4,1008 "daily_vol": 0.01777746739634823,1009 "n_days": 20,1010 "last_close": 335.96,1011 "coverage": 0.9137360907537121,1012 "sessions_present": 2011.0,1013 "base_symbol": "CHTR",1014 "delisted": false,1015 "group": "transport_utilities",1016 "adv_tercile": "high",1017 "vol_tercile": "high",1018 "stratum": "stock|high|high",1019 "role": "pooled"1020 },1021 {1022 "instrument_id": "firstrate:stock:CI",1023 "symbol": "CI",1024 "name": "Cigna",1025 "asset_class": "stock",1026 "status": "active",1027 "first_date": "2000-01-04",1028 "last_date": "2026-10-30",1029 "currency": "USD",1030 "adv_usd": 255712199.3,1031 "daily_vol": 0.010178847871568206,1032 "n_days": 20,1033 "last_close": 203.09,1034 "coverage": 0.9616267146975076,1035 "sessions_present": 2011.0,1036 "base_symbol": "CI",1037 "delisted": false,1038 "group": "finance_insurance_realestate",1039 "adv_tercile": "high",1040 "vol_tercile": "mid",1041 "stratum": "stock|high|mid",1042 "role": "pooled"1043 },1044 {1045 "instrument_id": "firstrate:stock:CMCSA",1046 "symbol": "CMCSA",1047 "name": "Comcast",1048 "asset_class": "stock",1049 "status": "active",1050 "first_date": "2000-01-04",1051 "last_date": "2026-10-30",1052 "currency": "USD",1053 "adv_usd": 981397379.35,1054 "daily_vol": 0.0197127389689844,1055 "n_days": 20,1056 "last_close": 40.05,1057 "coverage": 0.9999249651214993,1058 "sessions_present": 2011.0,1059 "base_symbol": "CMCSA",1060 "delisted": false,1061 "group": "transport_utilities",1062 "adv_tercile": "high",1063 "vol_tercile": "high",1064 "stratum": "stock|high|high",1065 "role": "pooled"1066 },1067 {1068 "instrument_id": "firstrate:stock:CME",1069 "symbol": "CME",1070 "name": "Cme",1071 "asset_class": "stock",1072 "status": "active",1073 "first_date": "2002-12-09",1074 "last_date": "2026-10-30",1075 "currency": "USD",1076 "adv_usd": 237224521.65,1077 "daily_vol": 0.008508423915490525,1078 "n_days": 20,1079 "last_close": 146.05,1080 "coverage": 0.9635396912236092,1081 "sessions_present": 2011.0,1082 "base_symbol": "CME",1083 "delisted": false,1084 "group": "finance_insurance_realestate",1085 "adv_tercile": "high",1086 "vol_tercile": "low",1087 "stratum": "stock|high|low",1088 "role": "pooled"1089 },1090 {1091 "instrument_id": "firstrate:stock:CNC",1092 "symbol": "CNC",1093 "name": "Centene Corporation",1094 "asset_class": "stock",1095 "status": "active",1096 "first_date": "2003-10-17",1097 "last_date": "2026-10-30",1098 "currency": "USD",1099 "adv_usd": 157256201.05,1100 "daily_vol": 0.020113841993672114,1101 "n_days": 20,1102 "last_close": 100.88,1103 "coverage": 0.9895168095577112,1104 "sessions_present": 2011.0,1105 "base_symbol": "CNC",1106 "delisted": false,1107 "group": "finance_insurance_realestate",1108 "adv_tercile": "high",1109 "vol_tercile": "high",1110 "stratum": "stock|high|high",1111 "role": "pooled"1112 },1113 {1114 "instrument_id": "firstrate:stock:CNDT",1115 "symbol": "CNDT",1116 "name": "Conduent",1117 "asset_class": "stock",1118 "status": "active",1119 "first_date": "2016-12-14",1120 "last_date": "2026-10-30",1121 "currency": "USD",1122 "adv_usd": 33287634.35,1123 "daily_vol": 0.00912232890768933,1124 "n_days": 20,1125 "last_close": 16.16,1126 "coverage": 0.8607217219753002,1127 "sessions_present": 2011.0,1128 "base_symbol": "CNDT",1129 "delisted": false,1130 "group": "services",1131 "adv_tercile": "low",1132 "vol_tercile": "low",1133 "stratum": "stock|low|low",1134 "role": "pooled"1135 },1136 {1137 "instrument_id": "firstrate:stock:CNI",1138 "symbol": "CNI",1139 "name": "Canadian National Railway",1140 "asset_class": "stock",1141 "status": "active",1142 "first_date": "2000-01-03",1143 "last_date": "2026-10-30",1144 "currency": "USD",1145 "adv_usd": 70569599.8,1146 "daily_vol": 0.0045217132952004675,1147 "n_days": 20,1148 "last_close": 82.5,1149 "coverage": 0.9660365161343883,1150 "sessions_present": 2011.0,1151 "base_symbol": "CNI",1152 "delisted": false,1153 "group": "transport_utilities",1154 "adv_tercile": "mid",1155 "vol_tercile": "low",1156 "stratum": "stock|mid|low",1157 "role": "heldout_instrument"1158 },1159 {1160 "instrument_id": "firstrate:stock:CNO",1161 "symbol": "CNO",1162 "name": "Cno Financial",1163 "asset_class": "stock",1164 "status": "delisted",1165 "first_date": "2007-04-27",1166 "last_date": "2024-12-20",1167 "currency": "USD",1168 "adv_usd": 21193793.514,1169 "daily_vol": 0.010388932265792366,1170 "n_days": 20,1171 "last_close": 24.69,1172 "coverage": 0.88040929733076,1173 "sessions_present": 2011.0,1174 "base_symbol": "CNO",1175 "delisted": true,1176 "group": "unknown",1177 "adv_tercile": "low",1178 "vol_tercile": "mid",1179 "stratum": "stock|low|mid",1180 "role": "pooled"1181 },1182 {1183 "instrument_id": "firstrate:stock:CNX",1184 "symbol": "CNX",1185 "name": "Cnx Resources Corporation",1186 "asset_class": "stock",1187 "status": "active",1188 "first_date": "2000-01-04",1189 "last_date": "2026-10-30",1190 "currency": "USD",1191 "adv_usd": 53651565.95,1192 "daily_vol": 0.018995357868664742,1193 "n_days": 20,1194 "last_close": 14.63,1195 "coverage": 0.9851630868829454,1196 "sessions_present": 2011.0,1197 "base_symbol": "CNX",1198 "delisted": false,1199 "group": "mining",1200 "adv_tercile": "mid",1201 "vol_tercile": "high",1202 "stratum": "stock|mid|high",1203 "role": "pooled"1204 },1205 {1206 "instrument_id": "firstrate:stock:COR",1207 "symbol": "COR",1208 "name": "Cencora Inc",1209 "asset_class": "stock",1210 "status": "active",1211 "first_date": "2005-01-04",1212 "last_date": "2026-10-30",1213 "currency": "USD",1214 "adv_usd": 156533741.6,1215 "daily_vol": 0.014054674171497137,1216 "n_days": 20,1217 "last_close": 91.82,1218 "coverage": 0.9307336756601012,1219 "sessions_present": 2011.0,1220 "base_symbol": "COR",1221 "delisted": false,1222 "group": "wholesale",1223 "adv_tercile": "high",1224 "vol_tercile": "mid",1225 "stratum": "stock|high|mid",1226 "role": "pooled"1227 },1228 {1229 "instrument_id": "firstrate:stock:CPRT",1230 "symbol": "CPRT",1231 "name": "Copart Inc",1232 "asset_class": "stock",1233 "status": "active",1234 "first_date": "2000-01-04",1235 "last_date": "2026-10-30",1236 "currency": "USD",1237 "adv_usd": 52164948.75,1238 "daily_vol": 0.005790136785447898,1239 "n_days": 20,1240 "last_close": 43.19,1241 "coverage": 0.9701841023448017,1242 "sessions_present": 2011.0,1243 "base_symbol": "CPRT",1244 "delisted": false,1245 "group": "retail",1246 "adv_tercile": "mid",1247 "vol_tercile": "low",1248 "stratum": "stock|mid|low",1249 "role": "pooled"1250 },1251 {1252 "instrument_id": "firstrate:stock:CVBF",1253 "symbol": "CVBF",1254 "name": "Cvb Financial",1255 "asset_class": "stock",1256 "status": "active",1257 "first_date": "2009-07-23",1258 "last_date": "2026-10-30",1259 "currency": "USD",1260 "adv_usd": 8586126.75,1261 "daily_vol": 0.013508295158154205,1262 "n_days": 20,1263 "last_close": 23.56,1264 "coverage": 0.8030578909969783,1265 "sessions_present": 2011.0,1266 "base_symbol": "CVBF",1267 "delisted": false,1268 "group": "finance_insurance_realestate",1269 "adv_tercile": "low",1270 "vol_tercile": "mid",1271 "stratum": "stock|low|mid",1272 "role": "pooled"1273 },1274 {1275 "instrument_id": "firstrate:stock:CVE",1276 "symbol": "CVE",1277 "name": "Cenovus Energy",1278 "asset_class": "stock",1279 "status": "active",1280 "first_date": "2009-12-10",1281 "last_date": "2026-10-30",1282 "currency": "USD",1283 "adv_usd": 33974586.45,1284 "daily_vol": 0.02350052575649764,1285 "n_days": 20,1286 "last_close": 9.13,1287 "coverage": 0.9924784058944034,1288 "sessions_present": 2011.0,1289 "base_symbol": "CVE",1290 "delisted": false,1291 "group": "mining",1292 "adv_tercile": "low",1293 "vol_tercile": "high",1294 "stratum": "stock|low|high",1295 "role": "pooled"1296 },1297 {1298 "instrument_id": "firstrate:stock:CVNA",1299 "symbol": "CVNA",1300 "name": "Carvana Co.",1301 "asset_class": "stock",1302 "status": "active",1303 "first_date": "2017-05-01",1304 "last_date": "2026-10-30",1305 "currency": "USD",1306 "adv_usd": 11645806.3,1307 "daily_vol": 0.04644841067339923,1308 "n_days": 20,1309 "last_close": 19.12,1310 "coverage": 0.9590629918739257,1311 "sessions_present": 2011.0,1312 "base_symbol": "CVNA",1313 "delisted": false,1314 "group": "retail",1315 "adv_tercile": "low",1316 "vol_tercile": "high",1317 "stratum": "stock|low|high",1318 "role": "heldout_instrument"1319 },1320 {1321 "instrument_id": "firstrate:stock:CX",1322 "symbol": "CX",1323 "name": "Cemex S.A.B. De C.V.",1324 "asset_class": "stock",1325 "status": "active",1326 "first_date": "2000-01-04",1327 "last_date": "2026-10-30",1328 "currency": "USD",1329 "adv_usd": 74172180.0,1330 "daily_vol": 0.011691704113335793,1331 "n_days": 20,1332 "last_close": 7.5,1333 "coverage": 0.9769765158309701,1334 "sessions_present": 2011.0,1335 "base_symbol": "CX",1336 "delisted": false,1337 "group": "unknown",1338 "adv_tercile": "mid",1339 "vol_tercile": "mid",1340 "stratum": "stock|mid|mid",1341 "role": "pooled"1342 },1343 {1344 "instrument_id": "firstrate:stock:CZR",1345 "symbol": "CZR",1346 "name": "Caesars Entertainment Corporation",1347 "asset_class": "stock",1348 "status": "active",1349 "first_date": "2014-09-23",1350 "last_date": "2026-10-30",1351 "currency": "USD",1352 "adv_usd": 26303287.25,1353 "daily_vol": 0.021468263345491765,1354 "n_days": 20,1355 "last_close": 33.15,1356 "coverage": 0.9679830892877502,1357 "sessions_present": 2011.0,1358 "base_symbol": "CZR",1359 "delisted": false,1360 "group": "services",1361 "adv_tercile": "low",1362 "vol_tercile": "high",1363 "stratum": "stock|low|high",1364 "role": "pooled"1365 },1366 {1367 "instrument_id": "firstrate:stock:D",1368 "symbol": "D",1369 "name": "Dominion Energy",1370 "asset_class": "stock",1371 "status": "active",1372 "first_date": "2000-01-04",1373 "last_date": "2026-10-30",1374 "currency": "USD",1375 "adv_usd": 194491600.65,1376 "daily_vol": 0.008513174663547403,1377 "n_days": 20,1378 "last_close": 81.06,1379 "coverage": 0.9977324205361559,1380 "sessions_present": 2011.0,1381 "base_symbol": "D",1382 "delisted": false,1383 "group": "transport_utilities",1384 "adv_tercile": "high",1385 "vol_tercile": "low",1386 "stratum": "stock|high|low",1387 "role": "pooled"1388 },1389 {1390 "instrument_id": "firstrate:stock:DB",1391 "symbol": "DB",1392 "name": "Deutsche Bank Aktiengesellschaft",1393 "asset_class": "stock",1394 "status": "active",1395 "first_date": "2001-10-04",1396 "last_date": "2026-10-30",1397 "currency": "USD",1398 "adv_usd": 59152689.75,1399 "daily_vol": 0.01431072788068967,1400 "n_days": 20,1401 "last_close": 19.03,1402 "coverage": 0.9519817281602379,1403 "sessions_present": 2011.0,1404 "base_symbol": "DB",1405 "delisted": false,1406 "group": "unknown",1407 "adv_tercile": "mid",1408 "vol_tercile": "mid",1409 "stratum": "stock|mid|mid",1410 "role": "pooled"1411 },1412 {1413 "instrument_id": "firstrate:etf:DBC",1414 "symbol": "DBC",1415 "name": "PowerShares DB Commodity Index",1416 "asset_class": "etf",1417 "status": "active",1418 "first_date": "2006-02-03",1419 "last_date": "2026-10-30",1420 "currency": "USD",1421 "adv_usd": 38128990.1235,1422 "daily_vol": 0.007261521867652983,1423 "n_days": 20,1424 "last_close": 16.61,1425 "coverage": 0.8036631968615712,1426 "sessions_present": 2011.0,1427 "base_symbol": "DBC",1428 "delisted": false,1429 "group": "commodity",1430 "adv_tercile": "low",1431 "vol_tercile": "mid",1432 "stratum": "etf|low|mid",1433 "role": "pooled"1434 },1435 {1436 "instrument_id": "firstrate:stock:DDD",1437 "symbol": "DDD",1438 "name": "3D Systems",1439 "asset_class": "stock",1440 "status": "active",1441 "first_date": "2011-05-27",1442 "last_date": "2026-10-30",1443 "currency": "USD",1444 "adv_usd": 28722957.2,1445 "daily_vol": 0.03555660210310773,1446 "n_days": 20,1447 "last_close": 8.64,1448 "coverage": 0.9518721021364471,1449 "sessions_present": 2011.0,1450 "base_symbol": "DDD",1451 "delisted": false,1452 "group": "services",1453 "adv_tercile": "low",1454 "vol_tercile": "high",1455 "stratum": "stock|low|high",1456 "role": "pooled"1457 },1458 {1459 "instrument_id": "firstrate:stock:DGX",1460 "symbol": "DGX",1461 "name": "Quest Diagnostics",1462 "asset_class": "stock",1463 "status": "active",1464 "first_date": "2000-01-04",1465 "last_date": "2026-10-30",1466 "currency": "USD",1467 "adv_usd": 110927045.55,1468 "daily_vol": 0.0084409349126861,1469 "n_days": 20,1470 "last_close": 98.49,1471 "coverage": 0.9040253454788375,1472 "sessions_present": 2011.0,1473 "base_symbol": "DGX",1474 "delisted": false,1475 "group": "services",1476 "adv_tercile": "mid",1477 "vol_tercile": "low",1478 "stratum": "stock|mid|low",1479 "role": "pooled"1480 },1481 {1482 "instrument_id": "firstrate:stock:DHI",1483 "symbol": "DHI",1484 "name": "D. R. Horton",1485 "asset_class": "stock",1486 "status": "active",1487 "first_date": "2000-01-04",1488 "last_date": "2026-10-30",1489 "currency": "USD",1490 "adv_usd": 170847302.55,1491 "daily_vol": 0.008183162071958027,1492 "n_days": 20,1493 "last_close": 51.07,1494 "coverage": 0.9943441036361079,1495 "sessions_present": 2011.0,1496 "base_symbol": "DHI",1497 "delisted": false,1498 "group": "construction",1499 "adv_tercile": "high",1500 "vol_tercile": "low",1501 "stratum": "stock|high|low",1502 "role": "pooled"1503 },1504 {1505 "instrument_id": "firstrate:stock:DIS",1506 "symbol": "DIS",1507 "name": "The Walt Disney Company",1508 "asset_class": "stock",1509 "status": "active",1510 "first_date": "2000-01-04",1511 "last_date": "2026-10-30",1512 "currency": "USD",1513 "adv_usd": 1109979869.7,1514 "daily_vol": 0.016997470604295926,1515 "n_days": 20,1516 "last_close": 107.51,1517 "coverage": 0.9987256788430893,1518 "sessions_present": 2011.0,1519 "base_symbol": "DIS",1520 "delisted": false,1521 "group": "services",1522 "adv_tercile": "high",1523 "vol_tercile": "high",1524 "stratum": "stock|high|high",1525 "role": "pooled"1526 },1527 {1528 "instrument_id": "firstrate:stock:DKS",1529 "symbol": "DKS",1530 "name": "Dick's Sporting Goods",1531 "asset_class": "stock",1532 "status": "active",1533 "first_date": "2002-10-17",1534 "last_date": "2026-10-30",1535 "currency": "USD",1536 "adv_usd": 90559755.2,1537 "daily_vol": 0.021810829463790985,1538 "n_days": 20,1539 "last_close": 28.74,1540 "coverage": 0.9591044060156382,1541 "sessions_present": 2011.0,1542 "base_symbol": "DKS",1543 "delisted": false,1544 "group": "retail",1545 "adv_tercile": "mid",1546 "vol_tercile": "high",1547 "stratum": "stock|mid|high",1548 "role": "pooled"1549 },1550 {1551 "instrument_id": "firstrate:stock:DLR",1552 "symbol": "DLR",1553 "name": "Digital Realty Trust Inc",1554 "asset_class": "stock",1555 "status": "active",1556 "first_date": "2004-11-01",1557 "last_date": "2026-10-30",1558 "currency": "USD",1559 "adv_usd": 138057371.75,1560 "daily_vol": 0.019716475500988553,1561 "n_days": 20,1562 "last_close": 113.9,1563 "coverage": 0.962224251266704,1564 "sessions_present": 2011.0,1565 "base_symbol": "DLR",1566 "delisted": false,1567 "group": "finance_insurance_realestate",1568 "adv_tercile": "high",1569 "vol_tercile": "high",1570 "stratum": "stock|high|high",1571 "role": "pooled"1572 },1573 {1574 "instrument_id": "firstrate:stock:DXC",1575 "symbol": "DXC",1576 "name": "Dxc Technology",1577 "asset_class": "stock",1578 "status": "active",1579 "first_date": "2017-03-17",1580 "last_date": "2026-10-30",1581 "currency": "USD",1582 "adv_usd": 130113731.9,1583 "daily_vol": 0.009933118923995404,1584 "n_days": 20,1585 "last_close": 94.9,1586 "coverage": 0.9577487393112742,1587 "sessions_present": 2011.0,1588 "base_symbol": "DXC",1589 "delisted": false,1590 "group": "services",1591 "adv_tercile": "high",1592 "vol_tercile": "mid",1593 "stratum": "stock|high|mid",1594 "role": "pooled"1595 },1596 {1597 "instrument_id": "firstrate:stock:EBS",1598 "symbol": "EBS",1599 "name": "Emergent Biosolutions",1600 "asset_class": "stock",1601 "status": "active",1602 "first_date": "2006-11-16",1603 "last_date": "2026-10-30",1604 "currency": "USD",1605 "adv_usd": 16324264.55,1606 "daily_vol": 0.016219620980656897,1607 "n_days": 20,1608 "last_close": 46.47,1609 "coverage": 0.805105694031007,1610 "sessions_present": 2011.0,1611 "base_symbol": "EBS",1612 "delisted": false,1613 "group": "manufacturing",1614 "adv_tercile": "low",1615 "vol_tercile": "high",1616 "stratum": "stock|low|high",1617 "role": "pooled"1618 },1619 {1620 "instrument_id": "firstrate:stock:EFX",1621 "symbol": "EFX",1622 "name": "Equifax",1623 "asset_class": "stock",1624 "status": "active",1625 "first_date": "2000-01-04",1626 "last_date": "2026-10-30",1627 "currency": "USD",1628 "adv_usd": 128680686.7,1629 "daily_vol": 0.007864000550566515,1630 "n_days": 20,1631 "last_close": 117.92,1632 "coverage": 0.8555249493803884,1633 "sessions_present": 2011.0,1634 "base_symbol": "EFX",1635 "delisted": false,1636 "group": "services",1637 "adv_tercile": "high",1638 "vol_tercile": "low",1639 "stratum": "stock|high|low",1640 "role": "pooled"1641 },1642 {1643 "instrument_id": "firstrate:stock:EHC",1644 "symbol": "EHC",1645 "name": "Encompass Health Corporation",1646 "asset_class": "stock",1647 "status": "active",1648 "first_date": "2007-05-08",1649 "last_date": "2026-10-30",1650 "currency": "USD",1651 "adv_usd": 32890779.05,1652 "daily_vol": 0.009370919795475613,1653 "n_days": 20,1654 "last_close": 49.41,1655 "coverage": 0.8062747168244019,1656 "sessions_present": 2011.0,1657 "base_symbol": "EHC",1658 "delisted": false,1659 "group": "services",1660 "adv_tercile": "low",1661 "vol_tercile": "low",1662 "stratum": "stock|low|low",1663 "role": "pooled"1664 },1665 {1666 "instrument_id": "firstrate:etf:EMLC",1667 "symbol": "EMLC",1668 "name": "Market Vectors Emerging Markets",1669 "asset_class": "etf",1670 "status": "active",1671 "first_date": "2010-07-23",1672 "last_date": "2026-10-30",1673 "currency": "USD",1674 "adv_usd": 39028458.8,1675 "daily_vol": 0.002858659093271541,1676 "n_days": 20,1677 "last_close": 18.98,1678 "coverage": 0.8390993389161396,1679 "sessions_present": 2011.0,1680 "base_symbol": "EMLC",1681 "delisted": false,1682 "group": "international",1683 "adv_tercile": "low",1684 "vol_tercile": "low",1685 "stratum": "etf|low|low",1686 "role": "pooled"1687 },1688 {1689 "instrument_id": "firstrate:stock:EMN",1690 "symbol": "EMN",1691 "name": "Eastman Chemical",1692 "asset_class": "stock",1693 "status": "active",1694 "first_date": "2000-01-04",1695 "last_date": "2026-10-30",1696 "currency": "USD",1697 "adv_usd": 98487918.9,1698 "daily_vol": 0.00896495956928895,1699 "n_days": 20,1700 "last_close": 92.64,1701 "coverage": 0.9198642445519595,1702 "sessions_present": 2011.0,1703 "base_symbol": "EMN",1704 "delisted": false,1705 "group": "manufacturing",1706 "adv_tercile": "mid",1707 "vol_tercile": "low",1708 "stratum": "stock|mid|low",1709 "role": "pooled"1710 },1711 {1712 "instrument_id": "firstrate:stock:ENB",1713 "symbol": "ENB",1714 "name": "Enbridge Inc",1715 "asset_class": "stock",1716 "status": "active",1717 "first_date": "2001-10-30",1718 "last_date": "2026-10-30",1719 "currency": "USD",1720 "adv_usd": 93844182.55,1721 "daily_vol": 0.005201921809435493,1722 "n_days": 20,1723 "last_close": 39.11,1724 "coverage": 0.9976433961040363,1725 "sessions_present": 2011.0,1726 "base_symbol": "ENB",1727 "delisted": false,1728 "group": "transport_utilities",1729 "adv_tercile": "mid",1730 "vol_tercile": "low",1731 "stratum": "stock|mid|low",1732 "role": "heldout_instrument"1733 },1734 {1735 "instrument_id": "firstrate:stock:EOG",1736 "symbol": "EOG",1737 "name": "Eog Resources",1738 "asset_class": "stock",1739 "status": "active",1740 "first_date": "2000-01-04",1741 "last_date": "2026-10-30",1742 "currency": "USD",1743 "adv_usd": 237701164.9,1744 "daily_vol": 0.01338304066008853,1745 "n_days": 20,1746 "last_close": 107.91,1747 "coverage": 0.9978875774035643,1748 "sessions_present": 2011.0,1749 "base_symbol": "EOG",1750 "delisted": false,1751 "group": "mining",1752 "adv_tercile": "high",1753 "vol_tercile": "mid",1754 "stratum": "stock|high|mid",1755 "role": "pooled"1756 },1757 {1758 "instrument_id": "firstrate:stock:EQNR",1759 "symbol": "EQNR",1760 "name": "Equinor Asa",1761 "asset_class": "stock",1762 "status": "active",1763 "first_date": "2013-08-26",1764 "last_date": "2026-10-30",1765 "currency": "USD",1766 "adv_usd": 25874095.8,1767 "daily_vol": 0.011977613690672706,1768 "n_days": 20,1769 "last_close": 21.42,1770 "coverage": 0.97434385783947,1771 "sessions_present": 2011.0,1772 "base_symbol": "EQNR",1773 "delisted": false,1774 "group": "unknown",1775 "adv_tercile": "low",1776 "vol_tercile": "mid",1777 "stratum": "stock|low|mid",1778 "role": "pooled"1779 },1780 {1781 "instrument_id": "firstrate:stock:EQT",1782 "symbol": "EQT",1783 "name": "Eqt Corporation",1784 "asset_class": "stock",1785 "status": "active",1786 "first_date": "2000-01-04",1787 "last_date": "2026-10-30",1788 "currency": "USD",1789 "adv_usd": 192351975.0,1790 "daily_vol": 0.017731532589603194,1791 "n_days": 20,1792 "last_close": 56.92,1793 "coverage": 0.9976103298863921,1794 "sessions_present": 2011.0,1795 "base_symbol": "EQT",1796 "delisted": false,1797 "group": "mining",1798 "adv_tercile": "high",1799 "vol_tercile": "high",1800 "stratum": "stock|high|high",1801 "role": "pooled"1802 },1803 {1804 "instrument_id": "firstrate:stock:ERIC",1805 "symbol": "ERIC",1806 "name": "Telefonaktiebolaget Lm Ericsson",1807 "asset_class": "stock",1808 "status": "active",1809 "first_date": "2006-08-25",1810 "last_date": "2026-10-30",1811 "currency": "USD",1812 "adv_usd": 27296710.15,1813 "daily_vol": 0.0158072552014027,1814 "n_days": 20,1815 "last_close": 6.68,1816 "coverage": 0.9846594026788493,1817 "sessions_present": 2011.0,1818 "base_symbol": "ERIC",1819 "delisted": false,1820 "group": "unknown",1821 "adv_tercile": "low",1822 "vol_tercile": "high",1823 "stratum": "stock|low|high",1824 "role": "pooled"1825 },1826 {1827 "instrument_id": "firstrate:etf:EWA",1828 "symbol": "EWA",1829 "name": "iShares MSCI Australia Index",1830 "asset_class": "etf",1831 "status": "active",1832 "first_date": "2000-01-03",1833 "last_date": "2026-10-30",1834 "currency": "USD",1835 "adv_usd": 46665728.45,1836 "daily_vol": 0.00802673560509564,1837 "n_days": 20,1838 "last_close": 23.17,1839 "coverage": 0.8973889206387933,1840 "sessions_present": 2011.0,1841 "base_symbol": "EWA",1842 "delisted": false,1843 "group": "broad_equity",1844 "adv_tercile": "mid",1845 "vol_tercile": "mid",1846 "stratum": "etf|mid|mid",1847 "role": "pooled"1848 },1849 {1850 "instrument_id": "firstrate:etf:EWT",1851 "symbol": "EWT",1852 "name": "iShares MSCI Taiwan Index Fund",1853 "asset_class": "etf",1854 "status": "active",1855 "first_date": "2004-01-02",1856 "last_date": "2026-10-30",1857 "currency": "USD",1858 "adv_usd": 115813181.85,1859 "daily_vol": 0.012221080841887734,1860 "n_days": 20,1861 "last_close": 36.21,1862 "coverage": 0.9732574222342203,1863 "sessions_present": 2011.0,1864 "base_symbol": "EWT",1865 "delisted": false,1866 "group": "broad_equity",1867 "adv_tercile": "mid",1868 "vol_tercile": "high",1869 "stratum": "etf|mid|high",1870 "role": "pooled"1871 },1872 {1873 "instrument_id": "firstrate:etf:EWY",1874 "symbol": "EWY",1875 "name": "iShares MSCI South Korea Index",1876 "asset_class": "etf",1877 "status": "active",1878 "first_date": "2004-01-02",1879 "last_date": "2026-10-30",1880 "currency": "USD",1881 "adv_usd": 134966288.7,1882 "daily_vol": 0.01261760705785212,1883 "n_days": 20,1884 "last_close": 74.93,1885 "coverage": 0.986628976321918,1886 "sessions_present": 2011.0,1887 "base_symbol": "EWY",1888 "delisted": false,1889 "group": "international",1890 "adv_tercile": "mid",1891 "vol_tercile": "high",1892 "stratum": "etf|mid|high",1893 "role": "pooled"1894 },1895 {1896 "instrument_id": "firstrate:stock:FAST",1897 "symbol": "FAST",1898 "name": "Fastenal Co",1899 "asset_class": "stock",1900 "status": "active",1901 "first_date": "2000-01-04",1902 "last_date": "2026-10-30",1903 "currency": "USD",1904 "adv_usd": 115878710.05,1905 "daily_vol": 0.014831054137009907,1906 "n_days": 20,1907 "last_close": 54.69,1908 "coverage": 0.9958669819718774,1909 "sessions_present": 2011.0,1910 "base_symbol": "FAST",1911 "delisted": false,1912 "group": "retail",1913 "adv_tercile": "mid",1914 "vol_tercile": "mid",1915 "stratum": "stock|mid|mid",1916 "role": "pooled"1917 },1918 {1919 "instrument_id": "firstrate:etf:FAZ",1920 "symbol": "FAZ",1921 "name": "Direxion Daily Financial Bear 3X Shares",1922 "asset_class": "etf",1923 "status": "active",1924 "first_date": "2008-11-06",1925 "last_date": "2026-10-30",1926 "currency": "USD",1927 "adv_usd": 15043677.0205,1928 "daily_vol": 0.015996606554865865,1929 "n_days": 20,1930 "last_close": 11.69,1931 "coverage": 0.9209617825948507,1932 "sessions_present": 2011.0,1933 "base_symbol": "FAZ",1934 "delisted": false,1935 "group": "leveraged_inverse",1936 "adv_tercile": "low",1937 "vol_tercile": "high",1938 "stratum": "etf|low|high",1939 "role": "pooled"1940 },1941 {1942 "instrument_id": "firstrate:etf:FEZ",1943 "symbol": "FEZ",1944 "name": "SPDR Dj Euro STOXX 50 ETF",1945 "asset_class": "etf",1946 "status": "active",1947 "first_date": "2002-10-21",1948 "last_date": "2026-10-30",1949 "currency": "USD",1950 "adv_usd": 123031035.15,1951 "daily_vol": 0.0048188672619483295,1952 "n_days": 20,1953 "last_close": 40.71,1954 "coverage": 0.91731578908698,1955 "sessions_present": 2011.0,1956 "base_symbol": "FEZ",1957 "delisted": false,1958 "group": "volatility_alt",1959 "adv_tercile": "mid",1960 "vol_tercile": "mid",1961 "stratum": "etf|mid|mid",1962 "role": "pooled"1963 },1964 {1965 "instrument_id": "firstrate:stock:FHN",1966 "symbol": "FHN",1967 "name": "First Horizon National Corporation",1968 "asset_class": "stock",1969 "status": "active",1970 "first_date": "2004-04-22",1971 "last_date": "2026-10-30",1972 "currency": "USD",1973 "adv_usd": 126888651.35,1974 "daily_vol": 0.011309475029387143,1975 "n_days": 20,1976 "last_close": 19.99,1977 "coverage": 0.9905059511627394,1978 "sessions_present": 2011.0,1979 "base_symbol": "FHN",1980 "delisted": false,1981 "group": "finance_insurance_realestate",1982 "adv_tercile": "high",1983 "vol_tercile": "mid",1984 "stratum": "stock|high|mid",1985 "role": "pooled"1986 },1987 {1988 "instrument_id": "firstrate:stock:FLR",1989 "symbol": "FLR",1990 "name": "Fluor",1991 "asset_class": "stock",1992 "status": "active",1993 "first_date": "2000-12-26",1994 "last_date": "2026-10-30",1995 "currency": "USD",1996 "adv_usd": 54472503.45,1997 "daily_vol": 0.007679941837912062,1998 "n_days": 20,1999 "last_close": 51.65,2000 "coverage": 0.9638525364588652,2001 "sessions_present": 2011.0,2002 "base_symbol": "FLR",2003 "delisted": false,2004 "group": "construction",2005 "adv_tercile": "mid",2006 "vol_tercile": "low",2007 "stratum": "stock|mid|low",2008 "role": "pooled"2009 },2010 {2011 "instrument_id": "firstrate:stock:FNV",2012 "symbol": "FNV",2013 "name": "Franco-Nevada Corporation",2014 "asset_class": "stock",2015 "status": "active",2016 "first_date": "2011-09-09",2017 "last_date": "2026-10-30",2018 "currency": "USD",2019 "adv_usd": 59386067.35,2020 "daily_vol": 0.01116593167774988,2021 "n_days": 20,2022 "last_close": 79.95,2023 "coverage": 0.8803938129864056,2024 "sessions_present": 2011.0,2025 "base_symbol": "FNV",2026 "delisted": false,2027 "group": "mining",2028 "adv_tercile": "mid",2029 "vol_tercile": "mid",2030 "stratum": "stock|mid|mid",2031 "role": "heldout_instrument"2032 },2033 {2034 "instrument_id": "firstrate:etf:FPE",2035 "symbol": "FPE",2036 "name": "First Trust Preferred Securities And Income ETF",2037 "asset_class": "etf",2038 "status": "active",2039 "first_date": "2013-02-12",2040 "last_date": "2026-10-30",2041 "currency": "USD",2042 "adv_usd": 18868915.0,2043 "daily_vol": 0.0016735109967408993,2044 "n_days": 20,2045 "last_close": 20.01,2046 "coverage": 0.8635173422938965,2047 "sessions_present": 2011.0,2048 "base_symbol": "FPE",2049 "delisted": false,2050 "group": "other",2051 "adv_tercile": "low",2052 "vol_tercile": "low",2053 "stratum": "etf|low|low",2054 "role": "pooled"2055 },2056 {2057 "instrument_id": "firstrate:stock:FSLR",2058 "symbol": "FSLR",2059 "name": "First Solar",2060 "asset_class": "stock",2061 "status": "active",2062 "first_date": "2006-11-20",2063 "last_date": "2026-10-30",2064 "currency": "USD",2065 "adv_usd": 155625264.85,2066 "daily_vol": 0.030227564216455578,2067 "n_days": 20,2068 "last_close": 67.52,2069 "coverage": 0.9771751301225884,2070 "sessions_present": 2011.0,2071 "base_symbol": "FSLR",2072 "delisted": false,2073 "group": "manufacturing",2074 "adv_tercile": "high",2075 "vol_tercile": "high",2076 "stratum": "stock|high|high",2077 "role": "pooled"2078 },2079 {2080 "instrument_id": "firstrate:stock:FTI",2081 "symbol": "FTI",2082 "name": "Technipfmc",2083 "asset_class": "stock",2084 "status": "active",2085 "first_date": "2017-01-18",2086 "last_date": "2026-10-30",2087 "currency": "USD",2088 "adv_usd": 87710803.75,2089 "daily_vol": 0.022365828748485944,2090 "n_days": 20,2091 "last_close": 31.31,2092 "coverage": 0.9940390216688662,2093 "sessions_present": 2011.0,2094 "base_symbol": "FTI",2095 "delisted": false,2096 "group": "manufacturing",2097 "adv_tercile": "mid",2098 "vol_tercile": "high",2099 "stratum": "stock|mid|high",2100 "role": "heldout_instrument"2101 },2102 {2103 "instrument_id": "firstrate:etf:FXI",2104 "symbol": "FXI",2105 "name": "iShares FTSE China 25 Index Fund",2106 "asset_class": "etf",2107 "status": "active",2108 "first_date": "2004-10-08",2109 "last_date": "2026-10-30",2110 "currency": "USD",2111 "adv_usd": 577603750.9,2112 "daily_vol": 0.009814018725531322,2113 "n_days": 20,2114 "last_close": 46.17,2115 "coverage": 0.9985819679740964,2116 "sessions_present": 2011.0,2117 "base_symbol": "FXI",2118 "delisted": false,2119 "group": "international",2120 "adv_tercile": "high",2121 "vol_tercile": "high",2122 "stratum": "etf|high|high",2123 "role": "pooled"2124 },2125 {2126 "instrument_id": "firstrate:stock:GDDY",2127 "symbol": "GDDY",2128 "name": "Godaddy",2129 "asset_class": "stock",2130 "status": "active",2131 "first_date": "2015-04-06",2132 "last_date": "2026-10-30",2133 "currency": "USD",2134 "adv_usd": 86383911.15,2135 "daily_vol": 0.01453448133691242,2136 "n_days": 20,2137 "last_close": 50.28,2138 "coverage": 0.9368668442401712,2139 "sessions_present": 2011.0,2140 "base_symbol": "GDDY",2141 "delisted": false,2142 "group": "services",2143 "adv_tercile": "mid",2144 "vol_tercile": "mid",2145 "stratum": "stock|mid|mid",2146 "role": "pooled"2147 },2148 {2149 "instrument_id": "firstrate:stock:GEO",2150 "symbol": "GEO",2151 "name": "Geo",2152 "asset_class": "stock",2153 "status": "active",2154 "first_date": "2000-01-04",2155 "last_date": "2026-10-30",2156 "currency": "USD",2157 "adv_usd": 19724055.4,2158 "daily_vol": 0.014060845926311526,2159 "n_days": 20,2160 "last_close": 23.6,2161 "coverage": 0.9212377643618032,2162 "sessions_present": 2011.0,2163 "base_symbol": "GEO",2164 "delisted": false,2165 "group": "construction",2166 "adv_tercile": "low",2167 "vol_tercile": "mid",2168 "stratum": "stock|low|mid",2169 "role": "pooled"2170 },2171 {2172 "instrument_id": "firstrate:stock:GIL",2173 "symbol": "GIL",2174 "name": "Gildan Activewear",2175 "asset_class": "stock",2176 "status": "active",2177 "first_date": "2000-01-04",2178 "last_date": "2026-10-30",2179 "currency": "USD",2180 "adv_usd": 9335470.55,2181 "daily_vol": 0.00904698165756149,2182 "n_days": 20,2183 "last_close": 32.3,2184 "coverage": 0.843207626595922,2185 "sessions_present": 2011.0,2186 "base_symbol": "GIL",2187 "delisted": false,2188 "group": "manufacturing",2189 "adv_tercile": "low",2190 "vol_tercile": "low",2191 "stratum": "stock|low|low",2192 "role": "pooled"2193 },2194 {2195 "instrument_id": "firstrate:etf:GLD",2196 "symbol": "GLD",2197 "name": "SPDR Gold Shares",2198 "asset_class": "etf",2199 "status": "active",2200 "first_date": "2004-11-18",2201 "last_date": "2026-10-30",2202 "currency": "USD",2203 "adv_usd": 877058775.55,2204 "daily_vol": 0.005341288646535229,2205 "n_days": 20,2206 "last_close": 123.65,2207 "coverage": 0.9994900171817155,2208 "sessions_present": 2011.0,2209 "base_symbol": "GLD",2210 "delisted": false,2211 "group": "commodity",2212 "adv_tercile": "high",2213 "vol_tercile": "mid",2214 "stratum": "etf|high|mid",2215 "role": "pooled"2216 },2217 {2218 "instrument_id": "firstrate:stock:GLNG",2219 "symbol": "GLNG",2220 "name": "Golar Lng",2221 "asset_class": "stock",2222 "status": "active",2223 "first_date": "2003-07-16",2224 "last_date": "2026-10-30",2225 "currency": "USD",2226 "adv_usd": 40577228.9,2227 "daily_vol": 0.014702523221070731,2228 "n_days": 20,2229 "last_close": 29.81,2230 "coverage": 0.9047122018218714,2231 "sessions_present": 2011.0,2232 "base_symbol": "GLNG",2233 "delisted": false,2234 "group": "unknown",2235 "adv_tercile": "low",2236 "vol_tercile": "mid",2237 "stratum": "stock|low|mid",2238 "role": "pooled"2239 },2240 {2241 "instrument_id": "firstrate:stock:GNTX",2242 "symbol": "GNTX",2243 "name": "Gentex Corporation",2244 "asset_class": "stock",2245 "status": "active",2246 "first_date": "2000-01-04",2247 "last_date": "2026-10-30",2248 "currency": "USD",2249 "adv_usd": 36240354.9,2250 "daily_vol": 0.008464230531568312,2251 "n_days": 20,2252 "last_close": 20.95,2253 "coverage": 0.9583861711219196,2254 "sessions_present": 2011.0,2255 "base_symbol": "GNTX",2256 "delisted": false,2257 "group": "manufacturing",2258 "adv_tercile": "low",2259 "vol_tercile": "low",2260 "stratum": "stock|low|low",2261 "role": "pooled"2262 },2263 {2264 "instrument_id": "firstrate:stock:GOOGL",2265 "symbol": "GOOGL",2266 "name": "Alphabet Inc Class A",2267 "asset_class": "stock",2268 "status": "active",2269 "first_date": "2014-04-03",2270 "last_date": "2026-10-30",2271 "currency": "USD",2272 "adv_usd": 1575630480.7954996,2273 "daily_vol": 0.007510636568974479,2274 "n_days": 20,2275 "last_close": 1053.4,2276 "coverage": 0.9789823743136703,2277 "sessions_present": 2011.0,2278 "base_symbol": "GOOGL",2279 "delisted": false,2280 "group": "services",2281 "adv_tercile": "high",2282 "vol_tercile": "low",2283 "stratum": "stock|high|low",2284 "role": "pooled"2285 },2286 {2287 "instrument_id": "firstrate:stock:GOOS",2288 "symbol": "GOOS",2289 "name": "Canada Goose Holdings",2290 "asset_class": "stock",2291 "status": "active",2292 "first_date": "2017-03-22",2293 "last_date": "2026-10-30",2294 "currency": "USD",2295 "adv_usd": 22136230.6,2296 "daily_vol": 0.02220200976148918,2297 "n_days": 20,2298 "last_close": 31.56,2299 "coverage": 0.9086164083745626,2300 "sessions_present": 2011.0,2301 "base_symbol": "GOOS",2302 "delisted": false,2303 "group": "manufacturing",2304 "adv_tercile": "low",2305 "vol_tercile": "high",2306 "stratum": "stock|low|high",2307 "role": "pooled"2308 },2309 {2310 "instrument_id": "firstrate:stock:GPC",2311 "symbol": "GPC",2312 "name": "Genuine Parts",2313 "asset_class": "stock",2314 "status": "active",2315 "first_date": "2000-01-04",2316 "last_date": "2026-10-30",2317 "currency": "USD",2318 "adv_usd": 72121907.95,2319 "daily_vol": 0.009198543405419146,2320 "n_days": 20,2321 "last_close": 95.01,2322 "coverage": 0.8898244477376587,2323 "sessions_present": 2011.0,2324 "base_symbol": "GPC",2325 "delisted": false,2326 "group": "wholesale",2327 "adv_tercile": "mid",2328 "vol_tercile": "low",2329 "stratum": "stock|mid|low",2330 "role": "pooled"2331 },2332 {2333 "instrument_id": "firstrate:stock:GPK",2334 "symbol": "GPK",2335 "name": "Graphic Packaging Holding Company",2336 "asset_class": "stock",2337 "status": "active",2338 "first_date": "2000-03-02",2339 "last_date": "2026-10-30",2340 "currency": "USD",2341 "adv_usd": 33471049.6,2342 "daily_vol": 0.006555605792039824,2343 "n_days": 20,2344 "last_close": 15.45,2345 "coverage": 0.9816122476546868,2346 "sessions_present": 2011.0,2347 "base_symbol": "GPK",2348 "delisted": false,2349 "group": "manufacturing",2350 "adv_tercile": "low",2351 "vol_tercile": "low",2352 "stratum": "stock|low|low",2353 "role": "heldout_instrument"2354 },2355 {2356 "instrument_id": "firstrate:stock:GSAT",2357 "symbol": "GSAT",2358 "name": "Globalstar",2359 "asset_class": "stock",2360 "status": "active",2361 "first_date": "2006-11-02",2362 "last_date": "2026-10-30",2363 "currency": "USD",2364 "adv_usd": 7151251.7,2365 "daily_vol": 0.039215572139837035,2366 "n_days": 20,2367 "last_close": 1.31,2368 "coverage": 0.914762276648504,2369 "sessions_present": 2011.0,2370 "base_symbol": "GSAT",2371 "delisted": false,2372 "group": "transport_utilities",2373 "adv_tercile": "low",2374 "vol_tercile": "high",2375 "stratum": "stock|low|high",2376 "role": "pooled"2377 },2378 {2379 "instrument_id": "firstrate:stock:GTN",2380 "symbol": "GTN",2381 "name": "Gray Television",2382 "asset_class": "stock",2383 "status": "active",2384 "first_date": "2002-09-03",2385 "last_date": "2026-10-30",2386 "currency": "USD",2387 "adv_usd": 25960950.75,2388 "daily_vol": 0.021793323084895774,2389 "n_days": 20,2390 "last_close": 16.75,2391 "coverage": 0.8376728323911461,2392 "sessions_present": 2011.0,2393 "base_symbol": "GTN",2394 "delisted": false,2395 "group": "transport_utilities",2396 "adv_tercile": "low",2397 "vol_tercile": "high",2398 "stratum": "stock|low|high",2399 "role": "pooled"2400 },2401 {2402 "instrument_id": "firstrate:stock:H",2403 "symbol": "H",2404 "name": "Hyatt Hotels Corporation",2405 "asset_class": "stock",2406 "status": "active",2407 "first_date": "2009-11-06",2408 "last_date": "2026-10-30",2409 "currency": "USD",2410 "adv_usd": 46702521.2,2411 "daily_vol": 0.00919714367909742,2412 "n_days": 20,2413 "last_close": 73.54,2414 "coverage": 0.8384350129270166,2415 "sessions_present": 2011.0,2416 "base_symbol": "H",2417 "delisted": false,2418 "group": "services",2419 "adv_tercile": "mid",2420 "vol_tercile": "low",2421 "stratum": "stock|mid|low",2422 "role": "heldout_instrument"2423 },2424 {2425 "instrument_id": "firstrate:stock:HAL",2426 "symbol": "HAL",2427 "name": "Halliburton Co.",2428 "asset_class": "stock",2429 "status": "active",2430 "first_date": "2000-01-04",2431 "last_date": "2026-10-30",2432 "currency": "USD",2433 "adv_usd": 389149380.95,2434 "daily_vol": 0.01235464128133339,2435 "n_days": 20,2436 "last_close": 48.87,2437 "coverage": 0.9994976478473258,2438 "sessions_present": 2011.0,2439 "base_symbol": "HAL",2440 "delisted": false,2441 "group": "mining",2442 "adv_tercile": "high",2443 "vol_tercile": "mid",2444 "stratum": "stock|high|mid",2445 "role": "pooled"2446 },2447 {2448 "instrument_id": "firstrate:stock:HD",2449 "symbol": "HD",2450 "name": "Home Depot",2451 "asset_class": "stock",2452 "status": "active",2453 "first_date": "2000-01-04",2454 "last_date": "2026-10-30",2455 "currency": "USD",2456 "adv_usd": 957530104.85,2457 "daily_vol": 0.008650992843654523,2458 "n_days": 20,2459 "last_close": 189.53,2460 "coverage": 0.9981495635895158,2461 "sessions_present": 2011.0,2462 "base_symbol": "HD",2463 "delisted": false,2464 "group": "retail",2465 "adv_tercile": "high",2466 "vol_tercile": "low",2467 "stratum": "stock|high|low",2468 "role": "heldout_instrument"2469 },2470 {2471 "instrument_id": "firstrate:stock:HDB",2472 "symbol": "HDB",2473 "name": "Hdfc Bank",2474 "asset_class": "stock",2475 "status": "active",2476 "first_date": "2001-07-20",2477 "last_date": "2026-10-30",2478 "currency": "USD",2479 "adv_usd": 52815620.85,2480 "daily_vol": 0.008477087618857506,2481 "n_days": 20,2482 "last_close": 101.67,2483 "coverage": 0.9278577103394633,2484 "sessions_present": 2011.0,2485 "base_symbol": "HDB",2486 "delisted": false,2487 "group": "unknown",2488 "adv_tercile": "mid",2489 "vol_tercile": "low",2490 "stratum": "stock|mid|low",2491 "role": "heldout_instrument"2492 },2493 {2494 "instrument_id": "firstrate:stock:HLF",2495 "symbol": "HLF",2496 "name": "Herbalife Nutrition Ltd.",2497 "asset_class": "stock",2498 "status": "active",2499 "first_date": "2004-12-17",2500 "last_date": "2026-10-30",2501 "currency": "USD",2502 "adv_usd": 62840228.45,2503 "daily_vol": 0.016436785514765743,2504 "n_days": 20,2505 "last_close": 67.72,2506 "coverage": 0.9075782159348296,2507 "sessions_present": 2011.0,2508 "base_symbol": "HLF",2509 "delisted": false,2510 "group": "wholesale",2511 "adv_tercile": "mid",2512 "vol_tercile": "high",2513 "stratum": "stock|mid|high",2514 "role": "heldout_instrument"2515 },2516 {2517 "instrument_id": "firstrate:stock:HMC",2518 "symbol": "HMC",2519 "name": "Honda Motor Company",2520 "asset_class": "stock",2521 "status": "active",2522 "first_date": "2000-01-03",2523 "last_date": "2026-10-30",2524 "currency": "USD",2525 "adv_usd": 15168641.5,2526 "daily_vol": 0.004604868553570768,2527 "n_days": 20,2528 "last_close": 34.08,2529 "coverage": 0.8795784468317793,2530 "sessions_present": 2011.0,2531 "base_symbol": "HMC",2532 "delisted": false,2533 "group": "manufacturing",2534 "adv_tercile": "low",2535 "vol_tercile": "low",2536 "stratum": "stock|low|low",2537 "role": "pooled"2538 },2539 {2540 "instrument_id": "firstrate:stock:HOMB",2541 "symbol": "HOMB",2542 "name": "Home Bancshares",2543 "asset_class": "stock",2544 "status": "active",2545 "first_date": "2006-06-26",2546 "last_date": "2026-10-30",2547 "currency": "USD",2548 "adv_usd": 35287280.4,2549 "daily_vol": 0.016964189849141578,2550 "n_days": 20,2551 "last_close": 23.25,2552 "coverage": 0.8635549531575678,2553 "sessions_present": 2011.0,2554 "base_symbol": "HOMB",2555 "delisted": false,2556 "group": "finance_insurance_realestate",2557 "adv_tercile": "low",2558 "vol_tercile": "high",2559 "stratum": "stock|low|high",2560 "role": "pooled"2561 },2562 {2563 "instrument_id": "firstrate:stock:HOPE",2564 "symbol": "HOPE",2565 "name": "Hope Bancorp",2566 "asset_class": "stock",2567 "status": "active",2568 "first_date": "2007-05-02",2569 "last_date": "2026-10-30",2570 "currency": "USD",2571 "adv_usd": 8145435.45,2572 "daily_vol": 0.013764644274029346,2573 "n_days": 20,2574 "last_close": 18.25,2575 "coverage": 0.8183695026380977,2576 "sessions_present": 2011.0,2577 "base_symbol": "HOPE",2578 "delisted": false,2579 "group": "finance_insurance_realestate",2580 "adv_tercile": "low",2581 "vol_tercile": "mid",2582 "stratum": "stock|low|mid",2583 "role": "pooled"2584 },2585 {2586 "instrument_id": "firstrate:stock:HSBC",2587 "symbol": "HSBC",2588 "name": "Hsbc Holdings Plc.",2589 "asset_class": "stock",2590 "status": "active",2591 "first_date": "2000-01-03",2592 "last_date": "2026-10-30",2593 "currency": "USD",2594 "adv_usd": 91937010.3,2595 "daily_vol": 0.009149533196647052,2596 "n_days": 20,2597 "last_close": 51.64,2598 "coverage": 0.9636479008126303,2599 "sessions_present": 2011.0,2600 "base_symbol": "HSBC",2601 "delisted": false,2602 "group": "unknown",2603 "adv_tercile": "mid",2604 "vol_tercile": "low",2605 "stratum": "stock|mid|low",2606 "role": "pooled"2607 },2608 {2609 "instrument_id": "firstrate:stock:HSIC",2610 "symbol": "HSIC",2611 "name": "Henry Schein",2612 "asset_class": "stock",2613 "status": "active",2614 "first_date": "2000-01-04",2615 "last_date": "2026-10-30",2616 "currency": "USD",2617 "adv_usd": 119179499.55,2618 "daily_vol": 0.014699789330091027,2619 "n_days": 20,2620 "last_close": 69.88,2621 "coverage": 0.9090526401467123,2622 "sessions_present": 2011.0,2623 "base_symbol": "HSIC",2624 "delisted": false,2625 "group": "wholesale",2626 "adv_tercile": "mid",2627 "vol_tercile": "mid",2628 "stratum": "stock|mid|mid",2629 "role": "pooled"2630 },2631 {2632 "instrument_id": "firstrate:stock:HTGC",2633 "symbol": "HTGC",2634 "name": "Hercules Capital",2635 "asset_class": "stock",2636 "status": "active",2637 "first_date": "2005-06-10",2638 "last_date": "2026-10-30",2639 "currency": "USD",2640 "adv_usd": 5401955.2,2641 "daily_vol": 0.009726318055195436,2642 "n_days": 20,2643 "last_close": 13.12,2644 "coverage": 0.8213604945167972,2645 "sessions_present": 2011.0,2646 "base_symbol": "HTGC",2647 "delisted": false,2648 "group": "unknown",2649 "adv_tercile": "low",2650 "vol_tercile": "low",2651 "stratum": "stock|low|low",2652 "role": "heldout_instrument"2653 },2654 {2655 "instrument_id": "firstrate:stock:HXL",2656 "symbol": "HXL",2657 "name": "Hexcel Corporation",2658 "asset_class": "stock",2659 "status": "active",2660 "first_date": "2000-01-04",2661 "last_date": "2026-10-30",2662 "currency": "USD",2663 "adv_usd": 30510264.8,2664 "daily_vol": 0.011243655886497407,2665 "n_days": 20,2666 "last_close": 61.85,2667 "coverage": 0.8214967314321119,2668 "sessions_present": 2011.0,2669 "base_symbol": "HXL",2670 "delisted": false,2671 "group": "manufacturing",2672 "adv_tercile": "low",2673 "vol_tercile": "mid",2674 "stratum": "stock|low|mid",2675 "role": "pooled"2676 },2677 {2678 "instrument_id": "firstrate:etf:IAU",2679 "symbol": "IAU",2680 "name": "iShares Gold Trust",2681 "asset_class": "etf",2682 "status": "active",2683 "first_date": "2005-01-28",2684 "last_date": "2026-10-30",2685 "currency": "USD",2686 "adv_usd": 105802944.4,2687 "daily_vol": 0.005297520985348083,2688 "n_days": 20,2689 "last_close": 12.51,2690 "coverage": 0.9846477336673001,2691 "sessions_present": 2011.0,2692 "base_symbol": "IAU",2693 "delisted": false,2694 "group": "commodity",2695 "adv_tercile": "mid",2696 "vol_tercile": "mid",2697 "stratum": "etf|mid|mid",2698 "role": "heldout_instrument"2699 },2700 {2701 "instrument_id": "firstrate:etf:IEF",2702 "symbol": "IEF",2703 "name": "iShares Lehman 7-10 Year Treasu",2704 "asset_class": "etf",2705 "status": "active",2706 "first_date": "2002-07-30",2707 "last_date": "2026-10-30",2708 "currency": "USD",2709 "adv_usd": 221960374.9,2710 "daily_vol": 0.002159196874787475,2711 "n_days": 20,2712 "last_close": 105.57,2713 "coverage": 0.986516083457084,2714 "sessions_present": 2011.0,2715 "base_symbol": "IEF",2716 "delisted": false,2717 "group": "other",2718 "adv_tercile": "high",2719 "vol_tercile": "low",2720 "stratum": "etf|high|low",2721 "role": "pooled"2722 },2723 {2724 "instrument_id": "firstrate:etf:IGSB",2725 "symbol": "IGSB",2726 "name": "iShares Short-Term Corporate Bond ETF",2727 "asset_class": "etf",2728 "status": "active",2729 "first_date": "2007-05-16",2730 "last_date": "2026-10-30",2731 "currency": "USD",2732 "adv_usd": 48562711.7,2733 "daily_vol": 0.0005399342028071364,2734 "n_days": 20,2735 "last_close": 104.54,2736 "coverage": 0.8976901390541739,2737 "sessions_present": 2011.0,2738 "base_symbol": "IGSB",2739 "delisted": false,2740 "group": "fixed_income",2741 "adv_tercile": "mid",2742 "vol_tercile": "low",2743 "stratum": "etf|mid|low",2744 "role": "pooled"2745 },2746 {2747 "instrument_id": "firstrate:etf:ILF",2748 "symbol": "ILF",2749 "name": "iShares Latin America 40 Index",2750 "asset_class": "etf",2751 "status": "active",2752 "first_date": "2002-02-05",2753 "last_date": "2026-10-30",2754 "currency": "USD",2755 "adv_usd": 31084379.5,2756 "daily_vol": 0.01007171528421762,2757 "n_days": 20,2758 "last_close": 34.17,2759 "coverage": 0.9077999211268847,2760 "sessions_present": 2011.0,2761 "base_symbol": "ILF",2762 "delisted": false,2763 "group": "international",2764 "adv_tercile": "low",2765 "vol_tercile": "high",2766 "stratum": "etf|low|high",2767 "role": "pooled"2768 },2769 {2770 "instrument_id": "firstrate:etf:INDA",2771 "symbol": "INDA",2772 "name": "iShares MSCI India",2773 "asset_class": "etf",2774 "status": "active",2775 "first_date": "2012-02-03",2776 "last_date": "2026-10-30",2777 "currency": "USD",2778 "adv_usd": 100581463.0,2779 "daily_vol": 0.00761936179910168,2780 "n_days": 20,2781 "last_close": 36.07,2782 "coverage": 0.9761988268412171,2783 "sessions_present": 2011.0,2784 "base_symbol": "INDA",2785 "delisted": false,2786 "group": "international",2787 "adv_tercile": "mid",2788 "vol_tercile": "mid",2789 "stratum": "etf|mid|mid",2790 "role": "pooled"2791 },2792 {2793 "instrument_id": "firstrate:stock:ING",2794 "symbol": "ING",2795 "name": "Ing Groep N.V.",2796 "asset_class": "stock",2797 "status": "active",2798 "first_date": "2000-01-04",2799 "last_date": "2026-10-30",2800 "currency": "USD",2801 "adv_usd": 54960588.25,2802 "daily_vol": 0.009463525183139618,2803 "n_days": 20,2804 "last_close": 18.46,2805 "coverage": 0.9539817581645454,2806 "sessions_present": 2011.0,2807 "base_symbol": "ING",2808 "delisted": false,2809 "group": "unknown",2810 "adv_tercile": "mid",2811 "vol_tercile": "low",2812 "stratum": "stock|mid|low",2813 "role": "heldout_instrument"2814 },2815 {2816 "instrument_id": "firstrate:stock:IRBT",2817 "symbol": "IRBT",2818 "name": "Irobot Corporation",2819 "asset_class": "stock",2820 "status": "active",2821 "first_date": "2005-11-10",2822 "last_date": "2025-12-19",2823 "currency": "USD",2824 "adv_usd": 74766688.2,2825 "daily_vol": 0.02266745153274666,2826 "n_days": 20,2827 "last_close": 76.7,2828 "coverage": 0.8154363314349109,2829 "sessions_present": 2004.0,2830 "base_symbol": "IRBT",2831 "delisted": false,2832 "group": "unknown",2833 "adv_tercile": "mid",2834 "vol_tercile": "high",2835 "stratum": "stock|mid|high",2836 "role": "pooled"2837 },2838 {2839 "instrument_id": "firstrate:stock:IRDM",2840 "symbol": "IRDM",2841 "name": "Iridium Communications",2842 "asset_class": "stock",2843 "status": "active",2844 "first_date": "2009-09-25",2845 "last_date": "2026-10-30",2846 "currency": "USD",2847 "adv_usd": 8819672.9,2848 "daily_vol": 0.01681814424854599,2849 "n_days": 20,2850 "last_close": 11.8,2851 "coverage": 0.8553729327790015,2852 "sessions_present": 2011.0,2853 "base_symbol": "IRDM",2854 "delisted": false,2855 "group": "transport_utilities",2856 "adv_tercile": "low",2857 "vol_tercile": "high",2858 "stratum": "stock|low|high",2859 "role": "pooled"2860 },2861 {2862 "instrument_id": "firstrate:etf:ITB",2863 "symbol": "ITB",2864 "name": "iShares Dow Jones U.S. Home",2865 "asset_class": "etf",2866 "status": "active",2867 "first_date": "2006-05-05",2868 "last_date": "2026-10-30",2869 "currency": "USD",2870 "adv_usd": 65618342.3,2871 "daily_vol": 0.00904544189573718,2872 "n_days": 20,2873 "last_close": 43.72,2874 "coverage": 0.9887120335132564,2875 "sessions_present": 2011.0,2876 "base_symbol": "ITB",2877 "delisted": false,2878 "group": "broad_equity",2879 "adv_tercile": "mid",2880 "vol_tercile": "high",2881 "stratum": "etf|mid|high",2882 "role": "heldout_instrument"2883 },2884 {2885 "instrument_id": "firstrate:stock:ITUB",2886 "symbol": "ITUB",2887 "name": "Itau Unibanco Holding S.A.",2888 "asset_class": "stock",2889 "status": "active",2890 "first_date": "2009-05-21",2891 "last_date": "2026-10-30",2892 "currency": "USD",2893 "adv_usd": 116754784.831,2894 "daily_vol": 0.018086814067799155,2895 "n_days": 20,2896 "last_close": 13.0,2897 "coverage": 0.9942043587844702,2898 "sessions_present": 2011.0,2899 "base_symbol": "ITUB",2900 "delisted": false,2901 "group": "unknown",2902 "adv_tercile": "mid",2903 "vol_tercile": "high",2904 "stratum": "stock|mid|high",2905 "role": "pooled"2906 },2907 {2908 "instrument_id": "firstrate:etf:IVE",2909 "symbol": "IVE",2910 "name": "iShares S&P 500 Value Index Fun",2911 "asset_class": "etf",2912 "status": "active",2913 "first_date": "2004-01-02",2914 "last_date": "2026-10-30",2915 "currency": "USD",2916 "adv_usd": 191715312.35,2917 "daily_vol": 0.004613966428128099,2918 "n_days": 20,2919 "last_close": 114.24,2920 "coverage": 0.8709268873681388,2921 "sessions_present": 2011.0,2922 "base_symbol": "IVE",2923 "delisted": false,2924 "group": "broad_equity",2925 "adv_tercile": "high",2926 "vol_tercile": "mid",2927 "stratum": "etf|high|mid",2928 "role": "pooled"2929 },2930 {2931 "instrument_id": "firstrate:stock:IVZ",2932 "symbol": "IVZ",2933 "name": "Invesco Ltd.",2934 "asset_class": "stock",2935 "status": "active",2936 "first_date": "2007-05-25",2937 "last_date": "2026-10-30",2938 "currency": "USD",2939 "adv_usd": 83814772.45,2940 "daily_vol": 0.008628479553184906,2941 "n_days": 20,2942 "last_close": 36.54,2943 "coverage": 0.9933178876044061,2944 "sessions_present": 2011.0,2945 "base_symbol": "IVZ",2946 "delisted": false,2947 "group": "finance_insurance_realestate",2948 "adv_tercile": "mid",2949 "vol_tercile": "low",2950 "stratum": "stock|mid|low",2951 "role": "pooled"2952 },2953 {2954 "instrument_id": "firstrate:etf:IWF",2955 "symbol": "IWF",2956 "name": "iShares Russell 1000 Growth Index",2957 "asset_class": "etf",2958 "status": "active",2959 "first_date": "2000-05-26",2960 "last_date": "2026-10-30",2961 "currency": "USD",2962 "adv_usd": 246503908.7,2963 "daily_vol": 0.003990674172000899,2964 "n_days": 20,2965 "last_close": 134.68,2966 "coverage": 0.9568500325457532,2967 "sessions_present": 2011.0,2968 "base_symbol": "IWF",2969 "delisted": false,2970 "group": "broad_equity",2971 "adv_tercile": "high",2972 "vol_tercile": "low",2973 "stratum": "etf|high|low",2974 "role": "pooled"2975 },2976 {2977 "instrument_id": "firstrate:etf:IXUS",2978 "symbol": "IXUS",2979 "name": "iShares Core MSCI Total International Stock ETF",2980 "asset_class": "etf",2981 "status": "active",2982 "first_date": "2012-10-22",2983 "last_date": "2026-10-30",2984 "currency": "USD",2985 "adv_usd": 30471067.8305,2986 "daily_vol": 0.005611563335593266,2987 "n_days": 20,2988 "last_close": 63.08,2989 "coverage": 0.9012231432590987,2990 "sessions_present": 2011.0,2991 "base_symbol": "IXUS",2992 "delisted": false,2993 "group": "international",2994 "adv_tercile": "low",2995 "vol_tercile": "mid",2996 "stratum": "etf|low|mid",2997 "role": "pooled"2998 },2999 {3000 "instrument_id": "firstrate:etf:IYE",3001 "symbol": "IYE",3002 "name": "iShares Dow Jones U.S. Energy",3003 "asset_class": "etf",3004 "status": "active",3005 "first_date": "2004-01-02",3006 "last_date": "2026-10-30",3007 "currency": "USD",3008 "adv_usd": 15265636.7,3009 "daily_vol": 0.008367943390773985,3010 "n_days": 20,3011 "last_close": 39.65,3012 "coverage": 0.8817490216097376,3013 "sessions_present": 2011.0,3014 "base_symbol": "IYE",3015 "delisted": false,3016 "group": "sector",3017 "adv_tercile": "low",3018 "vol_tercile": "mid",3019 "stratum": "etf|low|mid",3020 "role": "pooled"3021 },3022 {3023 "instrument_id": "firstrate:stock:J",3024 "symbol": "J",3025 "name": "Jacobs Engineering",3026 "asset_class": "stock",3027 "status": "active",3028 "first_date": "2007-05-03",3029 "last_date": "2026-10-30",3030 "currency": "USD",3031 "adv_usd": 59276638.45,3032 "daily_vol": 0.010545404287834776,3033 "n_days": 20,3034 "last_close": 65.96,3035 "coverage": 0.8348617638924872,3036 "sessions_present": 2011.0,3037 "base_symbol": "J",3038 "delisted": false,3039 "group": "construction",3040 "adv_tercile": "mid",3041 "vol_tercile": "mid",3042 "stratum": "stock|mid|mid",3043 "role": "pooled"3044 },3045 {3046 "instrument_id": "firstrate:stock:JPM",3047 "symbol": "JPM",3048 "name": "JP Morgan Chase & Co.",3049 "asset_class": "stock",3050 "status": "active",3051 "first_date": "2000-06-12",3052 "last_date": "2026-10-30",3053 "currency": "USD",3054 "adv_usd": 1510040802.35,3055 "daily_vol": 0.009928172987718122,3056 "n_days": 20,3057 "last_close": 106.94,3058 "coverage": 0.9997876131405149,3059 "sessions_present": 2011.0,3060 "base_symbol": "JPM",3061 "delisted": false,3062 "group": "finance_insurance_realestate",3063 "adv_tercile": "high",3064 "vol_tercile": "mid",3065 "stratum": "stock|high|mid",3066 "role": "pooled"3067 },3068 {3069 "instrument_id": "firstrate:etf:KBE",3070 "symbol": "KBE",3071 "name": "SPDR S&P Bank ETF",3072 "asset_class": "etf",3073 "status": "active",3074 "first_date": "2005-11-15",3075 "last_date": "2026-10-30",3076 "currency": "USD",3077 "adv_usd": 121643588.75,3078 "daily_vol": 0.009635608948643633,3079 "n_days": 20,3080 "last_close": 47.34,3081 "coverage": 0.9895986071588142,3082 "sessions_present": 2011.0,3083 "base_symbol": "KBE",3084 "delisted": false,3085 "group": "sector",3086 "adv_tercile": "mid",3087 "vol_tercile": "high",3088 "stratum": "etf|mid|high",3089 "role": "pooled"3090 },3091 {3092 "instrument_id": "firstrate:stock:KBH",3093 "symbol": "KBH",3094 "name": "Kb Home",3095 "asset_class": "stock",3096 "status": "active",3097 "first_date": "2000-01-04",3098 "last_date": "2026-10-30",3099 "currency": "USD",3100 "adv_usd": 56880409.85,3101 "daily_vol": 0.013483417024560173,3102 "n_days": 20,3103 "last_close": 31.95,3104 "coverage": 0.9539796726903739,3105 "sessions_present": 2011.0,3106 "base_symbol": "KBH",3107 "delisted": false,3108 "group": "construction",3109 "adv_tercile": "mid",3110 "vol_tercile": "mid",3111 "stratum": "stock|mid|mid",3112 "role": "heldout_instrument"3113 },3114 {3115 "instrument_id": "firstrate:stock:KBR",3116 "symbol": "KBR",3117 "name": "Kbr",3118 "asset_class": "stock",3119 "status": "active",3120 "first_date": "2006-11-17",3121 "last_date": "2026-10-30",3122 "currency": "USD",3123 "adv_usd": 31305516.75,3124 "daily_vol": 0.018158954966097388,3125 "n_days": 20,3126 "last_close": 19.83,3127 "coverage": 0.9198240780783206,3128 "sessions_present": 2011.0,3129 "base_symbol": "KBR",3130 "delisted": false,3131 "group": "construction",3132 "adv_tercile": "low",3133 "vol_tercile": "high",3134 "stratum": "stock|low|high",3135 "role": "pooled"3136 },3137 {3138 "instrument_id": "firstrate:etf:KBWB",3139 "symbol": "KBWB",3140 "name": "Invesco Kbw Bank ETF",3141 "asset_class": "etf",3142 "status": "active",3143 "first_date": "2011-11-01",3144 "last_date": "2026-10-30",3145 "currency": "USD",3146 "adv_usd": 20218416.55,3147 "daily_vol": 0.0093251465521328,3148 "n_days": 20,3149 "last_close": 55.02,3150 "coverage": 0.8397745141928602,3151 "sessions_present": 2011.0,3152 "base_symbol": "KBWB",3153 "delisted": false,3154 "group": "sector",3155 "adv_tercile": "low",3156 "vol_tercile": "high",3157 "stratum": "etf|low|high",3158 "role": "pooled"3159 },3160 {3161 "instrument_id": "firstrate:stock:KIM",3162 "symbol": "KIM",3163 "name": "Kimco Realty",3164 "asset_class": "stock",3165 "status": "active",3166 "first_date": "2000-01-04",3167 "last_date": "2026-10-30",3168 "currency": "USD",3169 "adv_usd": 68578051.1,3170 "daily_vol": 0.016647175809351072,3171 "n_days": 20,3172 "last_close": 18.15,3173 "coverage": 0.9917762339737111,3174 "sessions_present": 2011.0,3175 "base_symbol": "KIM",3176 "delisted": false,3177 "group": "finance_insurance_realestate",3178 "adv_tercile": "mid",3179 "vol_tercile": "high",3180 "stratum": "stock|mid|high",3181 "role": "pooled"3182 },3183 {3184 "instrument_id": "firstrate:stock:KLAC",3185 "symbol": "KLAC",3186 "name": "Kla-Tencor",3187 "asset_class": "stock",3188 "status": "active",3189 "first_date": "2000-01-04",3190 "last_date": "2026-10-30",3191 "currency": "USD",3192 "adv_usd": 139393957.45,3193 "daily_vol": 0.01929922425608076,3194 "n_days": 20,3195 "last_close": 105.07,3196 "coverage": 0.914362486427918,3197 "sessions_present": 2011.0,3198 "base_symbol": "KLAC",3199 "delisted": false,3200 "group": "manufacturing",3201 "adv_tercile": "high",3202 "vol_tercile": "high",3203 "stratum": "stock|high|high",3204 "role": "pooled"3205 },3206 {3207 "instrument_id": "firstrate:stock:KMI",3208 "symbol": "KMI",3209 "name": "Kinder Morgan",3210 "asset_class": "stock",3211 "status": "active",3212 "first_date": "2011-02-14",3213 "last_date": "2026-10-30",3214 "currency": "USD",3215 "adv_usd": 252483226.6,3216 "daily_vol": 0.010170159672637895,3217 "n_days": 20,3218 "last_close": 18.07,3219 "coverage": 0.999456950964071,3220 "sessions_present": 2011.0,3221 "base_symbol": "KMI",3222 "delisted": false,3223 "group": "transport_utilities",3224 "adv_tercile": "high",3225 "vol_tercile": "mid",3226 "stratum": "stock|high|mid",3227 "role": "pooled"3228 },3229 {3230 "instrument_id": "firstrate:stock:KRG",3231 "symbol": "KRG",3232 "name": "Kite Realty Trust",3233 "asset_class": "stock",3234 "status": "active",3235 "first_date": "2004-08-13",3236 "last_date": "2026-10-30",3237 "currency": "USD",3238 "adv_usd": 14201360.45,3239 "daily_vol": 0.01585009350036242,3240 "n_days": 20,3241 "last_close": 19.6,3242 "coverage": 0.8721023293233624,3243 "sessions_present": 2011.0,3244 "base_symbol": "KRG",3245 "delisted": false,3246 "group": "finance_insurance_realestate",3247 "adv_tercile": "low",3248 "vol_tercile": "high",3249 "stratum": "stock|low|high",3250 "role": "heldout_instrument"3251 },3252 {3253 "instrument_id": "firstrate:stock:KSS",3254 "symbol": "KSS",3255 "name": "Kohl's",3256 "asset_class": "stock",3257 "status": "active",3258 "first_date": "2000-01-04",3259 "last_date": "2026-10-30",3260 "currency": "USD",3261 "adv_usd": 201786700.25,3262 "daily_vol": 0.024202265282968545,3263 "n_days": 20,3264 "last_close": 54.23,3265 "coverage": 0.9973178210379995,3266 "sessions_present": 2011.0,3267 "base_symbol": "KSS",3268 "delisted": false,3269 "group": "retail",3270 "adv_tercile": "high",3271 "vol_tercile": "high",3272 "stratum": "stock|high|high",3273 "role": "pooled"3274 },3275 {3276 "instrument_id": "firstrate:stock:LBTYA",3277 "symbol": "LBTYA",3278 "name": "Liberty Global Plc",3279 "asset_class": "stock",3280 "status": "active",3281 "first_date": "2004-06-09",3282 "last_date": "2026-10-30",3283 "currency": "USD",3284 "adv_usd": 56819333.684,3285 "daily_vol": 0.017156801300924375,3286 "n_days": 20,3287 "last_close": 35.84,3288 "coverage": 0.9361772514657102,3289 "sessions_present": 2011.0,3290 "base_symbol": "LBTYA",3291 "delisted": false,3292 "group": "transport_utilities",3293 "adv_tercile": "mid",3294 "vol_tercile": "high",3295 "stratum": "stock|mid|high",3296 "role": "pooled"3297 },3298 {3299 "instrument_id": "firstrate:stock:LDOS",3300 "symbol": "LDOS",3301 "name": "Leidos Holdings",3302 "asset_class": "stock",3303 "status": "active",3304 "first_date": "2007-04-30",3305 "last_date": "2026-10-30",3306 "currency": "USD",3307 "adv_usd": 52705523.05,3308 "daily_vol": 0.007758104153298723,3309 "n_days": 20,3310 "last_close": 64.57,3311 "coverage": 0.8658352443700469,3312 "sessions_present": 2011.0,3313 "base_symbol": "LDOS",3314 "delisted": false,3315 "group": "services",3316 "adv_tercile": "mid",3317 "vol_tercile": "low",3318 "stratum": "stock|mid|low",3319 "role": "pooled"3320 },3321 {3322 "instrument_id": "firstrate:stock:LEN",3323 "symbol": "LEN",3324 "name": "Lennar",3325 "asset_class": "stock",3326 "status": "active",3327 "first_date": "2000-01-04",3328 "last_date": "2026-10-30",3329 "currency": "USD",3330 "adv_usd": 188654200.35,3331 "daily_vol": 0.010099153800651928,3332 "n_days": 20,3333 "last_close": 63.24,3334 "coverage": 0.9912195690818473,3335 "sessions_present": 2011.0,3336 "base_symbol": "LEN",3337 "delisted": false,3338 "group": "construction",3339 "adv_tercile": "high",3340 "vol_tercile": "mid",3341 "stratum": "stock|high|mid",3342 "role": "pooled"3343 },3344 {3345 "instrument_id": "firstrate:stock:LKQ",3346 "symbol": "LKQ",3347 "name": "Lkq Corporation",3348 "asset_class": "stock",3349 "status": "active",3350 "first_date": "2003-10-07",3351 "last_date": "2026-10-30",3352 "currency": "USD",3353 "adv_usd": 66314682.55,3354 "daily_vol": 0.009560128261553768,3355 "n_days": 20,3356 "last_close": 40.67,3357 "coverage": 0.9717445252430404,3358 "sessions_present": 2011.0,3359 "base_symbol": "LKQ",3360 "delisted": false,3361 "group": "wholesale",3362 "adv_tercile": "mid",3363 "vol_tercile": "low",3364 "stratum": "stock|mid|low",3365 "role": "heldout_instrument"3366 },3367 {3368 "instrument_id": "firstrate:stock:LNT",3369 "symbol": "LNT",3370 "name": "Alliant Energy Corp",3371 "asset_class": "stock",3372 "status": "active",3373 "first_date": "2000-01-04",3374 "last_date": "2026-10-30",3375 "currency": "USD",3376 "adv_usd": 55152320.45,3377 "daily_vol": 0.009795003729246311,3378 "n_days": 20,3379 "last_close": 42.61,3380 "coverage": 0.9718178784819634,3381 "sessions_present": 2011.0,3382 "base_symbol": "LNT",3383 "delisted": false,3384 "group": "transport_utilities",3385 "adv_tercile": "mid",3386 "vol_tercile": "low",3387 "stratum": "stock|mid|low",3388 "role": "pooled"3389 },3390 {3391 "instrument_id": "firstrate:stock:LOW",3392 "symbol": "LOW",3393 "name": "Lowe's Cos.",3394 "asset_class": "stock",3395 "status": "active",3396 "first_date": "2000-01-04",3397 "last_date": "2026-10-30",3398 "currency": "USD",3399 "adv_usd": 569371965.35,3400 "daily_vol": 0.017885445388279943,3401 "n_days": 20,3402 "last_close": 92.94,3403 "coverage": 0.9937721050844396,3404 "sessions_present": 2011.0,3405 "base_symbol": "LOW",3406 "delisted": false,3407 "group": "retail",3408 "adv_tercile": "high",3409 "vol_tercile": "high",3410 "stratum": "stock|high|high",3411 "role": "pooled"3412 },3413 {3414 "instrument_id": "firstrate:etf:LQD",3415 "symbol": "LQD",3416 "name": "iShares Iboxx $ Invest Grade Bond",3417 "asset_class": "etf",3418 "status": "active",3419 "first_date": "2002-07-30",3420 "last_date": "2026-10-30",3421 "currency": "USD",3422 "adv_usd": 727302729.3,3423 "daily_vol": 0.0024535579484442614,3424 "n_days": 20,3425 "last_close": 121.56,3426 "coverage": 0.9964879469749024,3427 "sessions_present": 2011.0,3428 "base_symbol": "LQD",3429 "delisted": false,3430 "group": "fixed_income",3431 "adv_tercile": "high",3432 "vol_tercile": "low",3433 "stratum": "etf|high|low",3434 "role": "pooled"3435 },3436 {3437 "instrument_id": "firstrate:stock:LRCX",3438 "symbol": "LRCX",3439 "name": "Lam Research",3440 "asset_class": "stock",3441 "status": "active",3442 "first_date": "2000-01-04",3443 "last_date": "2026-10-30",3444 "currency": "USD",3445 "adv_usd": 568805964.05,3446 "daily_vol": 0.016779131734083633,3447 "n_days": 20,3448 "last_close": 184.07,3449 "coverage": 0.9613537586763184,3450 "sessions_present": 2011.0,3451 "base_symbol": "LRCX",3452 "delisted": false,3453 "group": "manufacturing",3454 "adv_tercile": "high",3455 "vol_tercile": "high",3456 "stratum": "stock|high|high",3457 "role": "pooled"3458 },3459 {3460 "instrument_id": "firstrate:stock:LYG",3461 "symbol": "LYG",3462 "name": "Lloyds Banking Plc",3463 "asset_class": "stock",3464 "status": "active",3465 "first_date": "2001-11-29",3466 "last_date": "2026-10-30",3467 "currency": "USD",3468 "adv_usd": 13972316.95,3469 "daily_vol": 0.009788160683071697,3470 "n_days": 20,3471 "last_close": 3.75,3472 "coverage": 0.9383576749858541,3473 "sessions_present": 2011.0,3474 "base_symbol": "LYG",3475 "delisted": false,3476 "group": "unknown",3477 "adv_tercile": "low",3478 "vol_tercile": "low",3479 "stratum": "stock|low|low",3480 "role": "pooled"3481 },3482 {3483 "instrument_id": "firstrate:stock:M",3484 "symbol": "M",3485 "name": "Macy's",3486 "asset_class": "stock",3487 "status": "active",3488 "first_date": "2000-01-04",3489 "last_date": "2026-10-30",3490 "currency": "USD",3491 "adv_usd": 305472123.2,3492 "daily_vol": 0.028541337398695646,3493 "n_days": 20,3494 "last_close": 25.19,3495 "coverage": 0.9987625603935388,3496 "sessions_present": 2011.0,3497 "base_symbol": "M",3498 "delisted": false,3499 "group": "retail",3500 "adv_tercile": "high",3501 "vol_tercile": "high",3502 "stratum": "stock|high|high",3503 "role": "pooled"3504 },3505 {3506 "instrument_id": "firstrate:stock:MAA",3507 "symbol": "MAA",3508 "name": "Mid-America Apartments",3509 "asset_class": "stock",3510 "status": "active",3511 "first_date": "2000-01-04",3512 "last_date": "2026-10-30",3513 "currency": "USD",3514 "adv_usd": 61984329.55,3515 "daily_vol": 0.01029828252007564,3516 "n_days": 20,3517 "last_close": 100.56,3518 "coverage": 0.805175195772833,3519 "sessions_present": 2011.0,3520 "base_symbol": "MAA",3521 "delisted": false,3522 "group": "finance_insurance_realestate",3523 "adv_tercile": "mid",3524 "vol_tercile": "mid",3525 "stratum": "stock|mid|mid",3526 "role": "pooled"3527 },3528 {3529 "instrument_id": "firstrate:stock:MAC",3530 "symbol": "MAC",3531 "name": "Macerich",3532 "asset_class": "stock",3533 "status": "active",3534 "first_date": "2000-01-04",3535 "last_date": "2026-10-30",3536 "currency": "USD",3537 "adv_usd": 106793563.35,3538 "daily_vol": 0.017388129186385538,3539 "n_days": 20,3540 "last_close": 65.68,3541 "coverage": 0.9533084453488625,3542 "sessions_present": 2011.0,3543 "base_symbol": "MAC",3544 "delisted": false,3545 "group": "finance_insurance_realestate",3546 "adv_tercile": "mid",3547 "vol_tercile": "high",3548 "stratum": "stock|mid|high",3549 "role": "pooled"3550 },3551 {3552 "instrument_id": "firstrate:stock:MCK",3553 "symbol": "MCK",3554 "name": "Mckesson",3555 "asset_class": "stock",3556 "status": "active",3557 "first_date": "2000-01-04",3558 "last_date": "2026-10-30",3559 "currency": "USD",3560 "adv_usd": 257317810.1,3561 "daily_vol": 0.015363010534832452,3562 "n_days": 20,3563 "last_close": 155.95,3564 "coverage": 0.8884905338549277,3565 "sessions_present": 2011.0,3566 "base_symbol": "MCK",3567 "delisted": false,3568 "group": "wholesale",3569 "adv_tercile": "high",3570 "vol_tercile": "mid",3571 "stratum": "stock|high|mid",3572 "role": "heldout_instrument"3573 },3574 {3575 "instrument_id": "firstrate:etf:MINT",3576 "symbol": "MINT",3577 "name": "Pimco Enh Shrt Maturity",3578 "asset_class": "etf",3579 "status": "active",3580 "first_date": "2009-11-17",3581 "last_date": "2026-10-30",3582 "currency": "USD",3583 "adv_usd": 57471495.1,3584 "daily_vol": 0.00030648320103350226,3585 "n_days": 20,3586 "last_close": 101.56,3587 "coverage": 0.8470175046203349,3588 "sessions_present": 2011.0,3589 "base_symbol": "MINT",3590 "delisted": false,3591 "group": "other",3592 "adv_tercile": "mid",3593 "vol_tercile": "low",3594 "stratum": "etf|mid|low",3595 "role": "pooled"3596 },3597 {3598 "instrument_id": "firstrate:stock:MOMO",3599 "symbol": "MOMO",3600 "name": "Momo",3601 "asset_class": "stock",3602 "status": "active",3603 "first_date": "2014-12-12",3604 "last_date": "2026-10-30",3605 "currency": "USD",3606 "adv_usd": 103843109.15,3607 "daily_vol": 0.027891624335199993,3608 "n_days": 20,3609 "last_close": 24.48,3610 "coverage": 0.9309689786259451,3611 "sessions_present": 2011.0,3612 "base_symbol": "MOMO",3613 "delisted": false,3614 "group": "services",3615 "adv_tercile": "mid",3616 "vol_tercile": "high",3617 "stratum": "stock|mid|high",3618 "role": "pooled"3619 },3620 {3621 "instrument_id": "firstrate:stock:MPC",3622 "symbol": "MPC",3623 "name": "Marathon Petroleum",3624 "asset_class": "stock",3625 "status": "active",3626 "first_date": "2011-06-24",3627 "last_date": "2026-10-30",3628 "currency": "USD",3629 "adv_usd": 250845953.31450003,3630 "daily_vol": 0.010552222190978957,3631 "n_days": 20,3632 "last_close": 65.98,3633 "coverage": 0.9938444818874789,3634 "sessions_present": 2011.0,3635 "base_symbol": "MPC",3636 "delisted": false,3637 "group": "manufacturing",3638 "adv_tercile": "high",3639 "vol_tercile": "mid",3640 "stratum": "stock|high|mid",3641 "role": "pooled"3642 },3643 {3644 "instrument_id": "firstrate:stock:MRSH",3645 "symbol": "MRSH",3646 "name": "Marsh &Amp; Mclennan Companies Inc",3647 "asset_class": "stock",3648 "status": "active",3649 "first_date": "2000-01-04",3650 "last_date": "2026-10-30",3651 "currency": "USD",3652 "adv_usd": 159312468.75,3653 "daily_vol": 0.008077188780808039,3654 "n_days": 20,3655 "last_close": 81.39,3656 "coverage": 0.9714464410662991,3657 "sessions_present": 2011.0,3658 "base_symbol": "MRSH",3659 "delisted": false,3660 "group": "finance_insurance_realestate",3661 "adv_tercile": "high",3662 "vol_tercile": "low",3663 "stratum": "stock|high|low",3664 "role": "pooled"3665 },3666 {3667 "instrument_id": "firstrate:stock:MSFT",3668 "symbol": "MSFT",3669 "name": "Microsoft",3670 "asset_class": "stock",3671 "status": "active",3672 "first_date": "2000-01-04",3673 "last_date": "2026-10-30",3674 "currency": "USD",3675 "adv_usd": 1972885795.25,3676 "daily_vol": 0.013148456176813065,3677 "n_days": 20,3678 "last_close": 85.54,3679 "coverage": 0.9999287804543044,3680 "sessions_present": 2011.0,3681 "base_symbol": "MSFT",3682 "delisted": false,3683 "group": "services",3684 "adv_tercile": "high",3685 "vol_tercile": "mid",3686 "stratum": "stock|high|mid",3687 "role": "heldout_instrument"3688 },3689 {3690 "instrument_id": "firstrate:stock:MTZ",3691 "symbol": "MTZ",3692 "name": "Mastec",3693 "asset_class": "stock",3694 "status": "active",3695 "first_date": "2000-01-03",3696 "last_date": "2026-10-30",3697 "currency": "USD",3698 "adv_usd": 55379907.89000001,3699 "daily_vol": 0.020358889327664526,3700 "n_days": 20,3701 "last_close": 48.95,3702 "coverage": 0.8551670735742207,3703 "sessions_present": 2011.0,3704 "base_symbol": "MTZ",3705 "delisted": false,3706 "group": "construction",3707 "adv_tercile": "mid",3708 "vol_tercile": "high",3709 "stratum": "stock|mid|high",3710 "role": "heldout_instrument"3711 },3712 {3713 "instrument_id": "firstrate:stock:MUR",3714 "symbol": "MUR",3715 "name": "Murphy Oil Corporation",3716 "asset_class": "stock",3717 "status": "active",3718 "first_date": "2000-01-04",3719 "last_date": "2026-10-30",3720 "currency": "USD",3721 "adv_usd": 55913942.5,3722 "daily_vol": 0.017338959356624977,3723 "n_days": 20,3724 "last_close": 31.05,3725 "coverage": 0.9831032531944476,3726 "sessions_present": 2011.0,3727 "base_symbol": "MUR",3728 "delisted": false,3729 "group": "mining",3730 "adv_tercile": "mid",3731 "vol_tercile": "high",3732 "stratum": "stock|mid|high",3733 "role": "pooled"3734 },3735 {3736 "instrument_id": "firstrate:stock:MUX",3737 "symbol": "MUX",3738 "name": "Mcewen Mining",3739 "asset_class": "stock",3740 "status": "active",3741 "first_date": "2007-05-17",3742 "last_date": "2026-10-30",3743 "currency": "USD",3744 "adv_usd": 6101133.85,3745 "daily_vol": 0.030975439590577577,3746 "n_days": 20,3747 "last_close": 2.28,3748 "coverage": 0.8265860116964603,3749 "sessions_present": 2011.0,3750 "base_symbol": "MUX",3751 "delisted": false,3752 "group": "mining",3753 "adv_tercile": "low",3754 "vol_tercile": "high",3755 "stratum": "stock|low|high",3756 "role": "pooled"3757 },3758 {3759 "instrument_id": "firstrate:stock:NAVI",3760 "symbol": "NAVI",3761 "name": "Navient Corporation",3762 "asset_class": "stock",3763 "status": "active",3764 "first_date": "2014-04-21",3765 "last_date": "2026-10-30",3766 "currency": "USD",3767 "adv_usd": 54448832.7,3768 "daily_vol": 0.016479371434708387,3769 "n_days": 20,3770 "last_close": 13.32,3771 "coverage": 0.8999832565355459,3772 "sessions_present": 2011.0,3773 "base_symbol": "NAVI",3774 "delisted": false,3775 "group": "finance_insurance_realestate",3776 "adv_tercile": "mid",3777 "vol_tercile": "high",3778 "stratum": "stock|mid|high",3779 "role": "pooled"3780 },3781 {3782 "instrument_id": "firstrate:stock:NEM",3783 "symbol": "NEM",3784 "name": "Newmont Mining Corporation",3785 "asset_class": "stock",3786 "status": "active",3787 "first_date": "2000-01-04",3788 "last_date": "2026-10-30",3789 "currency": "USD",3790 "adv_usd": 176522674.55,3791 "daily_vol": 0.013317106103698616,3792 "n_days": 20,3793 "last_close": 37.52,3794 "coverage": 0.9990448950211178,3795 "sessions_present": 2011.0,3796 "base_symbol": "NEM",3797 "delisted": false,3798 "group": "mining",3799 "adv_tercile": "high",3800 "vol_tercile": "mid",3801 "stratum": "stock|high|mid",3802 "role": "pooled"3803 },3804 {3805 "instrument_id": "firstrate:stock:NI",3806 "symbol": "NI",3807 "name": "Nisource",3808 "asset_class": "stock",3809 "status": "active",3810 "first_date": "2000-01-04",3811 "last_date": "2026-10-30",3812 "currency": "USD",3813 "adv_usd": 80157044.2,3814 "daily_vol": 0.01354515172112014,3815 "n_days": 20,3816 "last_close": 25.67,3817 "coverage": 0.9915781742012365,3818 "sessions_present": 2011.0,3819 "base_symbol": "NI",3820 "delisted": false,3821 "group": "transport_utilities",3822 "adv_tercile": "mid",3823 "vol_tercile": "mid",3824 "stratum": "stock|mid|mid",3825 "role": "pooled"3826 },3827 {3828 "instrument_id": "firstrate:stock:NOW",3829 "symbol": "NOW",3830 "name": "Servicenow",3831 "asset_class": "stock",3832 "status": "active",3833 "first_date": "2012-07-02",3834 "last_date": "2026-10-30",3835 "currency": "USD",3836 "adv_usd": 211229915.2,3837 "daily_vol": 0.022761098190428874,3838 "n_days": 20,3839 "last_close": 130.39,3840 "coverage": 0.952528520200388,3841 "sessions_present": 2011.0,3842 "base_symbol": "NOW",3843 "delisted": false,3844 "group": "services",3845 "adv_tercile": "high",3846 "vol_tercile": "high",3847 "stratum": "stock|high|high",3848 "role": "pooled"3849 },3850 {3851 "instrument_id": "firstrate:stock:NRG",3852 "symbol": "NRG",3853 "name": "Nrg Energy",3854 "asset_class": "stock",3855 "status": "active",3856 "first_date": "2004-03-26",3857 "last_date": "2026-10-30",3858 "currency": "USD",3859 "adv_usd": 137577271.3,3860 "daily_vol": 0.016955047194766024,3861 "n_days": 20,3862 "last_close": 28.48,3863 "coverage": 0.9905853920574812,3864 "sessions_present": 2011.0,3865 "base_symbol": "NRG",3866 "delisted": false,3867 "group": "transport_utilities",3868 "adv_tercile": "high",3869 "vol_tercile": "high",3870 "stratum": "stock|high|high",3871 "role": "pooled"3872 },3873 {3874 "instrument_id": "firstrate:stock:NTNX",3875 "symbol": "NTNX",3876 "name": "Nutanix",3877 "asset_class": "stock",3878 "status": "active",3879 "first_date": "2016-10-03",3880 "last_date": "2026-10-30",3881 "currency": "USD",3882 "adv_usd": 163947143.3,3883 "daily_vol": 0.023200966867987564,3884 "n_days": 20,3885 "last_close": 35.28,3886 "coverage": 0.9805550749890402,3887 "sessions_present": 2011.0,3888 "base_symbol": "NTNX",3889 "delisted": false,3890 "group": "services",3891 "adv_tercile": "high",3892 "vol_tercile": "high",3893 "stratum": "stock|high|high",3894 "role": "pooled"3895 },3896 {3897 "instrument_id": "firstrate:stock:ODFL",3898 "symbol": "ODFL",3899 "name": "Old Dominion Freight Line",3900 "asset_class": "stock",3901 "status": "active",3902 "first_date": "2000-01-04",3903 "last_date": "2026-10-30",3904 "currency": "USD",3905 "adv_usd": 83920404.55,3906 "daily_vol": 0.008596222511348766,3907 "n_days": 20,3908 "last_close": 131.55,3909 "coverage": 0.8592898510803278,3910 "sessions_present": 2011.0,3911 "base_symbol": "ODFL",3912 "delisted": false,3913 "group": "transport_utilities",3914 "adv_tercile": "mid",3915 "vol_tercile": "low",3916 "stratum": "stock|mid|low",3917 "role": "pooled"3918 },3919 {3920 "instrument_id": "firstrate:etf:OIH",3921 "symbol": "OIH",3922 "name": "Market Vectors Oil Services ETF",3923 "asset_class": "etf",3924 "status": "active",3925 "first_date": "2001-02-26",3926 "last_date": "2026-10-30",3927 "currency": "USD",3928 "adv_usd": 181770455.7,3929 "daily_vol": 0.014093439464971736,3930 "n_days": 20,3931 "last_close": 26.05,3932 "coverage": 0.8764584930878374,3933 "sessions_present": 2011.0,3934 "base_symbol": "OIH",3935 "delisted": false,3936 "group": "commodity",3937 "adv_tercile": "high",3938 "vol_tercile": "high",3939 "stratum": "etf|high|high",3940 "role": "pooled"3941 },3942 {3943 "instrument_id": "firstrate:stock:OKE",3944 "symbol": "OKE",3945 "name": "Oneok",3946 "asset_class": "stock",3947 "status": "active",3948 "first_date": "2000-01-04",3949 "last_date": "2026-10-30",3950 "currency": "USD",3951 "adv_usd": 141512087.55,3952 "daily_vol": 0.008661899303525088,3953 "n_days": 20,3954 "last_close": 53.45,3955 "coverage": 0.9962933288375491,3956 "sessions_present": 2011.0,3957 "base_symbol": "OKE",3958 "delisted": false,3959 "group": "transport_utilities",3960 "adv_tercile": "high",3961 "vol_tercile": "low",3962 "stratum": "stock|high|low",3963 "role": "pooled"3964 },3965 {3966 "instrument_id": "firstrate:stock:OPLN",3967 "symbol": "OPLN",3968 "name": "Openlane Inc",3969 "asset_class": "stock",3970 "status": "active",3971 "first_date": "2009-12-14",3972 "last_date": "2026-10-30",3973 "currency": "USD",3974 "adv_usd": 38834400.15,3975 "daily_vol": 0.00839781738597996,3976 "n_days": 20,3977 "last_close": 50.51,3978 "coverage": 0.8699785752487692,3979 "sessions_present": 2011.0,3980 "base_symbol": "OPLN",3981 "delisted": false,3982 "group": "retail",3983 "adv_tercile": "low",3984 "vol_tercile": "low",3985 "stratum": "stock|low|low",3986 "role": "pooled"3987 },3988 {3989 "instrument_id": "firstrate:stock:OPTU",3990 "symbol": "OPTU",3991 "name": "Optimum Communications Inc",3992 "asset_class": "stock",3993 "status": "active",3994 "first_date": "2017-06-23",3995 "last_date": "2026-10-30",3996 "currency": "USD",3997 "adv_usd": 48737846.55,3998 "daily_vol": 0.016928830126564175,3999 "n_days": 20,4000 "last_close": 