{"type":"system","subtype":"init","cwd":"/tmp/peerfeed-a21/work-k3-mcp","session_id":"b85d819f-cc17-4253-b0ce-328e83e97bdb","tools":["Bash","mcp__peerfeed__data_quality","mcp__peerfeed__describe_dataset","mcp__peerfeed__describe_environment","mcp__peerfeed__get_activity_bars","mcp__peerfeed__get_funding","mcp__peerfeed__get_ohlcv","mcp__peerfeed__list_instruments","mcp__peerfeed__run_query"],"mcp_servers":[{"name":"peerfeed","status":"connected","source":"dynamic"}],"model":"claude-opus-5-5","permissionMode":"bypassPermissions","slash_commands":["deep-research","design","design-sync","dataviz","update-config","verify","debug","code-review","simplify","batch","fewer-permission-prompts","doctor","loop","schedule","claude-api","workflow-authoring","run","run-skill-generator","advisor","agents","auto-mode-setup","autocompact","clear","color","compact","config","output-style","context","effort","fast","focus","heapdump","init","mcp","import","model","__remote-workflow","workflow-launch-exec","reload-plugins","reload-skills","rename","ultrareview","security-review","usage-credits","extra-usage","usage","insights","recap","skill-doctor","goal","design-consent","design-revoke","list-agents","team-onboarding"],"terminal_slash_commands":["doctor","color","focus","reload-plugins"],"apiKeySource":"none","claude_code_version":"2.1.285","output_style":"default","agents":["claude","Explore","general-purpose","Plan","statusline-setup"],"skills":["deep-research","design","design-sync","dataviz","update-config","verify","debug","code-review","simplify","batch","fewer-permission-prompts","doctor","loop","schedule","claude-api","workflow-authoring","run","run-skill-generator"],"plugins":[{"name":"cc-plugin-agents-md","path":"builtin","source":"cc-plugin-agents-md@builtin"},{"name":"cc-plugin-telemetry","path":"builtin","source":"cc-plugin-telemetry@builtin"}],"capabilities":["interrupt_receipt_v1","interrupt_cancel_queued_v1","msg_lifecycle_v1","mcp_read_resource_v1","mcp_tool_ui_meta_v1"],"analytics_disabled":false,"product_feedback_disabled":false,"uuid":"ac55ef94-db06-4ebb-b829-3cf09cb7dbd7","memory_paths":{"auto":"~/.claude/projects/-tmp-peerfeed-a21-work-k3-mcp/memory/"},"messaging_socket_path":"/run/user/1000/cc-socks/1543208.sock","fast_mode_state":"off","fast_mode_disabled_reason":"sdk_opt_in_required","per_turn_effort_active":true,"view_mode":"default"}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYLo47kxVhoYcYW2zrUV","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_01V3Exqzn9K8D8Bjjq1ZGpMo","name":"mcp__peerfeed__run_query","input":{"dataset":"edgex/trades","instrument":"ETHUSDC","start":"2026-09-27T00:00:00Z","end":"2026-09-28T00:00:00Z","sql":"WITH r AS (SELECT ln(close / lag(close) OVER (ORDER BY ts)) AS lr FROM t) SELECT stddev_samp(lr) * sqrt(525600) AS rv FROM r"},"caller":{"type":"direct"}}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":1001,"cache_read_input_tokens":5330,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1001},"output_tokens":32,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"b85d819f-cc17-4253-b0ce-328e83e97bdb","uuid":"a0fad92b-3824-460e-8ea0-0d7484ae9672","timestamp":"2026-09-29T20:13:27.902Z","request_id":"req_011CfYLo3mgPj87bBkLSEREL","wire_tool_inputs":{"toolu_01V3Exqzn9K8D8Bjjq1ZGpMo":{"dataset":"edgex/trades","instrument":"ETHUSDC","start":"2026-09-27T00:00:00Z","end":"2026-09-28T00:00:00Z","sql":"WITH r AS (SELECT ln(close / lag(close) OVER (ORDER BY ts)) AS lr FROM t) SELECT stddev_samp(lr) * sqrt(525600) AS rv FROM r"}},"tool_use_meta":[{"id":"toolu_01V3Exqzn9K8D8Bjjq1ZGpMo","display_name":"Run Query","server_display_name":"market-data"}]}
