# BTC traded notional on Nado for one day -- mcp side ## Question What was the total traded notional, in USD, of the BTC perpetual on Nado on 2026-09-27 (UTC day)? One number. ## System prompt You are an agent assisting a quantitative researcher. Work the question end to end: find the data, compute, check your own numbers, and make the judgement calls a careful quant would make. You have a Bash tool; Python 3 with duckdb, pandas, pyarrow and numpy is at /tmp/peerfeed-a21/venv/bin/python. Work inside your current directory. When you are done, end with a section headed FINAL ANSWER that gives every number asked for and states each judgement call you made. Your only source of market data is PeerFeed's market-data MCP server (the tools named mcp__peerfeed__*). There is no market data on local disk. ## [tool call 1] mcp__peerfeed__describe_environment {} ## [tool call 2] mcp__peerfeed__list_instruments { "venue": "nado" } ## [tool result] { "call_id": "e18eb6c0bd344262", "datasets": [ "aevo/orderbook", "aevo/ticker", "apex/orderbook", "apex/trades", "aster/usdm/trades", "bybit/liquidations", "derive/auctions", "derive/margin", "derive/trades", "dydx/orderbook", "dydx/trades", "edgex/depth", "edgex/ticker", "edgex/trades", "extended/funding", "extended/mark_price", "extended/orderbook", "gains/registerTrade", "gains/unregisterTrade", "gains/updatePositionSize", "gmx/deposits", "gmx/orders", "gmx/withdrawals", "grvt/book", "grvt/ticker", "grvt/trades", "hyperliquid/activeAssetCtx", "hyperliquid/liquidation_events", "hyperliquid/liquidation_map", "hyperliquid/liquidation_map_accuracy", "hyperliquid/risk_positions", "hyperliquid/risk_scan_log", "hyperliquid/risk_state_census", "hyperliquid/risk_traders", "hyperliquid/scan_audits", "hyperliquid/trades", "kalshi/orderbook_delta", "kalshi/ticker", "kalshi/trade", "lighter/market_stats", "lighter/trades", "mexc/funding_rate", "nado/best_bid_offer", "nado/book_depth", "nado/funding_payment", "nado/funding_rate", "nado/liquidation", "nado/trades", "pacifica/book", "pacifica/prices", "pacifica/trades", "paradex/bbo", "paradex/trades", "polymarket/book", "polymarket/last_trade_price", "polymarket_catalog/metadata", "polymarket_chain/redemptions", "polymarket_chain/resolutions", "polymarket_chain/trades", "rho/orderbook", "rho/ticker", "rho/trades" ], "feed_defaults": { "kind": "trades", "serves_bars": true, "clock": "exchange (the venue's own timestamp)", "direction_measured": true, "note": "Everything not listed in feed_exceptions follows these. Call describe_dataset('') for one dataset's full declaration — it takes a bare name, no symbol needed." }, "feed_exceptions": { "state_no_bars": [ "aevo/orderbook", "aevo/ticker", "apex/orderbook", "derive/auctions", "derive/margin", "dydx/orderbook", "edgex/depth", "edgex/ticker", "extended/funding", "extended/mark_price", "extended/orderbook", "gains/registerTrade", "gains/unregisterTrade", "gains/updatePositionSize", "gmx/deposits", "gmx/orders", "gmx/withdrawals", "grvt/book", "grvt/ticker", "hyperliquid/activeAssetCtx", "hyperliquid/liquidation_map", "hyperliquid/liquidation_map_accuracy", "hyperliquid/risk_scan_log", "hyperliquid/risk_state_census", "hyperliquid/risk_traders", "hyperliquid/scan_audits", "kalshi/orderbook_delta", "kalshi/ticker", "lighter/market_stats", "mexc/funding_rate", "nado/best_bid_offer", "nado/book_depth", "nado/funding_payment", "nado/funding_rate", "pacifica/book", "pacifica/prices", "paradex/bbo", "polymarket/book", "polymarket_catalog/metadata", "polymarket_chain/redemptions", "polymarket_chain/resolutions", "polymarket_chain/trades", "rho/orderbook", "rho/ticker" ], "observation_clock": [ "aevo/orderbook", "apex/orderbook", "dydx/orderbook", "edgex/depth", "gains/registerTrade", "gains/unregisterTrade", "gains/updatePositionSize", "hyperliquid/activeAssetCtx", "kalshi/ticker", "lighter/market_stats", "mexc/funding_rate", "nado/book_depth", "nado/trades", "paradex/bbo", "polymarket/book", "polymarket_chain/redemptions", "polymarket_chain/resolutions", "polymarket_chain/trades", "rho/orderbook", "rho/ticker" ], "direction_unmeasured": [ "aevo/orderbook", "aevo/ticker", "apex/orderbook", "bybit/liquidations", "derive/auctions", "derive/margin", "dydx/orderbook", "edgex/depth", "edgex/ticker", "edgex/trades", "extended/funding", "extended/mark_price", "extended/orderbook", "gains/registerTrade", "gains/unregisterTrade", "gains/updatePositionSize", "gmx/deposits", "gmx/orders", "gmx/withdrawals", "grvt/book", "grvt/ticker", "grvt/trades", "hyperliquid/activeAssetCtx", "hyperliquid/liquidation_map", "hyperliquid/liquidation_map_accuracy", "hyperliquid/risk_positions", "hyperliquid/risk_scan_log", "hyperliquid/risk_state_census", "hyperliquid/risk_traders", "hyperliquid/scan_audits", "kalshi/orderbook_delta", "kalshi/ticker", "lighter/market_stats", "lighter/trades", "mexc/funding_rate", "nado/best_bid_offer", "nado/book_depth", "nado/funding_payment", "nado/funding_rate", "nado/liquidation", "pacifica/book", "pacifica/prices", "pacifica/trades", "paradex/bbo", "polymarket/book", "polymarket_catalog/metadata", "polymarket_chain/redemptions", "polymarket_chain/resolutions", "polymarket_chain/trades", "rho/orderbook", "rho/ticker" ], "what_these_mean": "state_no_bars: snapshots, not events — no price/size column, get_ohlcv and get_activity_bars