21.23,4001 "coverage": 0.9649889390608836,4002 "sessions_present": 2011.0,4003 "base_symbol": "OPTU",4004 "delisted": false,4005 "group": "transport_utilities",4006 "adv_tercile": "mid",4007 "vol_tercile": "high",4008 "stratum": "stock|mid|high",4009 "role": "pooled"4010 },4011 {4012 "instrument_id": "firstrate:stock:ORCL",4013 "symbol": "ORCL",4014 "name": "Oracle",4015 "asset_class": "stock",4016 "status": "active",4017 "first_date": "2000-01-04",4018 "last_date": "2026-10-30",4019 "currency": "USD",4020 "adv_usd": 884874161.0,4021 "daily_vol": 0.013601508039896633,4022 "n_days": 20,4023 "last_close": 47.28,4024 "coverage": 0.9984115497754676,4025 "sessions_present": 2011.0,4026 "base_symbol": "ORCL",4027 "delisted": false,4028 "group": "services",4029 "adv_tercile": "high",4030 "vol_tercile": "mid",4031 "stratum": "stock|high|mid",4032 "role": "heldout_instrument"4033 },4034 {4035 "instrument_id": "firstrate:stock:OXY",4036 "symbol": "OXY",4037 "name": "Occidental Petroleum",4038 "asset_class": "stock",4039 "status": "active",4040 "first_date": "2000-01-04",4041 "last_date": "2026-10-30",4042 "currency": "USD",4043 "adv_usd": 267588772.8,4044 "daily_vol": 0.006261436346156902,4045 "n_days": 20,4046 "last_close": 73.66,4047 "coverage": 0.9990410796883127,4048 "sessions_present": 2011.0,4049 "base_symbol": "OXY",4050 "delisted": false,4051 "group": "mining",4052 "adv_tercile": "high",4053 "vol_tercile": "low",4054 "stratum": "stock|high|low",4055 "role": "pooled"4056 },4057 {4058 "instrument_id": "firstrate:stock:PAGP",4059 "symbol": "PAGP",4060 "name": "Plains Gp Holdings L.P. Class A Units Representing Partner Interests",4061 "asset_class": "stock",4062 "status": "active",4063 "first_date": "2013-10-16",4064 "last_date": "2026-10-30",4065 "currency": "USD",4066 "adv_usd": 31667667.65,4067 "daily_vol": 0.012085099988557354,4068 "n_days": 20,4069 "last_close": 21.95,4070 "coverage": 0.9516625541738832,4071 "sessions_present": 2011.0,4072 "base_symbol": "PAGP",4073 "delisted": false,4074 "group": "transport_utilities",4075 "adv_tercile": "low",4076 "vol_tercile": "mid",4077 "stratum": "stock|low|mid",4078 "role": "pooled"4079 },4080 {4081 "instrument_id": "firstrate:stock:PANW",4082 "symbol": "PANW",4083 "name": "Palo Alto Networks",4084 "asset_class": "stock",4085 "status": "active",4086 "first_date": "2012-07-23",4087 "last_date": "2026-10-30",4088 "currency": "USD",4089 "adv_usd": 138906736.1,4090 "daily_vol": 0.007414715372103551,4091 "n_days": 20,4092 "last_close": 144.94,4093 "coverage": 0.9683908235978106,4094 "sessions_present": 2011.0,4095 "base_symbol": "PANW",4096 "delisted": false,4097 "group": "manufacturing",4098 "adv_tercile": "high",4099 "vol_tercile": "low",4100 "stratum": "stock|high|low",4101 "role": "pooled"4102 },4103 {4104 "instrument_id": "firstrate:stock:PBA",4105 "symbol": "PBA",4106 "name": "Pembina Pipeline Corporation",4107 "asset_class": "stock",4108 "status": "active",4109 "first_date": "2012-04-03",4110 "last_date": "2026-10-30",4111 "currency": "USD",4112 "adv_usd": 15431966.7,4113 "daily_vol": 0.0064119060793915725,4114 "n_days": 20,4115 "last_close": 36.18,4116 "coverage": 0.9304322824506425,4117 "sessions_present": 2011.0,4118 "base_symbol": "PBA",4119 "delisted": false,4120 "group": "mining",4121 "adv_tercile": "low",4122 "vol_tercile": "low",4123 "stratum": "stock|low|low",4124 "role": "pooled"4125 },4126 {4127 "instrument_id": "firstrate:stock:PBR",4128 "symbol": "PBR",4129 "name": "Petroleo Brasileiro S.A.- Petrobras",4130 "asset_class": "stock",4131 "status": "active",4132 "first_date": "2000-08-10",4133 "last_date": "2026-10-30",4134 "currency": "USD",4135 "adv_usd": 136763253.75,4136 "daily_vol": 0.017110543358856395,4137 "n_days": 20,4138 "last_close": 10.29,4139 "coverage": 0.9982616668673081,4140 "sessions_present": 2011.0,4141 "base_symbol": "PBR",4142 "delisted": false,4143 "group": "unknown",4144 "adv_tercile": "high",4145 "vol_tercile": "high",4146 "stratum": "stock|high|high",4147 "role": "pooled"4148 },4149 {4150 "instrument_id": "firstrate:stock:PBR.A",4151 "symbol": "PBR.A",4152 "name": "Petroleo Brasileiro ADR Reptg 2 Pref Shares",4153 "asset_class": "stock",4154 "status": "active",4155 "first_date": "2003-10-07",4156 "last_date": "2026-10-30",4157 "currency": "USD",4158 "adv_usd": 52300860.675,4159 "daily_vol": 0.018080019389777855,4160 "n_days": 20,4161 "last_close": 9.83,4162 "coverage": 0.9772123130421376,4163 "sessions_present": 2011.0,4164 "base_symbol": "PBR.A",4165 "delisted": false,4166 "group": "unknown",4167 "adv_tercile": "mid",4168 "vol_tercile": "high",4169 "stratum": "stock|mid|high",4170 "role": "pooled"4171 },4172 {4173 "instrument_id": "firstrate:etf:PDBC",4174 "symbol": "PDBC",4175 "name": "Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF",4176 "asset_class": "etf",4177 "status": "active",4178 "first_date": "2014-11-07",4179 "last_date": "2026-10-30",4180 "currency": "USD",4181 "adv_usd": 5230871.375,4182 "daily_vol": 0.01070398360337802,4183 "n_days": 20,4184 "last_close": 17.45,4185 "coverage": 0.872750869599031,4186 "sessions_present": 2011.0,4187 "base_symbol": "PDBC",4188 "delisted": false,4189 "group": "fixed_income",4190 "adv_tercile": "low",4191 "vol_tercile": "high",4192 "stratum": "etf|low|high",4193 "role": "pooled"4194 },4195 {4196 "instrument_id": "firstrate:stock:PDM",4197 "symbol": "PDM",4198 "name": "Piedmont Office Realty Trust",4199 "asset_class": "stock",4200 "status": "active",4201 "first_date": "2010-02-11",4202 "last_date": "2026-10-30",4203 "currency": "USD",4204 "adv_usd": 15382574.35,4205 "daily_vol": 0.008871047027967907,4206 "n_days": 20,4207 "last_close": 19.61,4208 "coverage": 0.8449374912569056,4209 "sessions_present": 2011.0,4210 "base_symbol": "PDM",4211 "delisted": false,4212 "group": "finance_insurance_realestate",4213 "adv_tercile": "low",4214 "vol_tercile": "low",4215 "stratum": "stock|low|low",4216 "role": "heldout_instrument"4217 },4218 {4219 "instrument_id": "firstrate:stock:PEP",4220 "symbol": "PEP",4221 "name": "Pepsico",4222 "asset_class": "stock",4223 "status": "active",4224 "first_date": "2000-01-04",4225 "last_date": "2026-10-30",4226 "currency": "USD",4227 "adv_usd": 413948004.1,4228 "daily_vol": 0.0068712206364256265,4229 "n_days": 20,4230 "last_close": 119.92,4231 "coverage": 0.9997596340332774,4232 "sessions_present": 2011.0,4233 "base_symbol": "PEP",4234 "delisted": false,4235 "group": "manufacturing",4236 "adv_tercile": "high",4237 "vol_tercile": "low",4238 "stratum": "stock|high|low",4239 "role": "pooled"4240 },4241 {4242 "instrument_id": "firstrate:etf:PFF",4243 "symbol": "PFF",4244 "name": "iShares S&P Us Preferred Stock",4245 "asset_class": "etf",4246 "status": "active",4247 "first_date": "2007-03-30",4248 "last_date": "2026-10-30",4249 "currency": "USD",4250 "adv_usd": 99759413.65,4251 "daily_vol": 0.0017140891399193142,4252 "n_days": 20,4253 "last_close": 38.07,4254 "coverage": 0.9910225219095485,4255 "sessions_present": 2011.0,4256 "base_symbol": "PFF",4257 "delisted": false,4258 "group": "broad_equity",4259 "adv_tercile": "mid",4260 "vol_tercile": "low",4261 "stratum": "etf|mid|low",4262 "role": "pooled"4263 },4264 {4265 "instrument_id": "firstrate:stock:PFG",4266 "symbol": "PFG",4267 "name": "Principal Financial",4268 "asset_class": "stock",4269 "status": "active",4270 "first_date": "2001-10-24",4271 "last_date": "2026-10-30",4272 "currency": "USD",4273 "adv_usd": 71439006.36842105,4274 "daily_vol": 0.006204157202388151,4275 "n_days": 19,4276 "last_close": 70.56,4277 "coverage": 0.952715441370929,4278 "sessions_present": 2011.0,4279 "base_symbol": "PFG",4280 "delisted": false,4281 "group": "finance_insurance_realestate",4282 "adv_tercile": "mid",4283 "vol_tercile": "low",4284 "stratum": "stock|mid|low",4285 "role": "pooled"4286 },4287 {4288 "instrument_id": "firstrate:stock:PFGC",4289 "symbol": "PFGC",4290 "name": "Performance Food Company",4291 "asset_class": "stock",4292 "status": "active",4293 "first_date": "2015-10-02",4294 "last_date": "2026-10-30",4295 "currency": "USD",4296 "adv_usd": 32149062.75,4297 "daily_vol": 0.020146403280719632,4298 "n_days": 20,4299 "last_close": 33.1,4300 "coverage": 0.8766619775041107,4301 "sessions_present": 2011.0,4302 "base_symbol": "PFGC",4303 "delisted": false,4304 "group": "wholesale",4305 "adv_tercile": "low",4306 "vol_tercile": "high",4307 "stratum": "stock|low|high",4308 "role": "pooled"4309 },4310 {4311 "instrument_id": "firstrate:stock:PHM",4312 "symbol": "PHM",4313 "name": "Pulte Homes",4314 "asset_class": "stock",4315 "status": "active",4316 "first_date": "2000-01-04",4317 "last_date": "2026-10-30",4318 "currency": "USD",4319 "adv_usd": 146993344.2,4320 "daily_vol": 0.012435458717962353,4321 "n_days": 20,4322 "last_close": 33.25,4323 "coverage": 0.9869499464681081,4324 "sessions_present": 2011.0,4325 "base_symbol": "PHM",4326 "delisted": false,4327 "group": "construction",4328 "adv_tercile": "high",4329 "vol_tercile": "mid",4330 "stratum": "stock|high|mid",4331 "role": "pooled"4332 },4333 {4334 "instrument_id": "firstrate:stock:PK",4335 "symbol": "PK",4336 "name": "Park Hotels & Resorts",4337 "asset_class": "stock",4338 "status": "active",4339 "first_date": "2017-01-04",4340 "last_date": "2026-10-30",4341 "currency": "USD",4342 "adv_usd": 49006225.5255,4343 "daily_vol": 0.010338768858041929,4344 "n_days": 20,4345 "last_close": 28.75,4346 "coverage": 0.9820082948710516,4347 "sessions_present": 2011.0,4348 "base_symbol": "PK",4349 "delisted": false,4350 "group": "services",4351 "adv_tercile": "mid",4352 "vol_tercile": "mid",4353 "stratum": "stock|mid|mid",4354 "role": "pooled"4355 },4356 {4357 "instrument_id": "firstrate:stock:POR",4358 "symbol": "POR",4359 "name": "Portland General Electric Company",4360 "asset_class": "stock",4361 "status": "active",4362 "first_date": "2006-04-11",4363 "last_date": "2026-10-30",4364 "currency": "USD",4365 "adv_usd": 27851288.2,4366 "daily_vol": 0.008811877266903806,4367 "n_days": 20,4368 "last_close": 45.58,4369 "coverage": 0.8586197568866321,4370 "sessions_present": 2011.0,4371 "base_symbol": "POR",4372 "delisted": false,4373 "group": "transport_utilities",4374 "adv_tercile": "low",4375 "vol_tercile": "low",4376 "stratum": "stock|low|low",4377 "role": "pooled"4378 },4379 {4380 "instrument_id": "firstrate:etf:PSQ",4381 "symbol": "PSQ",4382 "name": "ProShares Short Qqq",4383 "asset_class": "etf",4384 "status": "active",4385 "first_date": "2006-06-21",4386 "last_date": "2026-10-30",4387 "currency": "USD",4388 "adv_usd": 28361135.05,4389 "daily_vol": 0.005537085604875353,4390 "n_days": 20,4391 "last_close": 35.58,4392 "coverage": 0.9042296978381186,4393 "sessions_present": 2011.0,4394 "base_symbol": "PSQ",4395 "delisted": false,4396 "group": "leveraged_inverse",4397 "adv_tercile": "low",4398 "vol_tercile": "mid",4399 "stratum": "etf|low|mid",4400 "role": "heldout_instrument"4401 },4402 {4403 "instrument_id": "firstrate:stock:PTEN",4404 "symbol": "PTEN",4405 "name": "Patterson-Uti Energy",4406 "asset_class": "stock",4407 "status": "active",4408 "first_date": "2000-01-04",4409 "last_date": "2026-10-30",4410 "currency": "USD",4411 "adv_usd": 65282639.1,4412 "daily_vol": 0.02207221977785616,4413 "n_days": 20,4414 "last_close": 23.01,4415 "coverage": 0.9907331894914692,4416 "sessions_present": 2011.0,4417 "base_symbol": "PTEN",4418 "delisted": false,4419 "group": "mining",4420 "adv_tercile": "mid",4421 "vol_tercile": "high",4422 "stratum": "stock|mid|high",4423 "role": "heldout_instrument"4424 },4425 {4426 "instrument_id": "firstrate:stock:PWR",4427 "symbol": "PWR",4428 "name": "Quanta Services",4429 "asset_class": "stock",4430 "status": "active",4431 "first_date": "2000-01-04",4432 "last_date": "2026-10-30",4433 "currency": "USD",4434 "adv_usd": 53871441.95,4435 "daily_vol": 0.015789740232605383,4436 "n_days": 20,4437 "last_close": 39.11,4438 "coverage": 0.9225304690338095,4439 "sessions_present": 2011.0,4440 "base_symbol": "PWR",4441 "delisted": false,4442 "group": "construction",4443 "adv_tercile": "mid",4444 "vol_tercile": "high",4445 "stratum": "stock|mid|high",4446 "role": "pooled"4447 },4448 {4449 "instrument_id": "firstrate:stock:RBA",4450 "symbol": "RBA",4451 "name": "Ritchie Bros. Auctioneers Incorporated",4452 "asset_class": "stock",4453 "status": "active",4454 "first_date": "2000-01-03",4455 "last_date": "2026-10-30",4456 "currency": "USD",4457 "adv_usd": 20341910.8,4458 "daily_vol": 0.01550945794158118,4459 "n_days": 20,4460 "last_close": 29.93,4461 "coverage": 0.819089238349934,4462 "sessions_present": 2011.0,4463 "base_symbol": "RBA",4464 "delisted": false,4465 "group": "services",4466 "adv_tercile": "low",4467 "vol_tercile": "mid",4468 "stratum": "stock|low|mid",4469 "role": "heldout_instrument"4470 },4471 {4472 "instrument_id": "firstrate:stock:RCI",4473 "symbol": "RCI",4474 "name": "Rogers Communications",4475 "asset_class": "stock",4476 "status": "active",4477 "first_date": "2000-01-04",4478 "last_date": "2026-10-30",4479 "currency": "USD",4480 "adv_usd": 15632884.4,4481 "daily_vol": 0.006813004480195623,4482 "n_days": 20,4483 "last_close": 50.93,4484 "coverage": 0.804776261440491,4485 "sessions_present": 2011.0,4486 "base_symbol": "RCI",4487 "delisted": false,4488 "group": "transport_utilities",4489 "adv_tercile": "low",4490 "vol_tercile": "low",4491 "stratum": "stock|low|low",4492 "role": "pooled"4493 },4494 {4495 "instrument_id": "firstrate:stock:RIO",4496 "symbol": "RIO",4497 "name": "Rio Tinto Plc",4498 "asset_class": "stock",4499 "status": "active",4500 "first_date": "2013-02-11",4501 "last_date": "2026-10-30",4502 "currency": "USD",4503 "adv_usd": 128414905.1,4504 "daily_vol": 0.0128416221630887,4505 "n_days": 20,4506 "last_close": 52.93,4507 "coverage": 0.9937002828005442,4508 "sessions_present": 2011.0,4509 "base_symbol": "RIO",4510 "delisted": false,4511 "group": "unknown",4512 "adv_tercile": "high",4513 "vol_tercile": "mid",4514 "stratum": "stock|high|mid",4515 "role": "pooled"4516 },4517 {4518 "instrument_id": "firstrate:stock:RIOT",4519 "symbol": "RIOT",4520 "name": "Riot Blockchain",4521 "asset_class": "stock",4522 "status": "active",4523 "first_date": "2007-08-28",4524 "last_date": "2026-10-30",4525 "currency": "USD",4526 "adv_usd": 352940468.35163,4527 "daily_vol": 0.16083857198198442,4528 "n_days": 20,4529 "last_close": 28.4,4530 "coverage": 0.9107434232628171,4531 "sessions_present": 2011.0,4532 "base_symbol": "RIOT",4533 "delisted": false,4534 "group": "finance_insurance_realestate",4535 "adv_tercile": "high",4536 "vol_tercile": "high",4537 "stratum": "stock|high|high",4538 "role": "pooled"4539 },4540 {4541 "instrument_id": "firstrate:stock:ROL",4542 "symbol": "ROL",4543 "name": "Rollins",4544 "asset_class": "stock",4545 "status": "active",4546 "first_date": "2000-01-04",4547 "last_date": "2026-10-30",4548 "currency": "USD",4549 "adv_usd": 28194507.25,4550 "daily_vol": 0.009718986726524603,4551 "n_days": 20,4552 "last_close": 46.53,4553 "coverage": 0.9318673900497483,4554 "sessions_present": 2011.0,4555 "base_symbol": "ROL",4556 "delisted": false,4557 "group": "services",4558 "adv_tercile": "low",4559 "vol_tercile": "low",4560 "stratum": "stock|low|low",4561 "role": "pooled"4562 },4563 {4564 "instrument_id": "firstrate:stock:ROST",4565 "symbol": "ROST",4566 "name": "Ross Stores",4567 "asset_class": "stock",4568 "status": "active",4569 "first_date": "2000-01-04",4570 "last_date": "2026-10-30",4571 "currency": "USD",4572 "adv_usd": 175064653.95,4573 "daily_vol": 0.011222001658260644,4574 "n_days": 20,4575 "last_close": 80.25,4576 "coverage": 0.9891811989006464,4577 "sessions_present": 2011.0,4578 "base_symbol": "ROST",4579 "delisted": false,4580 "group": "retail",4581 "adv_tercile": "high",4582 "vol_tercile": "mid",4583 "stratum": "stock|high|mid",4584 "role": "pooled"4585 },4586 {4587 "instrument_id": "firstrate:stock:RPM",4588 "symbol": "RPM",4589 "name": "Rpm International",4590 "asset_class": "stock",4591 "status": "active",4592 "first_date": "2000-01-04",4593 "last_date": "2026-10-30",4594 "currency": "USD",4595 "adv_usd": 32628897.65,4596 "daily_vol": 0.010463549427359175,4597 "n_days": 20,4598 "last_close": 52.42,4599 "coverage": 0.8201140078099562,4600 "sessions_present": 2011.0,4601 "base_symbol": "RPM",4602 "delisted": false,4603 "group": "manufacturing",4604 "adv_tercile": "low",4605 "vol_tercile": "mid",4606 "stratum": "stock|low|mid",4607 "role": "pooled"4608 },4609 {4610 "instrument_id": "firstrate:stock:RUN",4611 "symbol": "RUN",4612 "name": "Sunrun",4613 "asset_class": "stock",4614 "status": "active",4615 "first_date": "2015-08-06",4616 "last_date": "2026-10-30",4617 "currency": "USD",4618 "adv_usd": 5151913.25,4619 "daily_vol": 0.018509221008980885,4620 "n_days": 20,4621 "last_close": 5.9,4622 "coverage": 0.9852070867715353,4623 "sessions_present": 2011.0,4624 "base_symbol": "RUN",4625 "delisted": false,4626 "group": "construction",4627 "adv_tercile": "low",4628 "vol_tercile": "high",4629 "stratum": "stock|low|high",4630 "role": "pooled"4631 },4632 {4633 "instrument_id": "firstrate:stock:SABR",4634 "symbol": "SABR",4635 "name": "Sabre Corporation",4636 "asset_class": "stock",4637 "status": "active",4638 "first_date": "2014-04-21",4639 "last_date": "2026-10-30",4640 "currency": "USD",4641 "adv_usd": 39313562.35,4642 "daily_vol": 0.013514588736503635,4643 "n_days": 20,4644 "last_close": 20.5,4645 "coverage": 0.9789991967368283,4646 "sessions_present": 2011.0,4647 "base_symbol": "SABR",4648 "delisted": false,4649 "group": "services",4650 "adv_tercile": "low",4651 "vol_tercile": "mid",4652 "stratum": "stock|low|mid",4653 "role": "pooled"4654 },4655 {4656 "instrument_id": "firstrate:stock:SAN",4657 "symbol": "SAN",4658 "name": "Banco Santander S.A.",4659 "asset_class": "stock",4660 "status": "active",4661 "first_date": "2000-01-04",4662 "last_date": "2026-10-30",4663 "currency": "USD",4664 "adv_usd": 24407152.15,4665 "daily_vol": 0.008168013659234922,4666 "n_days": 20,4667 "last_close": 6.54,4668 "coverage": 0.9603014139436526,4669 "sessions_present": 2011.0,4670 "base_symbol": "SAN",4671 "delisted": false,4672 "group": "unknown",4673 "adv_tercile": "low",4674 "vol_tercile": "low",4675 "stratum": "stock|low|low",4676 "role": "pooled"4677 },4678 {4679 "instrument_id": "firstrate:stock:SBH",4680 "symbol": "SBH",4681 "name": "Sally Beauty",4682 "asset_class": "stock",4683 "status": "active",4684 "first_date": "2006-11-20",4685 "last_date": "2026-10-30",4686 "currency": "USD",4687 "adv_usd": 34082047.5,4688 "daily_vol": 0.02078727483630089,4689 "n_days": 20,4690 "last_close": 18.76,4691 "coverage": 0.9475306934031046,4692 "sessions_present": 2011.0,4693 "base_symbol": "SBH",4694 "delisted": false,4695 "group": "retail",4696 "adv_tercile": "low",4697 "vol_tercile": "high",4698 "stratum": "stock|low|high",4699 "role": "pooled"4700 },4701 {4702 "instrument_id": "firstrate:stock:SBSW",4703 "symbol": "SBSW",4704 "name": "Sibanye Stillwater Limited",4705 "asset_class": "stock",4706 "status": "active",4707 "first_date": "2013-02-22",4708 "last_date": "2026-10-30",4709 "currency": "USD",4710 "adv_usd": 16548483.0,4711 "daily_vol": 0.029723102963337585,4712 "n_days": 20,4713 "last_close": 5.05,4714 "coverage": 0.9743242989848846,4715 "sessions_present": 2011.0,4716 "base_symbol": "SBSW",4717 "delisted": false,4718 "group": "unknown",4719 "adv_tercile": "low",4720 "vol_tercile": "high",4721 "stratum": "stock|low|high",4722 "role": "pooled"4723 },4724 {4725 "instrument_id": "firstrate:stock:SBUX",4726 "symbol": "SBUX",4727 "name": "Starbucks",4728 "asset_class": "stock",4729 "status": "active",4730 "first_date": "2000-01-04",4731 "last_date": "2026-10-30",4732 "currency": "USD",4733 "adv_usd": 511540314.2,4734 "daily_vol": 0.009684250413545148,4735 "n_days": 20,4736 "last_close": 57.43,4737 "coverage": 0.9999033449022703,4738 "sessions_present": 2011.0,4739 "base_symbol": "SBUX",4740 "delisted": false,4741 "group": "retail",4742 "adv_tercile": "high",4743 "vol_tercile": "low",4744 "stratum": "stock|high|low",4745 "role": "pooled"4746 },4747 {4748 "instrument_id": "firstrate:etf:SCHA",4749 "symbol": "SCHA",4750 "name": "Schwab U.S. Small-Cap ETF",4751 "asset_class": "etf",4752 "status": "active",4753 "first_date": "2009-11-03",4754 "last_date": "2026-10-30",4755 "currency": "USD",4756 "adv_usd": 27410043.85,4757 "daily_vol": 0.006095927643018743,4758 "n_days": 20,4759 "last_close": 69.74,4760 "coverage": 0.8264084691323091,4761 "sessions_present": 2011.0,4762 "base_symbol": "SCHA",4763 "delisted": false,4764 "group": "broad_equity",4765 "adv_tercile": "low",4766 "vol_tercile": "mid",4767 "stratum": "etf|low|mid",4768 "role": "heldout_instrument"4769 },4770 {4771 "instrument_id": "firstrate:etf:SCHF",4772 "symbol": "SCHF",4773 "name": "Schwab International Equity",4774 "asset_class": "etf",4775 "status": "active",4776 "first_date": "2009-11-03",4777 "last_date": "2026-10-30",4778 "currency": "USD",4779 "adv_usd": 63166855.9,4780 "daily_vol": 0.004167284994182615,4781 "n_days": 20,4782 "last_close": 34.07,4783 "coverage": 0.9711542335870064,4784 "sessions_present": 2011.0,4785 "base_symbol": "SCHF",4786 "delisted": false,4787 "group": "international",4788 "adv_tercile": "mid",4789 "vol_tercile": "low",4790 "stratum": "etf|mid|low",4791 "role": "heldout_instrument"4792 },4793 {4794 "instrument_id": "firstrate:etf:SCHG",4795 "symbol": "SCHG",4796 "name": "Schwab U.S. Large-Cap Growth ETF",4797 "asset_class": "etf",4798 "status": "active",4799 "first_date": "2009-12-11",4800 "last_date": "2026-10-30",4801 "currency": "USD",4802 "adv_usd": 20199851.273999996,4803 "daily_vol": 0.003710271724526553,4804 "n_days": 20,4805 "last_close": 70.71,4806 "coverage": 0.8592600215668167,4807 "sessions_present": 2011.0,4808 "base_symbol": "SCHG",4809 "delisted": false,4810 "group": "broad_equity",4811 "adv_tercile": "low",4812 "vol_tercile": "low",4813 "stratum": "etf|low|low",4814 "role": "pooled"4815 },4816 {4817 "instrument_id": "firstrate:etf:SCHH",4818 "symbol": "SCHH",4819 "name": "Schwab Us Reit ETF",4820 "asset_class": "etf",4821 "status": "active",4822 "first_date": "2011-01-13",4823 "last_date": "2026-10-30",4824 "currency": "USD",4825 "adv_usd": 19576699.65,4826 "daily_vol": 0.007346897212906106,4827 "n_days": 20,4828 "last_close": 41.62,4829 "coverage": 0.8962575930924177,4830 "sessions_present": 2011.0,4831 "base_symbol": "SCHH",4832 "delisted": false,4833 "group": "other",4834 "adv_tercile": "low",4835 "vol_tercile": "mid",4836 "stratum": "etf|low|mid",4837 "role": "heldout_instrument"4838 },4839 {4840 "instrument_id": "firstrate:etf:SCO",4841 "symbol": "SCO",4842 "name": "ProShares Ultrashort Dj-Aig Cru",4843 "asset_class": "etf",4844 "status": "active",4845 "first_date": "2008-11-25",4846 "last_date": "2026-10-30",4847 "currency": "USD",4848 "adv_usd": 31383769.252000004,4849 "daily_vol": 0.023881363796217216,4850 "n_days": 20,4851 "last_close": 24.56,4852 "coverage": 0.9189152272288958,4853 "sessions_present": 2011.0,4854 "base_symbol": "SCO",4855 "delisted": false,4856 "group": "leveraged_inverse",4857 "adv_tercile": "low",4858 "vol_tercile": "high",4859 "stratum": "etf|low|high",4860 "role": "pooled"4861 },4862 {4863 "instrument_id": "firstrate:etf:SDOW",4864 "symbol": "SDOW",4865 "name": "Ultrapro Short Dow30",4866 "asset_class": "etf",4867 "status": "active",4868 "first_date": "2010-02-11",4869 "last_date": "2026-10-30",4870 "currency": "USD",4871 "adv_usd": 21301327.735999998,4872 "daily_vol": 0.009580623709744725,4873 "n_days": 20,4874 "last_close": 19.5,4875 "coverage": 0.978561669077549,4876 "sessions_present": 2011.0,4877 "base_symbol": "SDOW",4878 "delisted": false,4879 "group": "leveraged_inverse",4880 "adv_tercile": "low",4881 "vol_tercile": "high",4882 "stratum": "etf|low|high",4883 "role": "pooled"4884 },4885 {4886 "instrument_id": "firstrate:etf:SDS",4887 "symbol": "SDS",4888 "name": "ProShares Ultrashort S&P500",4889 "asset_class": "etf",4890 "status": "active",4891 "first_date": "2007-05-07",4892 "last_date": "2026-10-30",4893 "currency": "USD",4894 "adv_usd": 123709256.93899998,4895 "daily_vol": 0.006880261116290285,4896 "n_days": 20,4897 "last_close": 41.05,4898 "coverage": 0.9799857345128333,4899 "sessions_present": 2011.0,4900 "base_symbol": "SDS",4901 "delisted": false,4902 "group": "leveraged_inverse",4903 "adv_tercile": "mid",4904 "vol_tercile": "mid",4905 "stratum": "etf|mid|mid",4906 "role": "pooled"4907 },4908 {4909 "instrument_id": "firstrate:stock:SFM",4910 "symbol": "SFM",4911 "name": "Sprouts Farmers Market",4912 "asset_class": "stock",4913 "status": "active",4914 "first_date": "2013-08-02",4915 "last_date": "2026-10-30",4916 "currency": "USD",4917 "adv_usd": 42232854.05,4918 "daily_vol": 0.008771208781854285,4919 "n_days": 20,4920 "last_close": 24.35,4921 "coverage": 0.9611357241599006,4922 "sessions_present": 2011.0,4923 "base_symbol": "SFM",4924 "delisted": false,4925 "group": "retail",4926 "adv_tercile": "mid",4927 "vol_tercile": "low",4928 "stratum": "stock|mid|low",4929 "role": "pooled"4930 },4931 {4932 "instrument_id": "firstrate:etf:SH",4933 "symbol": "SH",4934 "name": "ProShares Short S&P500",4935 "asset_class": "etf",4936 "status": "active",4937 "first_date": "2006-06-21",4938 "last_date": "2026-10-30",4939 "currency": "USD",4940 "adv_usd": 83416579.55,4941 "daily_vol": 0.003472396530552374,4942 "n_days": 20,4943 "last_close": 30.18,4944 "coverage": 0.9290770858820745,4945 "sessions_present": 2011.0,4946 "base_symbol": "SH",4947 "delisted": false,4948 "group": "leveraged_inverse",4949 "adv_tercile": "mid",4950 "vol_tercile": "low",4951 "stratum": "etf|mid|low",4952 "role": "pooled"4953 },4954 {4955 "instrument_id": "firstrate:stock:SHEL",4956 "symbol": "SHEL",4957 "name": "Royal Dutch Shell Plc American Depositary Shares",4958 "asset_class": "stock",4959 "status": "active",4960 "first_date": "2007-04-26",4961 "last_date": "2026-10-30",4962 "currency": "USD",4963 "adv_usd": 200042098.57700002,4964 "daily_vol": 0.0064844035981177755,4965 "n_days": 20,4966 "last_close": 66.71,4967 "coverage": 0.9982245984680166,4968 "sessions_present": 2011.0,4969 "base_symbol": "SHEL",4970 "delisted": false,4971 "group": "unknown",4972 "adv_tercile": "high",4973 "vol_tercile": "low",4974 "stratum": "stock|high|low",4975 "role": "pooled"4976 },4977 {4978 "instrument_id": "firstrate:etf:SHV",4979 "symbol": "SHV",4980 "name": "iShares Lehman Short Treasury B",4981 "asset_class": "etf",4982 "status": "active",4983 "first_date": "2007-01-11",4984 "last_date": "2026-10-30",4985 "currency": "USD",4986 "adv_usd": 110128085.6,4987 "daily_vol": 0.00022110622643799546,4988 "n_days": 20,4989 "last_close": 110.24,4990 "coverage": 0.8870350838415768,4991 "sessions_present": 2011.0,4992 "base_symbol": "SHV",4993 "delisted": false,4994 "group": "leveraged_inverse",4995 "adv_tercile": "mid",4996 "vol_tercile": "low",4997 "stratum": "etf|mid|low",4998 "role": "pooled"4999 },5000 {5001 "instrument_id": "firstrate:stock:SHW",5002 "symbol": "SHW",5003 "name": "Sherwin-Williams",5004 "asset_class": "stock",5005 "status": "active",5006 "first_date": "2000-01-04",5007 "last_date": "2026-10-30",5008 "currency": "USD",5009 "adv_usd": 185878167.25,5010 "daily_vol": 0.010080683834235767,5011 "n_days": 20,5012 "last_close": 410.04,5013 "coverage": 0.8932268566568194,5014 "sessions_present": 2011.0,5015 "base_symbol": "SHW",5016 "delisted": false,5017 "group": "retail",5018 "adv_tercile": "high",5019 "vol_tercile": "mid",5020 "stratum": "stock|high|mid",5021 "role": "pooled"5022 },5023 {5024 "instrument_id": "firstrate:etf:SJNK",5025 "symbol": "SJNK",5026 "name": "SPDR Bloomberg Barclays Short Term High Yield Bond",5027 "asset_class": "etf",5028 "status": "active",5029 "first_date": "2012-03-15",5030 "last_date": "2026-10-30",5031 "currency": "USD",5032 "adv_usd": 31027033.628,5033 "daily_vol": 0.001565626043658988,5034 "n_days": 20,5035 "last_close": 27.56,5036 "coverage": 0.9035419373877848,5037 "sessions_present": 2011.0,5038 "base_symbol": "SJNK",5039 "delisted": false,5040 "group": "leveraged_inverse",5041 "adv_tercile": "low",5042 "vol_tercile": "low",5043 "stratum": "etf|low|low",5044 "role": "pooled"5045 },5046 {5047 "instrument_id": "firstrate:stock:SLF",5048 "symbol": "SLF",5049 "name": "Sun Life Financial",5050 "asset_class": "stock",5051 "status": "active",5052 "first_date": "2002-11-15",5053 "last_date": "2026-10-30",5054 "currency": "USD",5055 "adv_usd": 16870443.45,5056 "daily_vol": 0.0038366984287101064,5057 "n_days": 20,5058 "last_close": 41.26,5059 "coverage": 0.849093413336623,5060 "sessions_present": 2011.0,5061 "base_symbol": "SLF",5062 "delisted": false,5063 "group": "finance_insurance_realestate",5064 "adv_tercile": "low",5065 "vol_tercile": "low",5066 "stratum": "stock|low|low",5067 "role": "pooled"5068 },5069 {5070 "instrument_id": "firstrate:stock:SMFG",5071 "symbol": "SMFG",5072 "name": "Sumitomo Mitsui Financial",5073 "asset_class": "stock",5074 "status": "active",5075 "first_date": "2013-02-12",5076 "last_date": "2026-10-30",5077 "currency": "USD",5078 "adv_usd": 7291616.8,5079 "daily_vol": 0.009590214700110093,5080 "n_days": 20,5081 "last_close": 8.69,5082 "coverage": 0.8660366312573847,5083 "sessions_present": 2011.0,5084 "base_symbol": "SMFG",5085 "delisted": false,5086 "group": "unknown",5087 "adv_tercile": "low",5088 "vol_tercile": "low",5089 "stratum": "stock|low|low",5090 "role": "pooled"5091 },5092 {5093 "instrument_id": "firstrate:etf:SOXX",5094 "symbol": "SOXX",5095 "name": "iShares Phlx Semiconductor ETF",5096 "asset_class": "etf",5097 "status": "active",5098 "first_date": "2007-04-27",5099 "last_date": "2026-10-30",5100 "currency": "USD",5101 "adv_usd": 131969946.2,5102 "daily_vol": 0.010397100087639203,5103 "n_days": 20,5104 "last_close": 169.81,5105 "coverage": 0.9305196794896226,5106 "sessions_present": 2011.0,5107 "base_symbol": "SOXX",5108 "delisted": false,5109 "group": "sector",5110 "adv_tercile": "mid",5111 "vol_tercile": "high",5112 "stratum": "etf|mid|high",5113 "role": "heldout_instrument"5114 },5115 {5116 "instrument_id": "firstrate:etf:SPDW",5117 "symbol": "SPDW",5118 "name": "SPDR Portfolio World Ex-Us ETF",5119 "asset_class": "etf",5120 "status": "active",5121 "first_date": "2007-05-16",5122 "last_date": "2026-10-30",5123 "currency": "USD",5124 "adv_usd": 20310986.65,5125 "daily_vol": 0.0039008123515810104,5126 "n_days": 20,5127 "last_close": 31.7,5128 "coverage": 0.8930294056499268,5129 "sessions_present": 2011.0,5130 "base_symbol": "SPDW",5131 "delisted": false,5132 "group": "international",5133 "adv_tercile": "low",5134 "vol_tercile": "low",5135 "stratum": "etf|low|low",5136 "role": "pooled"5137 },5138 {5139 "instrument_id": "firstrate:etf:SPEM",5140 "symbol": "SPEM",5141 "name": "SPDR Portfolio Emerging Markets ETF",5142 "asset_class": "etf",5143 "status": "active",5144 "first_date": "2007-05-16",5145 "last_date": "2026-10-30",5146 "currency": "USD",5147 "adv_usd": 15341018.1,5148 "daily_vol": 0.0060569078323750745,5149 "n_days": 20,5150 "last_close": 38.15,5151 "coverage": 0.8574975186323103,5152 "sessions_present": 2011.0,5153 "base_symbol": "SPEM",5154 "delisted": false,5155 "group": "international",5156 "adv_tercile": "low",5157 "vol_tercile": "mid",5158 "stratum": "etf|low|mid",5159 "role": "pooled"5160 },5161 {5162 "instrument_id": "firstrate:stock:SPGI",5163 "symbol": "SPGI",5164 "name": "S&P Global",5165 "asset_class": "stock",5166 "status": "active",5167 "first_date": "2007-04-30",5168 "last_date": "2026-10-30",5169 "currency": "USD",5170 "adv_usd": 173986775.75,5171 "daily_vol": 0.008644251366565716,5172 "n_days": 20,5173 "last_close": 169.4,5174 "coverage": 0.9337679140046408,5175 "sessions_present": 2011.0,5176 "base_symbol": "SPGI",5177 "delisted": false,5178 "group": "services",5179 "adv_tercile": "high",5180 "vol_tercile": "low",5181 "stratum": "stock|high|low",5182 "role": "pooled"5183 },5184 {5185 "instrument_id": "firstrate:etf:SPHD",5186 "symbol": "SPHD",5187 "name": "Invesco S&P 500\u00c2\u00ae High Dividend Low Volatility ETF",5188 "asset_class": "etf",5189 "status": "active",5190 "first_date": "2012-10-18",5191 "last_date": "2026-10-30",5192 "currency": "USD",5193 "adv_usd": 14318369.042,5194 "daily_vol": 0.003988456859542358,5195 "n_days": 20,5196 "last_close": 42.43,5197 "coverage": 0.845865653838254,5198 "sessions_present": 2011.0,5199 "base_symbol": "SPHD",5200 "delisted": false,5201 "group": "volatility_alt",5202 "adv_tercile": "low",5203 "vol_tercile": "low",5204 "stratum": "etf|low|low",5205 "role": "heldout_instrument"5206 },5207 {5208 "instrument_id": "firstrate:etf:SPSB",5209 "symbol": "SPSB",5210 "name": "SPDR Portfolio Short Term Corporate Bond ETF",5211 "asset_class": "etf",5212 "status": "active",5213 "first_date": "2009-12-17",5214 "last_date": "2026-10-30",5215 "currency": "USD",5216 "adv_usd": 31208552.25,5217 "daily_vol": 0.0008834262965572099,5218 "n_days": 20,5219 "last_close": 30.42,5220 "coverage": 0.8036342473458318,5221 "sessions_present": 2011.0,5222 "base_symbol": "SPSB",5223 "delisted": false,5224 "group": "leveraged_inverse",5225 "adv_tercile": "low",5226 "vol_tercile": "low",5227 "stratum": "etf|low|low",5228 "role": "heldout_instrument"5229 },5230 {5231 "instrument_id": "firstrate:stock:SPWR",5232 "symbol": "SPWR",5233 "name": "Sunpower",5234 "asset_class": "stock",5235 "status": "active",5236 "first_date": "2005-11-18",5237 "last_date": "2026-10-30",5238 "currency": "USD",5239 "adv_usd": 28311183.1,5240 "daily_vol": 0.04762819777761038,5241 "n_days": 20,5242 "last_close": 8.43,5243 "coverage": 0.8774470922284858,5244 "sessions_present": 1842.0,5245 "base_symbol": "SPWR",5246 "delisted": false,5247 "group": "construction",5248 "adv_tercile": "low",5249 "vol_tercile": "high",5250 "stratum": "stock|low|high",5251 "role": "pooled"5252 },5253 {5254 "instrument_id": "firstrate:etf:SPY",5255 "symbol": "SPY",5256 "name": "SPDR S&P 500",5257 "asset_class": "etf",5258 "status": "active",5259 "first_date": "2000-01-03",5260 "last_date": "2026-10-30",5261 "currency": "USD",5262 "adv_usd": 22814809828.0,5263 "daily_vol": 0.003057970746475259,5264 "n_days": 20,5265 "last_close": 266.86,5266 "coverage": 0.9998257664685661,5267 "sessions_present": 2011.0,5268 "base_symbol": "SPY",5269 "delisted": false,5270 "group": "broad_equity",5271 "adv_tercile": "high",5272 "vol_tercile": "low",5273 "stratum": "etf|high|low",5274 "role": "pooled"5275 },5276 {5277 "instrument_id": "firstrate:etf:SPYD",5278 "symbol": "SPYD",5279 "name": "SPDR Portfolio S&P 500 High Dividend ETF",5280 "asset_class": "etf",5281 "status": "active",5282 "first_date": "2015-10-22",5283 "last_date": "2026-10-30",5284 "currency": "USD",5285 "adv_usd": 6009842.125,5286 "daily_vol": 0.0052428602842189065,5287 "n_days": 20,5288 "last_close": 37.45,5289 "coverage": 0.8497361974624831,5290 "sessions_present": 2011.0,5291 "base_symbol": "SPYD",5292 "delisted": false,5293 "group": "broad_equity",5294 "adv_tercile": "low",5295 "vol_tercile": "mid",5296 "stratum": "etf|low|mid",5297 "role": "pooled"5298 },5299 {5300 "instrument_id": "firstrate:stock:SRPT",5301 "symbol": "SRPT",5302 "name": "Sarepta Therapeutics",5303 "asset_class": "stock",5304 "status": "active",5305 "first_date": "2000-01-04",5306 "last_date": "2026-10-30",5307 "currency": "USD",5308 "adv_usd": 76448570.75,5309 "daily_vol": 0.01698208240730206,5310 "n_days": 20,5311 "last_close": 55.64,5312 "coverage": 0.8903064333665597,5313 "sessions_present": 2010.0,5314 "base_symbol": "SRPT",5315 "delisted": false,5316 "group": "manufacturing",5317 "adv_tercile": "mid",5318 "vol_tercile": "high",5319 "stratum": "stock|mid|high",5320 "role": "pooled"5321 },5322 {5323 "instrument_id": "firstrate:stock:SSNC",5324 "symbol": "SSNC",5325 "name": "Ss&C Technologies Holdings",5326 "asset_class": "stock",5327 "status": "active",5328 "first_date": "2010-04-01",5329 "last_date": "2026-10-30",5330 "currency": "USD",5331 "adv_usd": 36625138.8,5332 "daily_vol": 0.00819480934540176,5333 "n_days": 20,5334 "last_close": 40.48,5335 "coverage": 0.9361049108269628,5336 "sessions_present": 2011.0,5337 "base_symbol": "SSNC",5338 "delisted": false,5339 "group": "services",5340 "adv_tercile": "low",5341 "vol_tercile": "low",5342 "stratum": "stock|low|low",5343 "role": "pooled"5344 },5345 {5346 "instrument_id": "firstrate:etf:SSO",5347 "symbol": "SSO",5348 "name": "ProShares Ultra S&P500",5349 "asset_class": "etf",5350 "status": "active",5351 "first_date": "2006-06-21",5352 "last_date": "2026-10-30",5353 "currency": "USD",5354 "adv_usd": 147796548.4,5355 "daily_vol": 0.006851005980261499,5356 "n_days": 20,5357 "last_close": 109.43,5358 "coverage": 0.963462082652995,5359 "sessions_present": 2011.0,5360 "base_symbol": "SSO",5361 "delisted": false,5362 "group": "leveraged_inverse",5363 "adv_tercile": "high",5364 "vol_tercile": "mid",5365 "stratum": "etf|high|mid",5366 "role": "heldout_instrument"5367 },5368 {5369 "instrument_id": "firstrate:stock:STAG",5370 "symbol": "STAG",5371 "name": "Stag Industrial",5372 "asset_class": "stock",5373 "status": "active",5374 "first_date": "2011-04-18",5375 "last_date": "2026-10-30",5376 "currency": "USD",5377 "adv_usd": 14559401.75,5378 "daily_vol": 0.009240014156235323,5379 "n_days": 20,5380 "last_close": 27.33,5381 "coverage": 0.9205598164893634,5382 "sessions_present": 2011.0,5383 "base_symbol": "STAG",5384 "delisted": false,5385 "group": "finance_insurance_realestate",5386 "adv_tercile": "low",5387 "vol_tercile": "low",5388 "stratum": "stock|low|low",5389 "role": "pooled"5390 },5391 {5392 "instrument_id": "firstrate:stock:SYY",5393 "symbol": "SYY",5394 "name": "Sysco",5395 "asset_class": "stock",5396 "status": "active",5397 "first_date": "2000-01-04",5398 "last_date": "2026-10-30",5399 "currency": "USD",5400 "adv_usd": 156670744.4,5401 "daily_vol": 0.008252748570188187,5402 "n_days": 40,5403 "last_close": 60.73,5404 "coverage": 0.9931280913726519,5405 "sessions_present": 2011.0,5406 "base_symbol": "SYY",5407 "delisted": false,5408 "group": "wholesale",5409 "adv_tercile": "high",5410 "vol_tercile": "low",5411 "stratum": "stock|high|low",5412 "role": "heldout_instrument"5413 },5414 {5415 "instrument_id": "firstrate:stock:TAP",5416 "symbol": "TAP",5417 "name": "Molson Coors Brewing Company",5418 "asset_class": "stock",5419 "status": "active",5420 "first_date": "2005-02-10",5421 "last_date": "2026-10-30",5422 "currency": "USD",5423 "adv_usd": 92114818.1,5424 "daily_vol": 0.007625064946642331,5425 "n_days": 20,5426 "last_close": 82.07,5427 "coverage": 0.9762348042843668,5428 "sessions_present": 2011.0,5429 "base_symbol": "TAP",5430 "delisted": false,5431 "group": "manufacturing",5432 "adv_tercile": "mid",5433 "vol_tercile": "low",5434 "stratum": "stock|mid|low",5435 "role": "pooled"5436 },5437 {5438 "instrument_id": "firstrate:stock:TDC",5439 "symbol": "TDC",5440 "name": "Teradata Corporation",5441 "asset_class": "stock",5442 "status": "active",5443 "first_date": "2007-10-02",5444 "last_date": "2026-10-30",5445 "currency": "USD",5446 "adv_usd": 49829381.55,5447 "daily_vol": 0.010628066851372193,5448 "n_days": 20,5449 "last_close": 38.46,5450 "coverage": 0.9008330089044745,5451 "sessions_present": 2011.0,5452 "base_symbol": "TDC",5453 "delisted": false,5454 "group": "services",5455 "adv_tercile": "mid",5456 "vol_tercile": "mid",5457 "stratum": "stock|mid|mid",5458 "role": "pooled"5459 },5460 {5461 "instrument_id": "firstrate:stock:TEL",5462 "symbol": "TEL",5463 "name": "Te Connectivity Ltd.",5464 "asset_class": "stock",5465 "status": "active",5466 "first_date": "2009-06-29",5467 "last_date": "2026-10-30",5468 "currency": "USD",5469 "adv_usd": 148259666.05,5470 "daily_vol": 0.006404724566410163,5471 "n_days": 20,5472 "last_close": 95.04,5473 "coverage": 0.9609028622837663,5474 "sessions_present": 2011.0,5475 "base_symbol": "TEL",5476 "delisted": false,5477 "group": "wholesale",5478 "adv_tercile": "high",5479 "vol_tercile": "low",5480 "stratum": "stock|high|low",5481 "role": "pooled"5482 },5483 {5484 "instrument_id": "firstrate:etf:TIP",5485 "symbol": "TIP",5486 "name": "iShares Barclays Tips Bond Fund",5487 "asset_class": "etf",5488 "status": "active",5489 "first_date": "2003-12-05",5490 "last_date": "2026-10-30",5491 "currency": "USD",5492 "adv_usd": 120511441.6,5493 "daily_vol": 0.0017873649273647083,5494 "n_days": 20,5495 "last_close": 114.08,5496 "coverage": 0.9578713302337439,5497 "sessions_present": 2011.0,5498 "base_symbol": "TIP",5499 "delisted": false,5500 "group": "fixed_income",5501 "adv_tercile": "mid",5502 "vol_tercile": "low",5503 "stratum": "etf|mid|low",5504 "role": "pooled"5505 },5506 {5507 "instrument_id": "firstrate:stock:TJX",5508 "symbol": "TJX",5509 "name": "Tjx Companies",5510 "asset_class": "stock",5511 "status": "active",5512 "first_date": "2000-01-03",5513 "last_date": "2026-10-30",5514 "currency": "USD",5515 "adv_usd": 320108695.0,5516 "daily_vol": 0.01083829926598893,5517 "n_days": 20,5518 "last_close": 76.46,5519 "coverage": 0.9978777768804344,5520 "sessions_present": 2011.0,5521 "base_symbol": "TJX",5522 "delisted": false,5523 "group": "retail",5524 "adv_tercile": "high",5525 "vol_tercile": "mid",5526 "stratum": "stock|high|mid",5527 "role": "pooled"5528 },5529 {5530 "instrument_id": "firstrate:etf:TLT",5531 "symbol": "TLT",5532 "name": "iShares Barclays 20+ Year Treas Bond",5533 "asset_class": "etf",5534 "status": "active",5535 "first_date": "2002-07-30",5536 "last_date": "2026-10-30",5537 "currency": "USD",5538 "adv_usd": 1096228171.45,5539 "daily_vol": 0.0065153780830678595,5540 "n_days": 20,5541 "last_close": 126.86,5542 "coverage": 0.9992509229925943,5543 "sessions_present": 2011.0,5544 "base_symbol": "TLT",5545 "delisted": false,5546 "group": "fixed_income",5547 "adv_tercile": "high",5548 "vol_tercile": "mid",5549 "stratum": "etf|high|mid",5550 "role": "heldout_instrument"5551 },5552 {5553 "instrument_id": "firstrate:stock:TMO",5554 "symbol": "TMO",5555 "name": "Thermo Fisher Scientific",5556 "asset_class": "stock",5557 "status": "active",5558 "first_date": "2000-01-03",5559 "last_date": "2026-10-30",5560 "currency": "USD",5561 "adv_usd": 313263399.7,5562 "daily_vol": 0.015584218240146417,5563 "n_days": 20,5564 "last_close": 189.88,5565 "coverage": 0.956329760986397,5566 "sessions_present": 2011.0,5567 "base_symbol": "TMO",5568 "delisted": false,5569 "group": "manufacturing",5570 "adv_tercile": "high",5571 "vol_tercile": "mid",5572 "stratum": "stock|high|mid",5573 "role": "pooled"5574 },5575 {5576 "instrument_id": "firstrate:etf:TNA",5577 "symbol": "TNA",5578 "name": "Direxion Daily Small Cap Bull 3X Shares",5579 "asset_class": "etf",5580 "status": "active",5581 "first_date": "2008-11-05",5582 "last_date": "2026-10-30",5583 "currency": "USD",5584 "adv_usd": 251209379.34,5585 "daily_vol": 0.020879480579530266,5586 "n_days": 20,5587 "last_close": 70.27,5588 "coverage": 0.9965572980321785,5589 "sessions_present": 2011.0,5590 "base_symbol": "TNA",5591 "delisted": false,5592 "group": "leveraged_inverse",5593 "adv_tercile": "high",5594 "vol_tercile": "high",5595 "stratum": "etf|high|high",5596 "role": "pooled"5597 },5598 {5599 "instrument_id": "firstrate:stock:TOL",5600 "symbol": "TOL",5601 "name": "Toll Brothers",5602 "asset_class": "stock",5603 "status": "active",5604 "first_date": "2000-01-03",5605 "last_date": "2026-10-30",5606 "currency": "USD",5607 "adv_usd": 146564446.15,5608 "daily_vol": 0.020235171603952943,5609 "n_days": 20,5610 "last_close": 48.02,5611 "coverage": 0.9670368325056421,5612 "sessions_present": 2011.0,5613 "base_symbol": "TOL",5614 "delisted": false,5615 "group": "construction",5616 "adv_tercile": "high",5617 "vol_tercile": "high",5618 "stratum": "stock|high|high",5619 "role": "heldout_instrument"5620 },5621 {5622 "instrument_id": "firstrate:stock:TPR",5623 "symbol": "TPR",5624 "name": "Tapestry",5625 "asset_class": "stock",5626 "status": "active",5627 "first_date": "2007-04-27",5628 "last_date": "2026-10-30",5629 "currency": "USD",5630 "adv_usd": 106005048.85,5631 "daily_vol": 0.01016631777349703,5632 "n_days": 20,5633 "last_close": 44.23,5634 "coverage": 0.9945702932003697,5635 "sessions_present": 2011.0,5636 "base_symbol": "TPR",5637 "delisted": false,5638 "group": "manufacturing",5639 "adv_tercile": "mid",5640 "vol_tercile": "mid",5641 "stratum": "stock|mid|mid",5642 "role": "pooled"5643 },5644 {5645 "instrument_id": "firstrate:stock:TRI",5646 "symbol": "TRI",5647 "name": "Thomson Reuters Corporation",5648 "asset_class": "stock",5649 "status": "active",5650 "first_date": "2008-04-17",5651 "last_date": "2026-10-30",5652 "currency": "USD",5653 "adv_usd": 31836746.678715,5654 "daily_vol": 0.0048032048511787275,5655 "n_days": 20,5656 "last_close": 42.0347,5657 "coverage": 0.8091097200569772,5658 "sessions_present": 2011.0,5659 "base_symbol": "TRI",5660 "delisted": false,5661 "group": "manufacturing",5662 "adv_tercile": "low",5663 "vol_tercile": "low",5664 "stratum": "stock|low|low",5665 "role": "pooled"5666 },5667 {5668 "instrument_id": "firstrate:stock:TROW",5669 "symbol": "TROW",5670 "name": "T. Rowe Price",5671 "asset_class": "stock",5672 "status": "active",5673 "first_date": "2000-01-03",5674 "last_date": "2026-10-30",5675 "currency": "USD",5676 "adv_usd": 155251350.2,5677 "daily_vol": 0.006431206247702559,5678 "n_days": 20,5679 "last_close": 104.93,5680 "coverage": 0.9523962854667204,5681 "sessions_present": 2011.0,5682 "base_symbol": "TROW",5683 "delisted": false,5684 "group": "finance_insurance_realestate",5685 "adv_tercile": "high",5686 "vol_tercile": "low",5687 "stratum": "stock|high|low",5688 "role": "heldout_instrument"5689 },5690 {5691 "instrument_id": "firstrate:stock:TSCO",5692 "symbol": "TSCO",5693 "name": "Tractor Supply Company",5694 "asset_class": "stock",5695 "status": "active",5696 "first_date": "2000-01-03",5697 "last_date": "2026-10-30",5698 "currency": "USD",5699 "adv_usd": 145089534.5,5700 "daily_vol": 0.014687025831896305,5701 "n_days": 20,5702 "last_close": 74.75,5703 "coverage": 0.9518099055816035,5704 "sessions_present": 2011.0,5705 "base_symbol": "TSCO",5706 "delisted": false,5707 "group": "retail",5708 "adv_tercile": "high",5709 "vol_tercile": "mid",5710 "stratum": "stock|high|mid",5711 "role": "heldout_instrument"5712 },5713 {5714 "instrument_id": "firstrate:stock:TTE",5715 "symbol": "TTE",5716 "name": "Totalenergies Se",5717 "asset_class": "stock",5718 "status": "active",5719 "first_date": "2007-04-30",5720 "last_date": "2026-10-30",5721 "currency": "USD",5722 "adv_usd": 72873082.45,5723 "daily_vol": 0.008313810761357137,5724 "n_days": 20,5725 "last_close": 55.28,5726 "coverage": 0.9744594027523836,5727 "sessions_present": 2011.0,5728 "base_symbol": "TTE",5729 "delisted": false,5730 "group": "mining",5731 "adv_tercile": "mid",5732 "vol_tercile": "low",5733 "stratum": "stock|mid|low",5734 "role": "pooled"5735 },5736 {5737 "instrument_id": "firstrate:stock:TU",5738 "symbol": "TU",5739 "name": "Telus Corporation",5740 "asset_class": "stock",5741 "status": "active",5742 "first_date": "2007-01-03",5743 "last_date": "2026-10-30",5744 "currency": "USD",5745 "adv_usd": 12401809.75,5746 "daily_vol": 0.00556059621730376,5747 "n_days": 20,5748 "last_close": 37.87,5749 "coverage": 0.9112443529533396,5750 "sessions_present": 2011.0,5751 "base_symbol": "TU",5752 "delisted": false,5753 "group": "transport_utilities",5754 "adv_tercile": "low",5755 "vol_tercile": "low",5756 "stratum": "stock|low|low",5757 "role": "pooled"5758 },5759 {5760 "instrument_id": "firstrate:stock:TXRH",5761 "symbol": "TXRH",5762 "name": "Texas Roadhouse",5763 "asset_class": "stock",5764 "status": "active",5765 "first_date": "2004-10-05",5766 "last_date": "2026-10-30",5767 "currency": "USD",5768 "adv_usd": 39486272.85,5769 "daily_vol": 0.014521789286534591,5770 "n_days": 20,5771 "last_close": 52.68,5772 "coverage": 0.8904250401895284,5773 "sessions_present": 2011.0,5774 "base_symbol": "TXRH",5775 "delisted": false,5776 "group": "retail",5777 "adv_tercile": "low",5778 "vol_tercile": "mid",5779 "stratum": "stock|low|mid",5780 "role": "pooled"5781 },5782 {5783 "instrument_id": "firstrate:etf:TZA",5784 "symbol": "TZA",5785 "name": "Direxion Daily Small Cap Bear 3X Shares",5786 "asset_class": "etf",5787 "status": "active",5788 "first_date": "2008-11-05",5789 "last_date": "2026-10-30",5790 "currency": "USD",5791 "adv_usd": 117670164.829,5792 "daily_vol": 0.021383940836750655,5793 "n_days": 20,5794 "last_close": 12.27,5795 "coverage": 0.9966196151346622,5796 "sessions_present": 2011.0,5797 "base_symbol": "TZA",5798 "delisted": false,5799 "group": "leveraged_inverse",5800 "adv_tercile": "mid",5801 "vol_tercile": "high",5802 "stratum": "etf|mid|high",5803 "role": "heldout_instrument"5804 },5805 {5806 "instrument_id": "firstrate:stock:UAL",5807 "symbol": "UAL",5808 "name": "United Continental Holdings",5809 "asset_class": "stock",5810 "status": "active",5811 "first_date": "2010-10-01",5812 "last_date": "2026-10-30",5813 "currency": "USD",5814 "adv_usd": 246439950.1,5815 "daily_vol": 0.009981332824659246,5816 "n_days": 20,5817 "last_close": 67.4,5818 "coverage": 0.9984152144237228,5819 "sessions_present": 2011.0,5820 "base_symbol": "UAL",5821 "delisted": false,5822 "group": "transport_utilities",5823 "adv_tercile": "high",5824 "vol_tercile": "mid",5825 "stratum": "stock|high|mid",5826 "role": "heldout_instrument"5827 },5828 {5829 "instrument_id": "firstrate:etf:UDOW",5830 "symbol": "UDOW",5831 "name": "ProShares Ultrapro Dow30",5832 "asset_class": "etf",5833 "status": "active",5834 "first_date": "2010-02-11",5835 "last_date": "2026-10-30",5836 "currency": "USD",5837 "adv_usd": 54602355.3,5838 "daily_vol": 0.009593268174797769,5839 "n_days": 20,5840 "last_close": 94.29,5841 "coverage": 0.9498674310480005,5842 "sessions_present": 2011.0,5843 "base_symbol": "UDOW",5844 "delisted": false,5845 "group": "leveraged_inverse",5846 "adv_tercile": "mid",5847 "vol_tercile": "high",5848 "stratum": "etf|mid|high",5849 "role": "heldout_instrument"5850 },5851 {5852 "instrument_id": "firstrate:stock:UE",5853 "symbol": "UE",5854 "name": "Urban Edge Properties",5855 "asset_class": "stock",5856 "status": "active",5857 "first_date": "2015-01-16",5858 "last_date": "2026-10-30",5859 "currency": "USD",5860 "adv_usd": 12338546.0515,5861 "daily_vol": 0.012933163368704363,5862 "n_days": 20,5863 "last_close": 25.49,5864 "coverage": 0.8414736813973251,5865 "sessions_present": 2011.0,5866 "base_symbol": "UE",5867 "delisted": false,5868 "group": "finance_insurance_realestate",5869 "adv_tercile": "low",5870 "vol_tercile": "mid",5871 "stratum": "stock|low|mid",5872 "role": "heldout_instrument"5873 },5874 {5875 "instrument_id": "firstrate:stock:UNFI",5876 "symbol": "UNFI",5877 "name": "United Natural Foods",5878 "asset_class": "stock",5879 "status": "active",5880 "first_date": "2000-01-03",5881 "last_date": "2026-10-30",5882 "currency": "USD",5883 "adv_usd": 49288221.2,5884 "daily_vol": 0.028082726882199233,5885 "n_days": 20,5886 "last_close": 49.27,5887 "coverage": 0.8034946049596878,5888 "sessions_present": 2011.0,5889 "base_symbol": "UNFI",5890 "delisted": false,5891 "group": "wholesale",5892 "adv_tercile": "mid",5893 "vol_tercile": "high",5894 "stratum": "stock|mid|high",5895 "role": "pooled"5896 },5897 {5898 "instrument_id": "firstrate:etf:UPRO",5899 "symbol": "UPRO",5900 "name": "ProShares Ultrapro S&P500",5901 "asset_class": "etf",5902 "status": "active",5903 "first_date": "2009-06-25",5904 "last_date": "2026-10-30",5905 "currency": "USD",5906 "adv_usd": 177151831.3,5907 "daily_vol": 0.010242374025030303,5908 "n_days": 20,5909 "last_close": 140.15,5910 "coverage": 0.9940201017167727,5911 "sessions_present": 2011.0,5912 "base_symbol": "UPRO",5913 "delisted": false,5914 "group": "leveraged_inverse",5915 "adv_tercile": "high",5916 "vol_tercile": "high",5917 "stratum": "etf|high|high",5918 "role": "pooled"5919 },5920 {5921 "instrument_id": "firstrate:stock:URBN",5922 "symbol": "URBN",5923 "name": "Urban Outfitters",5924 "asset_class": "stock",5925 "status": "active",5926 "first_date": "2000-01-03",5927 "last_date": "2026-10-30",5928 "currency": "USD",5929 "adv_usd": 93839079.95,5930 "daily_vol": 0.016802096060468643,5931 "n_days": 20,5932 "last_close": 35.06,5933 "coverage": 0.9766298027362638,5934 "sessions_present": 2011.0,5935 "base_symbol": "URBN",5936 "delisted": false,5937 "group": "retail",5938 "adv_tercile": "mid",5939 "vol_tercile": "high",5940 "stratum": "stock|mid|high",5941 "role": "pooled"5942 },5943 {5944 "instrument_id": "firstrate:stock:USFD",5945 "symbol": "USFD",5946 "name": "Us Foods Holding",5947 "asset_class": "stock",5948 "status": "active",5949 "first_date": "2016-05-26",5950 "last_date": "2026-10-30",5951 "currency": "USD",5952 "adv_usd": 95123494.65,5953 "daily_vol": 0.010646422338482496,5954 "n_days": 20,5955 "last_close": 31.93,5956 "coverage": 0.9593837992808019,5957 "sessions_present": 2011.0,5958 "base_symbol": "USFD",5959 "delisted": false,5960 "group": "wholesale",5961 "adv_tercile": "mid",5962 "vol_tercile": "mid",5963 "stratum": "stock|mid|mid",5964 "role": "pooled"5965 },5966 {5967 "instrument_id": "firstrate:etf:USMV",5968 "symbol": "USMV",5969 "name": "iShares Edge MSCI Min Vol Usa",5970 "asset_class": "etf",5971 "status": "active",5972 "first_date": "2011-10-20",5973 "last_date": "2026-10-30",5974 "currency": "USD",5975 "adv_usd": 60621975.45,5976 "daily_vol": 0.003531681321119317,5977 "n_days": 20,5978 "last_close": 52.78,5979 "coverage": 0.9871092923660054,5980 "sessions_present": 2011.0,5981 "base_symbol": "USMV",5982 "delisted": false,5983 "group": "other",5984 "adv_tercile": "mid",5985 "vol_tercile": "low",5986 "stratum": "etf|mid|low",5987 "role": "pooled"5988 },5989 {5990 "instrument_id": "firstrate:stock:VALE",5991 "symbol": "VALE",5992 "name": "Vale S.A. American Depositary Shares Each Representing One Common Share",5993 "asset_class": "stock",5994 "status": "active",5995 "first_date": "2013-02-11",5996 "last_date": "2026-10-30",5997 "currency": "USD",5998 "adv_usd": 253627961.55,5999 "daily_vol": 0.017823685187243633,6000 "n_days": 20,6001 "last_close": 12.23,6002 "coverage": 0.9987294941758943,6003 "sessions_present": 2011.0,6004 "base_symbol": "VALE",6005 "delisted": false,6006 "group": "mining",6007 "adv_tercile": "high",6008 "vol_tercile": "high",6009 "stratum": "stock|high|high",6010 "role": "pooled"6011 },6012 {6013 "instrument_id": "firstrate:etf:VDE",6014 "symbol": "VDE",6015 "name": "Vanguard Energy ETF",6016 "asset_class": "etf",6017 "status": "active",6018 "first_date": "2004-10-01",6019 "last_date": "2026-10-30",6020 "currency": "USD",6021 "adv_usd": 20567640.35,6022 "daily_vol": 0.008896890102815101,6023 "n_days": 20,6024 "last_close": 98.95,6025 "coverage": 0.8361300516400172,6026 "sessions_present": 2011.0,6027 "base_symbol": "VDE",6028 "delisted": false,6029 "group": "sector",6030 "adv_tercile": "low",6031 "vol_tercile": "high",6032 "stratum": "etf|low|high",6033 "role": "pooled"6034 },6035 {6036 "instrument_id": "firstrate:etf:VEA",6037 "symbol": "VEA",6038 "name": "Vanguard Europe Pacific ETF",6039 "asset_class": "etf",6040 "status": "active",6041 "first_date": "2007-07-26",6042 "last_date": "2026-10-30",6043 "currency": "USD",6044 "adv_usd": 346271033.9,6045 "daily_vol": 0.004214123698958829,6046 "n_days": 20,6047 "last_close": 44.86,6048 "coverage": 0.9994762144769386,6049 "sessions_present": 2011.0,6050 "base_symbol": "VEA",6051 "delisted": false,6052 "group": "international",6053 "adv_tercile": "high",6054 "vol_tercile": "low",6055 "stratum": "etf|high|low",6056 "role": "heldout_instrument"6057 },6058 {6059 "instrument_id": "firstrate:etf:VEU",6060 "symbol": "VEU",6061 "name": "Vanguard FTSE Aw Ex-Us ETF",6062 "asset_class": "etf",6063 "status": "active",6064 "first_date": "2007-03-08",6065 "last_date": "2026-10-30",6066 "currency": "USD",6067 "adv_usd": 107259999.75,6068 "daily_vol": 0.004254585639919588,6069 "n_days": 20,6070 "last_close": 54.72,6071 "coverage": 0.9768048258547396,6072 "sessions_present": 2011.0,6073 "base_symbol": "VEU",6074 "delisted": false,6075 "group": "other",6076 "adv_tercile": "mid",6077 "vol_tercile": "mid",6078 "stratum": "etf|mid|mid",6079 "role": "pooled"6080 },6081 {6082 "instrument_id": "firstrate:etf:VFH",6083 "symbol": "VFH",6084 "name": "Vanguard Financials ETF",6085 "asset_class": "etf",6086 "status": "active",6087 "first_date": "2004-01-30",6088 "last_date": "2026-10-30",6089 "currency": "USD",6090 "adv_usd": 50937968.2,6091 "daily_vol": 0.007604659474278419,6092 "n_days": 20,6093 "last_close": 70.04,6094 "coverage": 0.8200868845909624,6095 "sessions_present": 2011.0,6096 "base_symbol": "VFH",6097 "delisted": false,6098 "group": "sector",6099 "adv_tercile": "mid",6100 "vol_tercile": "mid",6101 "stratum": "etf|mid|mid",6102 "role": "pooled"6103 },6104 {6105 "instrument_id": "firstrate:etf:VGK",6106 "symbol": "VGK",6107 "name": "Vanguard European ETF",6108 "asset_class": "etf",6109 "status": "active",6110 "first_date": "2005-03-10",6111 "last_date": "2026-10-30",6112 "currency": "USD",6113 "adv_usd": 177976585.65,6114 "daily_vol": 0.004309042226934122,6115 "n_days": 20,6116 "last_close": 59.15,6117 "coverage": 0.9863625359006694,6118 "sessions_present": 2011.0,6119 "base_symbol": "VGK",6120 "delisted": false,6121 "group": "international",6122 "adv_tercile": "high",6123 "vol_tercile": "mid",6124 "stratum": "etf|high|mid",6125 "role": "pooled"6126 },6127 {6128 "instrument_id": "firstrate:stock:VIAV",6129 "symbol": "VIAV",6130 "name": "Viavi Solutions",6131 "asset_class": "stock",6132 "status": "active",6133 "first_date": "2000-03-13",6134 "last_date": "2026-10-30",6135 "currency": "USD",6136 "adv_usd": 17754211.75,6137 "daily_vol": 0.013003792277193236,6138 "n_days": 20,6139 "last_close": 8.74,6140 "coverage": 0.9362331011873093,6141 "sessions_present": 2011.0,6142 "base_symbol": "VIAV",6143 "delisted": false,6144 "group": "manufacturing",6145 "adv_tercile": "low",6146 "vol_tercile": "mid",6147 "stratum": "stock|low|mid",6148 "role": "pooled"6149 },6150 {6151 "instrument_id": "firstrate:etf:VIG",6152 "symbol": "VIG",6153 "name": "Vanguard Dividend Apprec ETF",6154 "asset_class": "etf",6155 "status": "active",6156 "first_date": "2006-04-27",6157 "last_date": "2026-10-30",6158 "currency": "USD",6159 "adv_usd": 65995150.195499994,6160 "daily_vol": 0.003964848641267772,6161 "n_days": 20,6162 "last_close": 102.03,6163 "coverage": 0.9632476284014845,6164 "sessions_present": 2011.0,6165 "base_symbol": "VIG",6166 "delisted": false,6167 "group": "broad_equity",6168 "adv_tercile": "mid",6169 "vol_tercile": "low",6170 "stratum": "etf|mid|low",6171 "role": "pooled"6172 },6173 {6174 "instrument_id": "firstrate:stock:VIV",6175 "symbol": "VIV",6176 "name": "Telefonica Brasil S.A.",6177 "asset_class": "stock",6178 "status": "active",6179 "first_date": "2006-04-03",6180 "last_date": "2026-10-30",6181 "currency": "USD",6182 "adv_usd": 19760435.8,6183 "daily_vol": 0.011345775592988822,6184 "n_days": 20,6185 "last_close": 14.83,6186 "coverage": 0.884275477130422,6187 "sessions_present": 2010.0,6188 "base_symbol": "VIV",6189 "delisted": false,6190 "group": "unknown",6191 "adv_tercile": "low",6192 "vol_tercile": "mid",6193 "stratum": "stock|low|mid",6194 "role": "pooled"6195 },6196 {6197 "instrument_id": "firstrate:etf:VMBS",6198 "symbol": "VMBS",6199 "name": "Vanguard Mortgage-Backed Securities ETF",6200 "asset_class": "etf",6201 "status": "active",6202 "first_date": "2009-11-23",6203 "last_date": "2026-10-30",6204 "currency": "USD",6205 "adv_usd": 23956926.45,6206 "daily_vol": 0.00124436277241102,6207 "n_days": 20,6208 "last_close": 52.44,6209 "coverage": 0.8191252820942857,6210 "sessions_present": 2011.0,6211 "base_symbol": "VMBS",6212 "delisted": false,6213 "group": "other",6214 "adv_tercile": "low",6215 "vol_tercile": "low",6216 "stratum": "etf|low|low",6217 "role": "heldout_instrument"6218 },6219 {6220 "instrument_id": "firstrate:stock:VMC",6221 "symbol": "VMC",6222 "name": "Vulcan Materials",6223 "asset_class": "stock",6224 "status": "active",6225 "first_date": "2007-11-19",6226 "last_date": "2026-10-30",6227 "currency": "USD",6228 "adv_usd": 157641001.6,6229 "daily_vol": 0.018791890289143687,6230 "n_days": 20,6231 "last_close": 128.37,6232 "coverage": 0.8723766113685911,6233 "sessions_present": 2011.0,6234 "base_symbol": "VMC",6235 "delisted": false,6236 "group": "mining",6237 "adv_tercile": "high",6238 "vol_tercile": "high",6239 "stratum": "stock|high|high",6240 "role": "heldout_instrument"6241 },6242 {6243 "instrument_id": "firstrate:etf:VNQ",6244 "symbol": "VNQ",6245 "name": "Vanguard Reit ETF",6246 "asset_class": "etf",6247 "status": "active",6248 "first_date": "2004-09-29",6249 "last_date": "2026-10-30",6250 "currency": "USD",6251 "adv_usd": 382615738.2,6252 "daily_vol": 0.008485953796024405,6253 "n_days": 20,6254 "last_close": 82.98,6255 "coverage": 0.9995447036185888,6256 "sessions_present": 2011.0,6257 "base_symbol": "VNQ",6258 "delisted": false,6259 "group": "other",6260 "adv_tercile": "high",6261 "vol_tercile": "mid",6262 "stratum": "etf|high|mid",6263 "role": "pooled"6264 },6265 {6266 "instrument_id": "firstrate:etf:VTEB",6267 "symbol": "VTEB",6268 "name": "Vanguard Tax-Exempt Bond Index ETF",6269 "asset_class": "etf",6270 "status": "active",6271 "first_date": "2015-08-25",6272 "last_date": "2026-10-30",6273 "currency": "USD",6274 "adv_usd": 21654223.0,6275 "daily_vol": 0.0025430229695637793,6276 "n_days": 20,6277 "last_close": 51.68,6278 "coverage": 0.8476197726844004,6279 "sessions_present": 2011.0,6280 "base_symbol": "VTEB",6281 "delisted": false,6282 "group": "fixed_income",6283 "adv_tercile": "low",6284 "vol_tercile": "low",6285 "stratum": "etf|low|low",6286 "role": "pooled"6287 },6288 {6289 "instrument_id": "firstrate:stock:VTR",6290 "symbol": "VTR",6291 "name": "Ventas Inc",6292 "asset_class": "stock",6293 "status": "active",6294 "first_date": "2000-01-03",6295 "last_date": "2026-10-30",6296 "currency": "USD",6297 "adv_usd": 112538770.65,6298 "daily_vol": 0.013572101443535435,6299 "n_days": 20,6300 "last_close": 60.01,6301 "coverage": 0.9849753580432167,6302 "sessions_present": 2011.0,6303 "base_symbol": "VTR",6304 "delisted": false,6305 "group": "finance_insurance_realestate",6306 "adv_tercile": "mid",6307 "vol_tercile": "mid",6308 "stratum": "stock|mid|mid",6309 "role": "pooled"6310 },6311 {6312 "instrument_id": "firstrate:etf:VWO",6313 "symbol": "VWO",6314 "name": "Vanguard MSCI Emerging Markets ETF",6315 "asset_class": "etf",6316 "status": "active",6317 "first_date": "2005-03-10",6318 "last_date": "2026-10-30",6319 "currency": "USD",6320 "adv_usd": 479983233.55,6321 "daily_vol": 0.006359684228169341,6322 "n_days": 20,6323 "last_close": 45.91,6324 "coverage": 0.9995854005018434,6325 "sessions_present": 2011.0,6326 "base_symbol": "VWO",6327 "delisted": false,6328 "group": "international",6329 "adv_tercile": "high",6330 "vol_tercile": "mid",6331 "stratum": "etf|high|mid",6332 "role": "pooled"6333 },6334 {6335 "instrument_id": "firstrate:etf:VXX",6336 "symbol": "VXX",6337 "name": "iPath S&P 500 VIX Short-Term Futures",6338 "asset_class": "etf",6339 "status": "active",6340 "first_date": "2009-03-02",6341 "last_date": "2026-10-30",6342 "currency": "USD",6343 "adv_usd": 1029305797.0780001,6344 "daily_vol": 0.015010028031454159,6345 "n_days": 20,6346 "last_close": 27.92,6347 "coverage": 0.887103591065373,6348 "sessions_present": 2001.0,6349 "base_symbol": "VXX",6350 "delisted": false,6351 "group": "volatility_alt",6352 "adv_tercile": "high",6353 "vol_tercile": "high",6354 "stratum": "etf|high|high",6355 "role": "pooled"6356 },6357 {6358 "instrument_id": "firstrate:stock:VZ",6359 "symbol": "VZ",6360 "name": "Verizon Communications",6361 "asset_class": "stock",6362 "status": "active",6363 "first_date": "2000-07-03",6364 "last_date": "2026-10-30",6365 "currency": "USD",6366 "adv_usd": 798201697.6,6367 "daily_vol": 0.010172420604989865,6368 "n_days": 20,6369 "last_close": 52.93,6370 "coverage": 0.9995586931722076,6371 "sessions_present": 2011.0,6372 "base_symbol": "VZ",6373 "delisted": false,6374 "group": "transport_utilities",6375 "adv_tercile": "high",6376 "vol_tercile": "mid",6377 "stratum": "stock|high|mid",6378 "role": "pooled"6379 },6380 {6381 "instrument_id": "firstrate:stock:W",6382 "symbol": "W",6383 "name": "Wayfair",6384 "asset_class": "stock",6385 "status": "active",6386 "first_date": "2014-10-02",6387 "last_date": "2026-10-30",6388 "currency": "USD",6389 "adv_usd": 106013172.15,6390 "daily_vol": 0.02261574750340387,6391 "n_days": 20,6392 "last_close": 80.27,6393 "coverage": 0.9775976676828371,6394 "sessions_present": 2011.0,6395 "base_symbol": "W",6396 "delisted": false,6397 "group": "retail",6398 "adv_tercile": "mid",6399 "vol_tercile": "high",6400 "stratum": "stock|mid|high",6401 "role": "heldout_instrument"6402 },6403 {6404 "instrument_id": "firstrate:stock:WAB",6405 "symbol": "WAB",6406 "name": "Wabtec Corporation",6407 "asset_class": "stock",6408 "status": "active",6409 "first_date": "2000-01-03",6410 "last_date": "2026-10-30",6411 "currency": "USD",6412 "adv_usd": 43720881.75,6413 "daily_vol": 0.012751493321426322,6414 "n_days": 20,6415 "last_close": 81.43,6416 "coverage": 0.8910432325968339,6417 "sessions_present": 2011.0,6418 "base_symbol": "WAB",6419 "delisted": false,6420 "group": "manufacturing",6421 "adv_tercile": "mid",6422 "vol_tercile": "mid",6423 "stratum": "stock|mid|mid",6424 "role": "pooled"6425 },6426 {6427 "instrument_id": "firstrate:stock:WDAY",6428 "symbol": "WDAY",6429 "name": "Workday",6430 "asset_class": "stock",6431 "status": "active",6432 "first_date": "2012-12-10",6433 "last_date": "2026-10-30",6434 "currency": "USD",6435 "adv_usd": 248294197.45,6436 "daily_vol": 0.016586101166015145,6437 "n_days": 20,6438 "last_close": 101.74,6439 "coverage": 0.9752721831601323,6440 "sessions_present": 2011.0,6441 "base_symbol": "WDAY",6442 "delisted": false,6443 "group": "services",6444 "adv_tercile": "high",6445 "vol_tercile": "high",6446 "stratum": "stock|high|high",6447 "role": "pooled"6448 },6449 {6450 "instrument_id": "firstrate:stock:WEN",6451 "symbol": "WEN",6452 "name": "The Wendy's Company",6453 "asset_class": "stock",6454 "status": "active",6455 "first_date": "2000-01-03",6456 "last_date": "2026-10-30",6457 "currency": "USD",6458 "adv_usd": 61074449.5,6459 "daily_vol": 0.015624935777798384,6460 "n_days": 20,6461 "last_close": 16.42,6462 "coverage": 0.9866877011047305,6463 "sessions_present": 2011.0,6464 "base_symbol": "WEN",6465 "delisted": false,6466 "group": "retail",6467 "adv_tercile": "mid",6468 "vol_tercile": "mid",6469 "stratum": "stock|mid|mid",6470 "role": "pooled"6471 },6472 {6473 "instrument_id": "firstrate:stock:WERN",6474 "symbol": "WERN",6475 "name": "Werner Enterprises",6476 "asset_class": "stock",6477 "status": "active",6478 "first_date": "2000-01-03",6479 "last_date": "2026-10-30",6480 "currency": "USD",6481 "adv_usd": 21264596.25,6482 "daily_vol": 0.013537411266351794,6483 "n_days": 20,6484 "last_close": 38.65,6485 "coverage": 0.8288400898246273,6486 "sessions_present": 2011.0,6487 "base_symbol": "WERN",6488 "delisted": false,6489 "group": "transport_utilities",6490 "adv_tercile": "low",6491 "vol_tercile": "mid",6492 "stratum": "stock|low|mid",6493 "role": "pooled"6494 },6495 {6496 "instrument_id": "firstrate:stock:WES",6497 "symbol": "WES",6498 "name": "Western Midstream Partners Lp",6499 "asset_class": "stock",6500 "status": "active",6501 "first_date": "2012-12-07",6502 "last_date": "2026-10-30",6503 "currency": "USD",6504 "adv_usd": 24754933.307000004,6505 "daily_vol": 0.013374308015807095,6506 "n_days": 20,6507 "last_close": 48.09,6508 "coverage": 0.8307749035557099,6509 "sessions_present": 2011.0,6510 "base_symbol": "WES",6511 "delisted": false,6512 "group": "transport_utilities",6513 "adv_tercile": "low",6514 "vol_tercile": "mid",6515 "stratum": "stock|low|mid",6516 "role": "pooled"6517 },6518 {6519 "instrument_id": "firstrate:stock:WIT",6520 "symbol": "WIT",6521 "name": "Wipro Limited",6522 "asset_class": "stock",6523 "status": "active",6524 "first_date": "2013-02-11",6525 "last_date": "2026-10-30",6526 "currency": "USD",6527 "adv_usd": 6440988.499500001,6528 "daily_vol": 0.012076133551336982,6529 "n_days": 20,6530 "last_close": 5.47,6531 "coverage": 0.8986067290620849,6532 "sessions_present": 2011.0,6533 "base_symbol": "WIT",6534 "delisted": false,6535 "group": "services",6536 "adv_tercile": "low",6537 "vol_tercile": "mid",6538 "stratum": "stock|low|mid",6539 "role": "pooled"6540 },6541 {6542 "instrument_id": "firstrate:stock:WMT",6543 "symbol": "WMT",6544 "name": "Walmart",6545 "asset_class": "stock",6546 "status": "active",6547 "first_date": "2000-01-03",6548 "last_date": "2026-10-30",6549 "currency": "USD",6550 "adv_usd": 815507275.7,6551 "daily_vol": 0.006046096304844562,6552 "n_days": 20,6553 "last_close": 98.75,6554 "coverage": 0.9996388151611152,6555 "sessions_present": 2011.0,6556 "base_symbol": "WMT",6557 "delisted": false,6558 "group": "retail",6559 "adv_tercile": "high",6560 "vol_tercile": "low",6561 "stratum": "stock|high|low",6562 "role": "heldout_instrument"6563 },6564 {6565 "instrument_id": "firstrate:stock:WRB",6566 "symbol": "WRB",6567 "name": "W. R. Berkley Corporation",6568 "asset_class": "stock",6569 "status": "active",6570 "first_date": "2007-04-27",6571 "last_date": "2026-10-30",6572 "currency": "USD",6573 "adv_usd": 31362233.75,6574 "daily_vol": 0.006261577856958296,6575 "n_days": 20,6576 "last_close": 71.65,6577 "coverage": 0.8714719857139475,6578 "sessions_present": 2011.0,6579 "base_symbol": "WRB",6580 "delisted": false,6581 "group": "finance_insurance_realestate",6582 "adv_tercile": "low",6583 "vol_tercile": "low",6584 "stratum": "stock|low|low",6585 "role": "heldout_instrument"6586 },6587 {6588 "instrument_id": "firstrate:stock:WTRG",6589 "symbol": "WTRG",6590 "name": "Essential Utilities",6591 "asset_class": "stock",6592 "status": "active",6593 "first_date": "2007-04-27",6594 "last_date": "2026-10-30",6595 "currency": "USD",6596 "adv_usd": 25118816.45,6597 "daily_vol": 0.009227623200193463,6598 "n_days": 20,6599 "last_close": 39.23,6600 "coverage": 0.9228081384677218,6601 "sessions_present": 2011.0,6602 "base_symbol": "WTRG",6603 "delisted": false,6604 "group": "transport_utilities",6605 "adv_tercile": "low",6606 "vol_tercile": "low",6607 "stratum": "stock|low|low",6608 "role": "pooled"6609 },6610 {6611 "instrument_id": "firstrate:stock:WU",6612 "symbol": "WU",6613 "name": "Western Union Co",6614 "asset_class": "stock",6615 "status": "active",6616 "first_date": "2006-10-02",6617 "last_date": "2026-10-30",6618 "currency": "USD",6619 "adv_usd": 92916517.15,6620 "daily_vol": 0.00700508308879111,6621 "n_days": 20,6622 "last_close": 19.01,6623 "coverage": 0.9927956390637545,6624 "sessions_present": 2011.0,6625 "base_symbol": "WU",6626 "delisted": false,6627 "group": "services",6628 "adv_tercile": "mid",6629 "vol_tercile": "low",6630 "stratum": "stock|mid|low",6631 "role": "pooled"6632 },6633 {6634 "instrument_id": "firstrate:stock:WWW",6635 "symbol": "WWW",6636 "name": "Wolverine World Wide",6637 "asset_class": "stock",6638 "status": "active",6639 "first_date": "2000-01-03",6640 "last_date": "2026-10-30",6641 "currency": "USD",6642 "adv_usd": 24318141.8,6643 "daily_vol": 0.015671845619389023,6644 "n_days": 20,6645 "last_close": 31.88,6646 "coverage": 0.8464409855321676,6647 "sessions_present": 2011.0,6648 "base_symbol": "WWW",6649 "delisted": false,6650 "group": "manufacturing",6651 "adv_tercile": "low",6652 "vol_tercile": "mid",6653 "stratum": "stock|low|mid",6654 "role": "pooled"6655 },6656 {6657 "instrument_id": "firstrate:stock:WY",6658 "symbol": "WY",6659 "name": "Weyerhaeuser",6660 "asset_class": "stock",6661 "status": "active",6662 "first_date": "2000-01-03",6663 "last_date": "2026-10-30",6664 "currency": "USD",6665 "adv_usd": 91493253.0,6666 "daily_vol": 0.006053052385881329,6667 "n_days": 20,6668 "last_close": 35.26,6669 "coverage": 0.9953549799806232,6670 "sessions_present": 2011.0,6671 "base_symbol": "WY",6672 "delisted": false,6673 "group": "finance_insurance_realestate",6674 "adv_tercile": "mid",6675 "vol_tercile": "low",6676 "stratum": "stock|mid|low",6677 "role": "pooled"6678 },6679 {6680 "instrument_id": "firstrate:etf:XBI",6681 "symbol": "XBI",6682 "name": "SPDR Series Trust SPDR S&P Bio",6683 "asset_class": "etf",6684 "status": "active",6685 "first_date": "2006-02-06",6686 "last_date": "2026-10-30",6687 "currency": "USD",6688 "adv_usd": 334579917.95,6689 "daily_vol": 0.014724673109845675,6690 "n_days": 20,6691 "last_close": 84.87,6692 "coverage": 0.9989927521394479,6693 "sessions_present": 2011.0,6694 "base_symbol": "XBI",6695 "delisted": false,6696 "group": "broad_equity",6697 "adv_tercile": "high",6698 "vol_tercile": "high",6699 "stratum": "etf|high|high",6700 "role": "pooled"6701 },6702 {6703 "instrument_id": "firstrate:etf:XLP",6704 "symbol": "XLP",6705 "name": "Consumer Staples Select Sector SPDR",6706 "asset_class": "etf",6707 "status": "active",6708 "first_date": "2000-01-03",6709 "last_date": "2026-10-30",6710 "currency": "USD",6711 "adv_usd": 617780573.4,6712 "daily_vol": 0.004121471705341277,6713 "n_days": 20,6714 "last_close": 56.89,6715 "coverage": 0.9997329267036414,6716 "sessions_present": 2011.0,6717 "base_symbol": "XLP",6718 "delisted": false,6719 "group": "sector",6720 "adv_tercile": "high",6721 "vol_tercile": "low",6722 "stratum": "etf|high|low",6723 "role": "pooled"6724 },6725 {6726 "instrument_id": "firstrate:etf:XLRE",6727 "symbol": "XLRE",6728 "name": "Real Estate Select Sector SPDR Fund",6729 "asset_class": "etf",6730 "status": "active",6731 "first_date": "2015-10-08",6732 "last_date": "2026-10-30",6733 "currency": "USD",6734 "adv_usd": 52897835.65,6735 "daily_vol": 0.007107505132718536,6736 "n_days": 20,6737 "last_close": 32.94,6738 "coverage": 0.9876856728243868,6739 "sessions_present": 2011.0,6740 "base_symbol": "XLRE",6741 "delisted": false,6742 "group": "sector",6743 "adv_tercile": "mid",6744 "vol_tercile": "mid",6745 "stratum": "etf|mid|mid",6746 "role": "heldout_instrument"6747 },6748 {6749 "instrument_id": "firstrate:etf:XLU",6750 "symbol": "XLU",6751 "name": "Utilities Select Sector SPDR",6752 "asset_class": "etf",6753 "status": "active",6754 "first_date": "2000-01-03",6755 "last_date": "2026-10-30",6756 "currency": "USD",6757 "adv_usd": 767897438.2,6758 "daily_vol": 0.007828674472784711,6759 "n_days": 20,6760 "last_close": 52.68,6761 "coverage": 0.9997850695853115,6762 "sessions_present": 2011.0,6763 "base_symbol": "XLU",6764 "delisted": false,6765 "group": "sector",6766 "adv_tercile": "high",6767 "vol_tercile": "mid",6768 "stratum": "etf|high|mid",6769 "role": "pooled"6770 },6771 {6772 "instrument_id": "firstrate:etf:XME",6773 "symbol": "XME",6774 "name": "SPDR S&P Metals & Mining",6775 "asset_class": "etf",6776 "status": "active",6777 "first_date": "2006-06-22",6778 "last_date": "2026-10-30",6779 "currency": "USD",6780 "adv_usd": 114230119.35,6781 "daily_vol": 0.011137429600206587,6782 "n_days": 20,6783 "last_close": 36.37,6784 "coverage": 0.9892158081280825,6785 "sessions_present": 2011.0,6786 "base_symbol": "XME",6787 "delisted": false,6788 "group": "commodity",6789 "adv_tercile": "mid",6790 "vol_tercile": "high",6791 "stratum": "etf|mid|high",6792 "role": "pooled"6793 },6794 {6795 "instrument_id": "firstrate:stock:XPO",6796 "symbol": "XPO",6797 "name": "Xpo Logistics",6798 "asset_class": "stock",6799 "status": "active",6800 "first_date": "2006-06-06",6801 "last_date": "2026-10-30",6802 "currency": "USD",6803 "adv_usd": 170552614.01,6804 "daily_vol": 0.033207274179418676,6805 "n_days": 20,6806 "last_close": 91.59,6807 "coverage": 0.9436570456771463,6808 "sessions_present": 2011.0,6809 "base_symbol": "XPO",6810 "delisted": false,6811 "group": "transport_utilities",6812 "adv_tercile": "high",6813 "vol_tercile": "high",6814 "stratum": "stock|high|high",6815 "role": "pooled"6816 },6817 {6818 "instrument_id": "firstrate:etf:XRT",6819 "symbol": "XRT",6820 "name": "SPDR S&P Retail",6821 "asset_class": "etf",6822 "status": "active",6823 "first_date": "2006-06-22",6824 "last_date": "2026-10-30",6825 "currency": "USD",6826 "adv_usd": 287620611.05,6827 "daily_vol": 0.012106381125493776,6828 "n_days": 20,6829 "last_close": 45.18,6830 "coverage": 0.9979381109742406,6831 "sessions_present": 2011.0,6832 "base_symbol": "XRT",6833 "delisted": false,6834 "group": "sector",6835 "adv_tercile": "high",6836 "vol_tercile": "high",6837 "stratum": "etf|high|high",6838 "role": "heldout_instrument"6839 },6840 {6841 "instrument_id": "firstrate:stock:XYL",6842 "symbol": "XYL",6843 "name": "Xylem",6844 "asset_class": "stock",6845 "status": "active",6846 "first_date": "2011-10-13",6847 "last_date": "2026-10-30",6848 "currency": "USD",6849 "adv_usd": 53832802.35,6850 "daily_vol": 0.007026297262060427,6851 "n_days": 20,6852 "last_close": 68.2,6853 "coverage": 0.9248549891753945,6854 "sessions_present": 2011.0,6855 "base_symbol": "XYL",6856 "delisted": false,6857 "group": "manufacturing",6858 "adv_tercile": "mid",6859 "vol_tercile": "low",6860 "stratum": "stock|mid|low",6861 "role": "pooled"6862 },6863 {6864 "instrument_id": "firstrate:stock:YUM",6865 "symbol": "YUM",6866 "name": "Yum! Brands Inc",6867 "asset_class": "stock",6868 "status": "active",6869 "first_date": "2000-01-03",6870 "last_date": "2026-10-30",6871 "currency": "USD",6872 "adv_usd": 135605211.05,6873 "daily_vol": 0.005564552292746656,6874 "n_days": 20,6875 "last_close": 81.61,6876 "coverage": 0.9747417313525806,6877 "sessions_present": 2011.0,6878 "base_symbol": "YUM",6879 "delisted": false,6880 "group": "retail",6881 "adv_tercile": "high",6882 "vol_tercile": "low",6883 "stratum": "stock|high|low",6884 "role": "heldout_instrument"6885 },6886 {6887 "instrument_id": "firstrate:stock:ZION",6888 "symbol": "ZION",6889 "name": "Zions Bancorp",6890 "asset_class": "stock",6891 "status": "active",6892 "first_date": "2000-01-03",6893 "last_date": "2026-10-30",6894 "currency": "USD",6895 "adv_usd": 109101602.05,6896 "daily_vol": 0.014712701480487932,6897 "n_days": 20,6898 "last_close": 50.83,6899 "coverage": 0.979266071129581,6900 "sessions_present": 2011.0,6901 "base_symbol": "ZION",6902 "delisted": false,6903 "group": "finance_insurance_realestate",6904 "adv_tercile": "mid",6905 "vol_tercile": "mid",6906 "stratum": "stock|mid|mid",6907 "role": "pooled"6908 },6909 {6910 "instrument_id": "firstrate:stock:ZTO",6911 "symbol": "ZTO",6912 "name": "Zto Express",6913 "asset_class": "stock",6914 "status": "active",6915 "first_date": "2016-10-27",6916 "last_date": "2026-10-30",6917 "currency": "USD",6918 "adv_usd": 62828874.2,6919 "daily_vol": 0.02066463913194877,6920 "n_days": 20,6921 "last_close": 15.85,6922 "coverage": 0.9617252744479489,6923 "sessions_present": 2011.0,6924 "base_symbol": "ZTO",6925 "delisted": false,6926 "group": "transport_utilities",6927 "adv_tercile": "mid",6928 "vol_tercile": "high",6929 "stratum": "stock|mid|high",6930 "role": "pooled"6931 }6932 ],6933 "pilot_symbols": [6934 "CHD",6935 "CNDT",6936 "CVE",6937 "D",6938 "DLR",6939 "GLD",6940 "HSBC",6941 "IEF",6942 "IRBT",6943 "NTNX",6944 "PK",6945 "RCI",6946 "SABR",6947 "SBUX",6948 "SDS",6949 "SHEL",6950 "TNA",6951 "VIG",6952 "VZ",6953 "ZTO"6954 ],6955 "feasibility_symbols": [6956 "ADP",6957 "ALK",6958 "AU",6959 "AXTA",6960 "BCE",6961 "BLMN",6962 "CHD",6963 "CI",6964 "CMCSA",6965 "CNDT",6966 "CPRT",6967 "CVE",6968 "CX",6969 "D",6970 "DLR",6971 "EMN",6972 "EWT",6973 "FLR",6974 "FSLR",6975 "GEO",6976 "GLD",6977 "GLNG",6978 "HSBC",6979 "HXL",6980 "IEF",6981 "IRBT",6982 "LEN",6983 "MRSH",6984 "NRG",6985 "NTNX",6986 "OKE",6987 "PEP",6988 "PFG",6989 "PK",6990 "PWR",6991 "RCI",6992 "SABR",6993 "SBUX",6994 "SDS",6995 "SHEL",6996 "SMFG",6997 "SRPT",6998 "TIP",6999 "TNA",7000 "VIG",7001 "VTR",7002 "VZ",7003 "WAB",7004 "XPO",7005 "ZTO"7006 ],7007 "sha256": "cca67e2940b8a4a04216b06b7c78cf6fa2b3f536ef1eb62f3b006083be2d6515"7008}