{"type":"rate_limit_event","rate_limit_info":{"status":"allowed","resetsAt":1790727000,"rateLimitType":"five_hour","overageStatus":"rejected","overageDisabledReason":"out_of_credits","isUsingOverage":false,"unifiedWindows":{"five_hour":{"utilization":0.15,"resetsAt":1790727000},"seven_day":{"utilization":0.18,"resetsAt":1791036000}}},"uuid":"5b3b8ec5-892c-4f5d-86b1-fb1f91eaa097","session_id":"b85d819f-cc17-4253-b0ce-328e83e97bdb"}
{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01V3Exqzn9K8D8Bjjq1ZGpMo","type":"tool_result","content":[{"type":"text","text":"{\n  \"call_id\": \"72fa1a1ce9be4582\",\n  \"shard_presence\": {\n    \"shards_present\": 12,\n    \"shards_expected\": 12,\n    \"days_indexed\": 1,\n    \"days_requested\": 1,\n    \"empty_shard_files\": 0,\n    \"days_unindexed\": 0,\n    \"days_measured\": 1,\n    \"days_blind\": 0,\n    \"catalog_covers\": {\n      \"from\": \"2025-12-15\",\n      \"to\": \"2026-09-29\"\n    },\n    \"dataset_indexed\": true,\n    \"measured\": true,\n    \"fraction\": 1.0\n  },\n  \"presence_warning\": null,\n  \"shard_coverage\": 0.992,\n  \"healthy_shard_coverage\": 0.992,\n  \"coverage_warning\": null,\n  \"known_data_labels\": null,\n  \"label_source\": {\n    \"roots_checked\": 3,\n    \"label_files_found\": 1,\n    \"files\": [\n      \"/mnt/nasrecorders/_labels/edgex/trades/labels.jsonl\"\n    ],\n    \"kinds_exhaustive\": [],\n    \"kinds_not_emitted\": [\n      \"census_incomplete\",\n      \"permission\",\n      \"type_widened\"\n    ],\n    \"coverage_declared_by\": \"mission-2/nm-recovery\",\n    \"scope_notes\": {},\n    \"scope_notes_omitted\": \"Scope notes for absent, biased_subset, census_incomplete, not_archived, partial_window, permission, precision, type_widened, unreadable are not included because no label of those kinds is in force for this window. They are in _labels/_coverage.json, and data_quality returns them in full.\",\n    \"absence_note\": \"NO label kind is claimed exhaustive here, so absence of a label never means the thing did not happen — only that nobody recorded it. See scope_notes for where absence can be relied on.\",\n    \"warning\": null\n  },\n  \"completeness_unavailable\": null,\n  \"slices\": null,\n  \"columns\": [\n    \"rv\"\n  ],\n  \"rows\": [\n    [\n      0.26607035797344336\n    ]\n  ],\n  \"row_count\": 1,\n  \"truncated\": false,\n  \"shards_bound\": 13,\n  \"rows_estimated\": 195969,\n  \"zero_rows_note\": null,\n  \"table_t\": \"1-minute bars\",\n  \"table_t_note\": \"Bars built from fewer than 3 trades are ABSENT from t, not zero-valued. See withheld_by_floor for HOW MUCH this window lost - a gap in t is a withheld bar or a minute with no trades, and the counts there are the only way to tell.\",\n  \"withheld_by_floor\": {\n    \"bars\": 0,\n    \"trades\": 0,\n    \"volume\": null,\n    \"min_trades\": 3,\n    \"note\": \"Nothing was withheld: every bar in this window met the floor.\"\n  },\n  \"extremum_warning\": null,\n  \"timestamp_semantics\": \"exchange\",\n  \"timestamp_note\": \"ts is the venue's own event time.