refuse them, use run_query. observation_clock: served on our recorded_at because the venue timestamp is a state epoch that does not advance while the state is unchanged. direction_unmeasured: canonical `side` reads 'unknown'; do NOT infer direction from the raw column — coinbase reports the MAKER's side, so the obvious reading is backwards there." }, "access_mode": "public", "catalog_ready": true, "data_quality": { "catalog_built": true, "mean_shard_coverage": 0.442, "dataset_days_measured": 9405, "dataset_days_below_threshold": 7603, "unreadable_days": 0, "warning": "PARTIAL DATA: shards in this range hold only ~44% of their 2-hour windows on average (known upstream issue: shards built from only their first ~31 minutes of data). Bars at 1h and coarser are computed from a fraction of the trades, so their high, low, volume and close are not representative. Gaps are real missing data, not quiet markets.", "what_this_means": "Shards exist for every window, but each holds only part of it, and the missing part is systematically the later portion of each 2-hour window — not a random sample. Bars at 1h and coarser are computed from a fraction of the trades. Treat volume, VWAP and any time-of-day analysis as unreliable until this is resolved upstream." }, "excluded_datasets": [ { "dataset": "binance/coinm/trades", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "binance/spot/trades", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "bingx/trades", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "bitget/ticker", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "bitget/trades", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "bybit/tickers", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "bybit/trades", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "coinbase/ticker", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "coinbase/trades", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "deribit/option_ticker", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "deribit/option_trades", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "deribit/perpetual", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "deribit/ticker", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "deribit/trades", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "htx/ticker", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "htx/trades", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "kraken/ticker", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "kraken/trades", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "kucoin/instrument", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "kucoin/ticker", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "kucoin/trades", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "mexc/tickers", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "mexc/trades", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "okx/spot/trades", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "okx/swap/trades", "category": "cex", "reason": "cex venue: raw trade data is not served publicly. Only derived types (liquidations, funding_rate, funding, open_interest) are, and the licensing review for computed series over CEX data is still open." }, { "dataset": "weather_asos/asos_metar", "category": "other", "reason": "other venue: not cleared for public access." }, { "dataset": "weather_ecmwf/forecast", "category": "other", "reason": "other venue: not cleared for public access." }, { "dataset": "weather_gefs/forecast", "category": "other", "reason": "other venue: not cleared for public access." }, { "dataset": "weather_gfs/forecast", "category": "other", "reason": "other venue: not cleared for public access." }, { "dataset": "weather_hrrr/forecast", "category": "other", "reason": "other venue: not cleared for public access." } ], "instrument_id_format": "dataset:symbol", "observation_timed_datasets": [ "aevo/orderbook", "apex/orderbook", "dydx/orderbook", "edgex/depth", "gains/registerTrade", "gains/unregisterTrade", "gains/updatePositionSize", "hyperliquid/activeAssetCtx", "kalshi/ticker", "lighter/market_stats", "mexc/funding_rate", "nado/book_depth", "nado/trades", "paradex/bbo", "polymarket/book", "polymarket_chain/redemptions", "polymarket_chain/resolutions", "polymarket_chain/trades", "rho/orderbook", "rho/ticker" ], "run_query_table_t": { "contents": "1-minute OHLCV bars (raw trades are not reachable)", "columns": { "instrument": "VARCHAR", "ts": "TIMESTAMPTZ (UTC), bar start", "open": "DOUBLE", "high": "DOUBLE", "low": "DOUBLE", "close": "DOUBLE", "volume": "DOUBLE", "trades": "BIGINT", "vwap": "DOUBLE" }, "min_trades_per_bar": 3 }, "granularities": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "funding": { "tool": "get_funding", "datasets": { "edgex/ticker": { "interval_hours": 4 }, "extended/funding": { "interval_hours": 1 }, "hyperliquid/activeAssetCtx": { "interval_hours": 1 }, "nado/funding_rate": { "interval_hours": 24 }, "pacifica/prices": { "interval_hours": 1 } }, "note": "Rates are served with their interval and normalised to per-hour, per-8h and APR; never compare raw rates across venues." }, "limits": { "max_bars_per_call": 5000, "max_query_rows": 5000, "max_shards_per_call": 400, "shard_hours": 2, "calls_per_minute": 60 }, "sql_dialect": "DuckDB (read-only, single