\",\n  \"note\": null\n}"}]}]},"parent_tool_use_id":null,"session_id":"b85d819f-cc17-4253-b0ce-328e83e97bdb","uuid":"3705af9b-c542-4985-9709-aa37c1b6146b","timestamp":"2026-09-29T20:13:28.098Z","tool_use_result":[{"type":"text","text":"{\n  \"call_id\": \"72fa1a1ce9be4582\",\n  \"shard_presence\": {\n    \"shards_present\": 12,\n    \"shards_expected\": 12,\n    \"days_indexed\": 1,\n    \"days_requested\": 1,\n    \"empty_shard_files\": 0,\n    \"days_unindexed\": 0,\n    \"days_measured\": 1,\n    \"days_blind\": 0,\n    \"catalog_covers\": {\n      \"from\": \"2025-12-15\",\n      \"to\": \"2026-09-29\"\n    },\n    \"dataset_indexed\": true,\n    \"measured\": true,\n    \"fraction\": 1.0\n  },\n  \"presence_warning\": null,\n  \"shard_coverage\": 0.992,\n  \"healthy_shard_coverage\": 0.992,\n  \"coverage_warning\": null,\n  \"known_data_labels\": null,\n  \"label_source\": {\n    \"roots_checked\": 3,\n    \"label_files_found\": 1,\n    \"files\": [\n      \"/mnt/nasrecorders/_labels/edgex/trades/labels.jsonl\"\n    ],\n    \"kinds_exhaustive\": [],\n    \"kinds_not_emitted\": [\n      \"census_incomplete\",\n      \"permission\",\n      \"type_widened\"\n    ],\n    \"coverage_declared_by\": \"mission-2/nm-recovery\",\n    \"scope_notes\": {},\n    \"scope_notes_omitted\": \"Scope notes for absent, biased_subset, census_incomplete, not_archived, partial_window, permission, precision, type_widened, unreadable are not included because no label of those kinds is in force for this window. They are in _labels/_coverage.json, and data_quality returns them in full.\",\n    \"absence_note\": \"NO label kind is claimed exhaustive here, so absence of a label never means the thing did not happen — only that nobody recorded it. See scope_notes for where absence can be relied on.\",\n    \"warning\": null\n  },\n  \"completeness_unavailable\": null,\n  \"slices\": null,\n  \"columns\": [\n    \"rv\"\n  ],\n  \"rows\": [\n    [\n      0.26607035797344336\n    ]\n  ],\n  \"row_count\": 1,\n  \"truncated\": false,\n  \"shards_bound\": 13,\n  \"rows_estimated\": 195969,\n  \"zero_rows_note\": null,\n  \"table_t\": \"1-minute bars\",\n  \"table_t_note\": \"Bars built from fewer than 3 trades are ABSENT from t, not zero-valued. See withheld_by_floor for HOW MUCH this window lost - a gap in t is a withheld bar or a minute with no trades, and the counts there are the only way to tell.\",\n  \"withheld_by_floor\": {\n    \"bars\": 0,\n    \"trades\": 0,\n    \"volume\": null,\n    \"min_trades\": 3,\n    \"note\": \"Nothing was withheld: every bar in this window met the floor.\"\n  },\n  \"extremum_warning\": null,\n  \"timestamp_semantics\": \"exchange\",\n  \"timestamp_note\": \"ts is the venue's own event time.\",\n  \"note\": null\n}"}]}
{"type":"system","subtype":"thinking_tokens","estimated_tokens":50,"estimated_tokens_delta":50,"session_id":"b85d819f-cc17-4253-b0ce-328e83e97bdb","uuid":"ddca1fa0-4f2c-4c49-824f-ec844e7e4144"}
{"type":"system","subtype":"thinking_tokens","estimated_tokens":200,"estimated_tokens_delta":150,"session_id":"b85d819f-cc17-4253-b0ce-328e83e97bdb","uuid":"810de80c-b885-4e72-b421-e5ab73138494"}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYLoJsXDDK3GxeVyEVtj","type":"message","role":"assistant","content":[{"type":"thinking","thinking":"","signature":"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"}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":1285,"cache_read_input_tokens":6331,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1285},"output_tokens":3,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"b85d819f-cc17-4253-b0ce-328e83e97bdb","uuid":"833cf4b7-93a3-42fd-b8e1-9a93b8e75f2c","timestamp":"2026-09-29T20:13:32.813Z","request_id":"req_011CfYLoJVhZKGpDwgDGhZxS"}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYLoJsXDDK3GxeVyEVtj","type":"message","role":"assistant","content":[{"type":"text","text":"I ran the query exactly as given. The result is **rv = 0.26607035797344336**, which is about 26.6% annualised.\n\nThe metadata returned with the query shows no problems with the data:\n- **Complete day:** all 12 of the 12 expected two-hour shards were present, and the day was fully indexed.\n- **Nothing withheld:** no one-minute bars fell below the 3-trade minimum.\n- **Minute bars:** table `t` held 1-minute bars, so scaling by √525600 (the number of minutes in a year) annualises the minute returns correctly.\n\n## FINAL ANSWER\n**rv = 0.26607035797344336** (≈ 26.6% annualised). This is the realised volatility of edgeX ETHUSDC on 2026-09-27 UTC, measured from 1-minute close-to-close log returns.\n\nI made no judgement calls. I ran your query unchanged and did nothing else."}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":1285,"cache_read_input_tokens":6331,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1285},"output_tokens":3,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"b85d819f-cc17-4253-b0ce-328e83e97bdb","uuid":"05abcc6e-7095-4111-bc6c-4a15d8c43999","timestamp":"2026-09-29T20:13:32.817Z","request_id":"req_011CfYLoJVhZKGpDwgDGhZxS"}
{"duration_api_ms":7954,"stop_reason":"end_turn","session_id":"b85d819f-cc17-4253-b0ce-328e83e97bdb","total_cost_usd":0.0333962,"usage":{"input_tokens":4,"cache_creation_input_tokens":2286,"cache_read_input_tokens":11661,"output_tokens":638,"output_tokens_details":{"thinking_tokens":78},"server_tool_use":{"web_search_requests":0,"web_fetch_requests":0},"service_tier":"standard","cache_creation":{"ephemeral_1h_input_tokens":2286,"ephemeral_5m_input_tokens":0},"inference_geo":"not_available","iterations":[{"input_tokens":2,"output_tokens":381,"cache_read_input_tokens":6331,"cache_creation_input_tokens":1285,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1285},"type":"message"}],"speed":"standard","fallback_credit":null},"modelUsage":{"claude-opus-5-5":{"inputTokens":4,"outputTokens":638,"cacheReadInputTokens":11661,"cacheCreationInputTokens":2286,"webSearchRequests":0,"costUSD":0.0333962,"contextWindow":1000000,"maxOutputTokens":128000,"thinkingTokens":78,"canonicalModel":"claude-opus-5-5","provider":"firstParty","costBasis":"list"}},"permission_denials":[],"terminal_reason":"completed","fast_mode_state":"off","fast_mode_disabled_reason":"sdk_opt_in_required","subagent_stats":{"spawned":0,"requested":{"background":0,"foreground":0,"unset":0},"started_in_background":0,"max_depth":0,"spawned_by_subagents":0,"completed":0,"failed":0,"killed":{"parent":0,"user":0,"system":0},"refused":{"depth_limit":0,"concurrency_limit":0,"budget":0},"by_type":{}},"is_error":false,"num_turns":2,"subtype":"success","api_error_status":null,"result":"I ran the query exactly as given. The result is **rv = 0.26607035797344336**, which is about 26.6% annualised.\n\nThe metadata returned with the query shows no problems with the data:\n- **Complete day:** all 12 of the 12 expected two-hour shards were present, and the day was fully indexed.\n- **Nothing withheld:** no one-minute bars fell below the 3-trade minimum.\n- **Minute bars:** table `t` held 1-minute bars, so scaling by √525600 (the number of minutes in a year) annualises the minute returns correctly.\n\n## FINAL ANSWER\n**rv = 0.26607035797344336** (≈ 26.6% annualised). This is the realised volatility of edgeX ETHUSDC on 2026-09-27 UTC, measured from 1-minute close-to-close log returns.\n\nI made no judgement calls. I ran your query unchanged and did nothing else.","ttft_ms":3298,"type":"result","duration_ms":8226,"uuid":"5e07626a-8915-4ae6-aba8-9a70911c6de2","ttft_stream_ms":1530,"time_to_request_ms":86,"first_content_frame_ms":1531,"queued_turn_count":0,"result_index":0}