SELECT/WITH statement, must read from `t`)", "coverage_scope": "this host only — reflects what this machine aggregated" } ## [tool result] { "call_id": "c984fbbb842747f1", "instruments": [ { "instrument": "nado/best_bid_offer:4", "dataset": "nado/best_bid_offer", "symbol": "4", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 99989823, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:2", "dataset": "nado/best_bid_offer", "symbol": "2", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 99871978, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:8", "dataset": "nado/best_bid_offer", "symbol": "8", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 58262123, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:18", "dataset": "nado/best_bid_offer", "symbol": "18", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 48793207, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:16", "dataset": "nado/best_bid_offer", "symbol": "16", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 37422015, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:46", "dataset": "nado/best_bid_offer", "symbol": "46", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 34750778, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:36", "dataset": "nado/best_bid_offer", "symbol": "36", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 30133516, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:142", "dataset": "nado/best_bid_offer", "symbol": "142", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 25111410, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:78", "dataset": "nado/best_bid_offer", "symbol": "78", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 23625965, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:10", "dataset": "nado/best_bid_offer", "symbol": "10", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 23292464, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:138", "dataset": "nado/best_bid_offer", "symbol": "138", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 23080813, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:72", "dataset": "nado/best_bid_offer", "symbol": "72", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 21735791, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:80", "dataset": "nado/best_bid_offer", "symbol": "80", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 21188634, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:136", "dataset": "nado/best_bid_offer", "symbol": "136", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 20760368, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:32", "dataset": "nado/best_bid_offer", "symbol": "32", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 20622517, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:76", "dataset": "nado/best_bid_offer", "symbol": "76", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 18862350, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:26", "dataset": "nado/best_bid_offer", "symbol": "26", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 17811420, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:20", "dataset": "nado/best_bid_offer", "symbol": "20", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 17732696, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:50", "dataset": "nado/best_bid_offer", "symbol": "50", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 17624173, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:30", "dataset": "nado/best_bid_offer", "symbol": "30", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 17396960, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:24", "dataset": "nado/best_bid_offer", "symbol": "24", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 16199739, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:18", "dataset": "nado/book_depth", "symbol": "18", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 15731292, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:14", "dataset": "nado/best_bid_offer", "symbol": "14", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 15367863, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:82", "dataset": "nado/best_bid_offer", "symbol": "82", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 15157483, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:4", "dataset": "nado/book_depth", "symbol": "4", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 15016091, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:2", "dataset": "nado/book_depth", "symbol": "2", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 14940275, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:124", "dataset": "nado/best_bid_offer", "symbol": "124", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 81, "rows": 14591829, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:126", "dataset": "nado/best_bid_offer", "symbol": "126", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 13966733, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:132", "dataset": "nado/best_bid_offer", "symbol": "132", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 13688783, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:68", "dataset": "nado/best_bid_offer", "symbol": "68", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 13648631, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:64", "dataset": "nado/best_bid_offer", "symbol": "64", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 13528356, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:130", "dataset": "nado/best_bid_offer", "symbol": "130", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 81, "rows": 13062040, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:48", "dataset": "nado/best_bid_offer", "symbol": "48", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 12963307, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:16", "dataset": "nado/book_depth", "symbol": "16", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 12839074, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:34", "dataset": "nado/best_bid_offer", "symbol": "34", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 12665918, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:58", "dataset": "nado/best_bid_offer", "symbol": "58", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 12660041, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:8", "dataset": "nado/book_depth", "symbol": "8", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 12104906, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:40", "dataset": "nado/best_bid_offer", "symbol": "40", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 11233758, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:74", "dataset": "nado/best_bid_offer", "symbol": "74", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 11193983, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:114", "dataset": "nado/best_bid_offer", "symbol": "114", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 79, "rows": 11087794, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:52", "dataset": "nado/best_bid_offer", "symbol": "52", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 10969457, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:158", "dataset": "nado/best_bid_offer", "symbol": "158", "first_day": "2026-07-09", "last_day": "2026-09-29", "days": 73, "rows": 10660473, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:128", "dataset": "nado/best_bid_offer", "symbol": "128", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 9934757, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:110", "dataset": "nado/best_bid_offer", "symbol": "110", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 9901479, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:36", "dataset": "nado/book_depth", "symbol": "36", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 9583133, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:134", "dataset": "nado/best_bid_offer", "symbol": "134", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 9531496, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:106", "dataset": "nado/best_bid_offer", "symbol": "106", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 9250618, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:78", "dataset": "nado/book_depth", "symbol": "78", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 9211850, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:86", "dataset": "nado/best_bid_offer", "symbol": "86", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 9154312, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:166", "dataset": "nado/best_bid_offer", "symbol": "166", "first_day": "2026-07-12", "last_day": "2026-09-29", "days": 70, "rows": 9065957, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:46", "dataset": "nado/book_depth", "symbol": "46", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 9046218, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:98", "dataset": "nado/best_bid_offer", "symbol": "98", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 8621190, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:104", "dataset": "nado/best_bid_offer", "symbol": "104", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 8559060, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:90", "dataset": "nado/best_bid_offer", "symbol": "90", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 8499479, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:108", "dataset": "nado/best_bid_offer", "symbol": "108", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 8499331, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:10", "dataset": "nado/book_depth", "symbol": "10", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 8489147, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:72", "dataset": "nado/book_depth", "symbol": "72", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 8444101, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:32", "dataset": "nado/book_depth", "symbol": "32", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 7808000, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:112", "dataset": "nado/best_bid_offer", "symbol": "112", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 7747549, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:38", "dataset": "nado/best_bid_offer", "symbol": "38", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 7614439, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:140", "dataset": "nado/best_bid_offer", "symbol": "140", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 7563829, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:102", "dataset": "nado/best_bid_offer", "symbol": "102", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 7203764, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:14", "dataset": "nado/book_depth", "symbol": "14", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 6861724, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:80", "dataset": "nado/book_depth", "symbol": "80", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 6451844, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:88", "dataset": "nado/best_bid_offer", "symbol": "88", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 6447178, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:30", "dataset": "nado/book_depth", "symbol": "30", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 6339034, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:76", "dataset": "nado/book_depth", "symbol": "76", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 6295926, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:24", "dataset": "nado/book_depth", "symbol": "24", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 6195122, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:22", "dataset": "nado/best_bid_offer", "symbol": "22", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 5943875, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:188", "dataset": "nado/best_bid_offer", "symbol": "188", "first_day": "2026-09-11", "last_day": "2026-09-29", "days": 19, "rows": 5909724, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:100", "dataset": "nado/best_bid_offer", "symbol": "100", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 80, "rows": 5789574, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:58", "dataset": "nado/book_depth", "symbol": "58", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 5752571, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:120", "dataset": "nado/best_bid_offer", "symbol": "120", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 5681180, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:96", "dataset": "nado/best_bid_offer", "symbol": "96", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 78, "rows": 5664626, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:88", "dataset": "nado/book_depth", "symbol": "88", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 5571494, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:90", "dataset": "nado/book_depth", "symbol": "90", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 5528218, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:50", "dataset": "nado/book_depth", "symbol": "50", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 5514430, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:122", "dataset": "nado/best_bid_offer", "symbol": "122", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 80, "rows": 5465997, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:68", "dataset": "nado/book_depth", "symbol": "68", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 5409352, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:138", "dataset": "nado/book_depth", "symbol": "138", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 5347463, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:186", "dataset": "nado/best_bid_offer", "symbol": "186", "first_day": "2026-09-11", "last_day": "2026-09-29", "days": 19, "rows": 5293382, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:170", "dataset": "nado/best_bid_offer", "symbol": "170", "first_day": "2026-08-13", "last_day": "2026-09-29", "days": 43, "rows": 5287605, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:142", "dataset": "nado/book_depth", "symbol": "142", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 5172418, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:86", "dataset": "nado/book_depth", "symbol": "86", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 5094738, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:74", "dataset": "nado/book_depth", "symbol": "74", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 5069565, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:64", "dataset": "nado/book_depth", "symbol": "64", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 4947385, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:174", "dataset": "nado/best_bid_offer", "symbol": "174", "first_day": "2026-08-07", "last_day": "2026-09-29", "days": 44, "rows": 4929775, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:20", "dataset": "nado/book_depth", "symbol": "20", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 4872316, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:22", "dataset": "nado/book_depth", "symbol": "22", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 4867731, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:62", "dataset": "nado/best_bid_offer", "symbol": "62", "first_day": "2026-07-01", "last_day": "2026-09-22", "days": 68, "rows": 4794786, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/best_bid_offer:28", "dataset": "nado/best_bid_offer", "symbol": "28", "first_day": "2026-07-01", "last_day": "2026-09-29", "days": 82, "rows": 4711258, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:40", "dataset": "nado/book_depth", "symbol": "40", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 4679554, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:172", "dataset": "nado/best_bid_offer", "symbol": "172", "first_day": "2026-08-07", "last_day": "2026-09-29", "days": 44, "rows": 4495189, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" }, { "instrument": "nado/book_depth:52", "dataset": "nado/book_depth", "symbol": "52", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 4479752, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:26", "dataset": "nado/book_depth", "symbol": "26", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 4284922, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:38", "dataset": "nado/book_depth", "symbol": "38", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 4051082, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:48", "dataset": "nado/book_depth", "symbol": "48", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 3903603, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/book_depth:136", "dataset": "nado/book_depth", "symbol": "136", "first_day": "2026-09-03", "last_day": "2026-09-29", "days": 25, "rows": 3823273, "granularity": "snapshot (state)", "timestamp_semantics": "observation" }, { "instrument": "nado/trades:2", "dataset": "nado/trades", "symbol": "2", "first_day": "2025-12-31", "last_day": "2026-09-29", "days": 260, "rows": 3799648, "granularity": "tick (trades)", "timestamp_semantics": "observation" }, { "instrument": "nado/best_bid_offer:164", "dataset": "nado/best_bid_offer", "symbol": "164", "first_day": "2026-07-12", "last_day": "2026-09-29", "days": 69, "rows": 3701602, "granularity": "snapshot (state)", "timestamp_semantics": "exchange" } ], "total": 1305, "offset": 0, "returned": 100 } ## [agent thinking] ## [tool call 3] mcp__peerfeed__describe_dataset { "instrument": "nado/trades:2" } ## [tool result] { "call_id": "510b66d11def4f86", "instrument": "nado/trades:2", "dataset": "nado/trades", "kind": "trades", "columns": { "instrument": "product_id", "timestamp": "recorded_at", "price": "price", "size": "taker_qty", "side": null }, "canonical_columns": [ "instrument", "ts", "price", "size", "side" ], "side_encoding": { "canonical": "buy | sell | unknown — the AGGRESSOR's direction", "venue_value_kept_as": "side_raw", "measured": true, "note": "Mapped from this venue's own encoding, measured with the tick rule rather than read off the word: coinbase reports the MAKER's side, so its 'BUY' rows are taker sells." }, "timestamp_semantics": "observation", "timestamp_note": "Bars are timed by when we OBSERVED the trade (recorded_at), not by the venue's own event time, because this venue's event-time field is unusable upstream. Do not compare these timings against exchange-timed venues at sub-second resolution.", "first_ts": "2025-12-31T23:44:09.920000+00:00", "last_ts": "2026-09-29T15:58:56.090000+00:00", "days_covered": 260, "total_rows": 3799648, "avg_rows_per_day": 14614, "native_granularity": "tick (individual trades)", "derived_granularities": [ "1m", "5m", "15m", "1h", "4h", "1d" ], "days_with_missing_shards": [ { "day": "2025-12-31", "shards_present": 1, "shards_expected": 12 }, { "day": "2026-04-03", "shards_present": 7, "shards_expected": 12 }, { "day": "2026-04-06", "shards_present": 5, "shards_expected": 12 }, { "day": "2026-07-27", "shards_present": 9, "shards_expected": 12 }, { "day": "2026-07-28", "shards_present": 9, "shards_expected": 12 }, { "day": "2026-07-31", "shards_present": 11, "shards_expected": 12 }, { "day": "2026-08-05", "shards_present": 6, "shards_expected": 12 }, { "day": "2026-08-06", "shards_present": 1, "shards_expected": 12 }, { "day": "2026-08-07", "shards_present": 1, "shards_expected": 12 }, { "day": "2026-08-10", "shards_present": 1, "shards_expected": 12 }, { "day": "2026-08-13", "shards_present": 2, "shards_expected": 12 }, { "day": "2026-08-14", "shards_present": 2, "shards_expected": 12 }, { "day": "2026-08-15", "shards_present": 4, "shards_expected": 12 }, { "day": "2026-08-16", "shards_present": 1, "shards_expected": 12 }, { "day": "2026-08-17", "shards_present": 3, "shards_expected": 12 }, { "day": "2026-08-18", "shards_present": 2, "shards_expected": 12 }, { "day": "2026-08-20", "shards_present": 2, "shards_expected": 12 }, { "day": "2026-08-21", "shards_present": 2, "shards_expected": 12 }, { "day": "2026-08-24", "shards_present": 1, "shards_expected": 12 }, { "day": "2026-08-27", "shards_present": 7, "shards_expected": 12 }, { "day": "2026-09-17", "shards_present": 3, "shards_expected": 12 }, { "day": "2026-09-29", "shards_present": 8, "shards_expected": 12 } ], "days_with_no_data_for_instrument": [ "2026-08-10", "2026-08-16" ], "mean_shard_coverage": 0.382, "low_coverage_days": [ { "day": "2026-01-01", "shard_coverage": 0.255 }, { "day": "2026-01-02", "shard_coverage": 0.26 }, { "day": "2026-01-03", "shard_coverage": 0.26 }, { "day": "2026-01-04", "shard_coverage": 0.259 }, { "day": "2026-01-05", "shard_coverage": 0.257 }, { "day": "2026-01-06", "shard_coverage": 0.257 }, { "day": "2026-01-07", "shard_coverage": 0.261 }, { "day": "2026-01-08", "shard_coverage": 0.26 }, { "day": "2026-01-09", "shard_coverage": 0.26 }, { "day": "2026-01-10", "shard_coverage": 0.262 }, { "day": "2026-01-11", "shard_coverage": 0.258 }, { "day": "2026-01-12", "shard_coverage": 0.314 }, { "day": "2026-01-13", "shard_coverage": 0.258 }, { "day": "2026-01-14", "shard_coverage": 0.26 }, { "day": "2026-01-15", "shard_coverage": 0.258 }, { "day": "2026-01-16", "shard_coverage": 0.258 }, { "day": "2026-01-17", "shard_coverage": 0.257 }, { "day": "2026-01-18", "shard_coverage": 0.254 }, { "day": "2026-01-19", "shard_coverage": 0.318 }, { "day": "2026-01-20", "shard_coverage": 0.314 }, { "day": "2026-01-21", "shard_coverage": 0.255 }, { "day": "2026-01-22", "shard_coverage": 0.257 }, { "day": "2026-01-23", "shard_coverage": 0.316 }, { "day": "2026-01-24", "shard_coverage": 0.3 }, { "day": "2026-01-25", "shard_coverage": 0.252 }, { "day": "2026-01-26", "shard_coverage": 0.255 }, { "day": "2026-01-27", "shard_coverage": 0.5 }, { "day": "2026-01-28", "shard_coverage": 0.253 }, { "day": "2026-01-29", "shard_coverage": 0.254 }, { "day": "2026-01-30", "shard_coverage": 0.255 }, { "day": "2026-02-01", "shard_coverage": 0.311 }, { "day": "2026-02-02", "shard_coverage": 0.313 }, { "day": "2026-02-03", "shard_coverage": 0.251 }, { "day": "2026-02-04", "shard_coverage": 0.223 }, { "day": "2026-02-05", "shard_coverage": 0.228 }, { "day": "2026-02-06", "shard_coverage": 0.229 }, { "day": "2026-02-07", "shard_coverage": 0.235 }, { "day": "2026-02-08", "shard_coverage": 0.244 }, { "day": "2026-02-09", "shard_coverage": 0.253 }, { "day": "2026-02-10", "shard_coverage": 0.249 }, { "day": "2026-02-11", "shard_coverage": 0.253 }, { "day": "2026-02-12", "shard_coverage": 0.374 }, { "day": "2026-02-13", "shard_coverage": 0.254 }, { "day": "2026-02-14", "shard_coverage": 0.38 }, { "day": "2026-02-15", "shard_coverage": 0.318 }, { "day": "2026-02-16", "shard_coverage": 0.257 }, { "day": "2026-02-17", "shard_coverage": 0.257 }, { "day": "2026-02-18", "shard_coverage": 0.257 }, { "day": "2026-02-19", "shard_coverage": 0.257 }, { "day": "2026-02-20", "shard_coverage": 0.26 } ], "coverage_warning": "PARTIAL DATA: shards in this range span ~38% of their 2-hour windows, against ~99% for healthy shards of this feed, i.e. 39% of normal. Bars at 1h and coarser are computed from a fraction of the trades. Gaps are real missing data, not quiet markets.", "known_data_labels": { "count": 37, "kinds": { "absent": 6, "partial_window": 31 }, "permanent": 37, "lowest_coverage_fraction": 0.26, "lowest_coverage_fraction_lower_bound": null, "coverage_note": "lowest_coverage_fraction is the worst SINGLE SHARD in this window, not the fraction of the window that is present, and it is not a measure of how much data there is. A day whose shards are labelled 0.26 can hold more trade-minutes than an unlabelled day if the market was quieter. Compare density directly before rejecting a window on this number.", "labelled_days": { "from": "2026-08-08", "to": "2026-09-17", "count": 9 }, "labels_omitted": "37 per-day record(s) not inlined; query a window with run_query to get the ones that apply to it, or read the files named in label_source" }, "label_source": { "roots_checked": 3, "label_files_found": 1, "files": [ "/mnt/nasrecorders/_labels/nado/trades/labels.jsonl" ], "kinds_exhaustive": [], "kinds_not_emitted": [ "census_incomplete", "permission", "type_widened" ], "coverage_declared_by": "mission-2/nm-recovery", "scope_notes_omitted": "Scope notes for biased_subset, census_incomplete, not_archived, 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.", "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.", "warning": null, "scope_notes_available_for": [ "absent", "partial_window" ], "scope_notes_omitted_here": "2 per-kind scope note(s) omitted to keep this response small; run_query returns them in full for the kinds your window matches. They say how far each kind's claim extends -- no kind is exhaustive, so absence of a label never means a defect did not happen." }, "coverage_method": "fraction of each 2h shard's window its data actually spans; shard presence alone does not detect a partially written shard" } ## [tool call 4] mcp__peerfeed__data_quality { "dataset": "nado/trades" } ## [tool result] { "call_id": "c5ae7ccd8ff44bb2", "findings": [ { "check": "window_coverage", "dataset": "nado/trades", "severity": "critical", "days_affected": 214, "worst_value": 0.0916, "healthy_value": 0.9914561689814815, "first_day": "2026-01-01", "last_day": "2026-09-16", "message": "holds ~9% of its window, 9% of normal (this feed's healthy shards span ~99% of a window); bars at 1h and coarser are computed from a fraction of the data", "detail": { "rows": 50, "files": 1, "reference": "feed's own post-fix median", "reference_days": 12 } }, { "check": "shard_completeness", "dataset": "nado/trades", "severity": "critical", "days_affected": 9, "worst_value": 0.1667, "healthy_value": 1.0, "first_day": "2026-04-06", "last_day": "2026-09-17", "message": "2 of 12 2h shards exist for this day on this host", "detail": { "shards_present": 2, "shards_expected": 12, "rows": 120 } }, { "check": "volume_anomaly", "dataset": "nado/trades", "severity": "critical", "days_affected": 6, "worst_value": 0.0004, "healthy_value": 1.0, "first_day": "2026-01-17", "last_day": "2026-08-16", "message": "0% of the 56,966 row median for the preceding days", "detail": { "rows": 25, "baseline_median": 56966 } }, { "check": "day_continuity", "dataset": "nado/trades", "severity": "critical", "days_affected": 1, "worst_value": 11.0, "healthy_value": 0.0, "first_day": null, "last_day": null, "message": "11 day(s) missing, longest run 2 day(s)", "detail": { "first_day": "2025-12-31", "last_day": "2026-09-29", "days_present": 262, "longest_gap_days": 2, "gaps": [ [ "2026-04-04", "2026-04-05" ], [ "2026-08-08", "2026-08-09" ], [ "2026-08-11", "2026-08-12" ], [ "2026-08-19", "2026-08-19" ], [ "2026-08-22", "2026-08-23" ] ] } }, { "check": "instrument_scope", "dataset": "nado/trades", "severity": "critical", "days_affected": 1, "worst_value": 0.0958, "healthy_value": 1.0, "first_day": "2026-08-10", "last_day": "2026-08-10", "message": "7 instruments recorded against a usual 73 — coverage narrowed, likely a subscription change rather than a quiet market", "detail": { "instruments": 7, "reference_p90": 73, "history_days": 90 } }, { "check": "catalog_staleness", "dataset": "nado/trades", "severity": "critical", "days_affected": 1, "worst_value": 1.0, "healthy_value": 0.0, "first_day": null, "last_day": null, "message": "1 of 9 indexed days have files that changed after they were measured (newest 2026-09-21); everything reported about them describes the previous version of those files. Re-index to re-measure.", "detail": { "days_measured": 9, "stale_days": 1, "recent_days_being_written": 0, "newest_stale_day": "2026-09-21", "note": "files changed after this day was indexed; re-index to re-measure", "days_examined_this_run": 800, "catalog_days_total": 10429, "coverage_note": "NEWEST 800 of 10,429 indexed dataset-days were examined; older days were not looked at, so a count of zero here is a lower bound rather than an all-clear" } }, { "check": "volume_anomaly", "dataset": "nado/trades", "severity": "warn", "days_affected": 20, "worst_value": 1000.3091, "healthy_value": 1.0, "first_day": "2026-01-01", "last_day": "2026-09-26", "message": "1000.3x the recent median — possible duplication", "detail": { "rows": 55017, "baseline_median": 55 } }, { "check": "window_coverage", "dataset": "nado/trades", "severity": "warn", "days_affected": 16, "worst_value": 0.4998, "healthy_value": 0.9914561689814815, "first_day": "2026-01-27", "last_day": "2026-08-27", "message": "holds ~50% of its window, 50% of normal (this feed's healthy shards span ~99% of a window); bars at 1h and coarser are computed from a fraction of the data", "detail": { "rows": 97190, "files": 24, "reference": "feed's own post-fix median", "reference_days": 12 } }, { "check": "shard_completeness", "dataset": "nado/trades", "severity": "warn", "days_affected": 6, "worst_value": 0.5, "healthy_value": 1.0, "first_day": "2026-04-03", "last_day": "2026-08-27", "message": "6 of 12 2h shards exist for this day on this host", "detail": { "shards_present": 6, "shards_expected": 12, "rows": 35246 } }, { "check": "instrument_scope", "dataset": "nado/trades", "severity": "warn", "days_affected": 4, "worst_value": 0.1642, "healthy_value": 1.0, "first_day": "2026-08-06", "last_day": "2026-08-24", "message": "12 instruments recorded against a usual 73 — coverage narrowed, likely a subscription change rather than a quiet market", "detail": { "instruments": 12, "reference_p90": 73, "history_days": 90 } } ], "counts_by_severity": { "critical": 6, "warn": 4 }, "checks_run": [ "catalog_staleness", "day_continuity", "instrument_scope", "shard_completeness", "staleness", "timestamp_plausibility", "volume_anomaly", "window_coverage" ], "checks_not_run": null, "scope_note": "Every check ran.", "note": "Magnitudes are measured, not asserted: each finding reports the value and the value it would take if healthy." } ## [agent thinking] ## [tool call 5] mcp__peerfeed__run_query { "dataset": "nado/trades", "instrument": "2", "start": "2026-09-27T00:00:00Z", "end": "2026-09-28T00:00:00Z", "sql": "SELECT count(*) bars, sum(trades) trades, sum(volume) vol, sum(volume*vwap) notional, min(low) lo, max(high) hi, min(ts), max(ts), count(DISTINCT date_trunc('hour', ts)) hours FROM t" } ## [tool result] { "error": "ParserException: Parser Error: syntax error at or near \"hours\"\n\nLINE 1: ...) hi, min(ts), max(ts), count(DISTINCT date_trunc('hour', ts)) hours FROM t) LIMIT 5001\n ^", "refused": true, "tool": "run_query", "call_id": "76aa67c3989c4036" } ## [tool call 6] mcp__peerfeed__get_ohlcv { "instrument": "nado/trades:2", "start": "2026-09-27T00:00:00Z", "end": "2026-09-28T00:00:00Z", "granularity": "1h" } ## [tool result] { "call_id": "91dfc40ef11d43dc", "instrument": "nado/trades:2", "granularity": "1h", "start": "2026-09-27T00:00:00+00:00", "end": "2026-09-28T00:00:00+00:00", "bars": [ { "t": "2026-09-27T00:00:00.000000+00:00", "open": 84401.0, "high": 84406.0, "low": 84221.0, "close": 84263.0, "volume": 13.045449999999999, "trades": 431, "vwap": 84290.74860583573, "first_trade_ts": "2026-09-27T00:00:01.865000+00:00", "last_trade_ts": "2026-09-27T00:58:52.277000+00:00" }, { "t": "2026-09-27T01:00:00.000000+00:00", "open": 84263.0, "high": 84537.0, "low": 84240.0, "close": 84450.0, "volume": 18.3305, "trades": 711, "vwap": 84377.79544747826, "first_trade_ts": "2026-09-27T01:00:29.612000+00:00", "last_trade_ts": "2026-09-27T01:59:34.436000+00:00" }, { "t": "2026-09-27T02:00:00.000000+00:00", "open": 84450.0, "high": 84500.0, "low": 84403.0, "close": 84405.0, "volume": 18.33674999999999, "trades": 568, "vwap": 84446.56466385815, "first_trade_ts": "2026-09-27T02:00:33.091000+00:00", "last_trade_ts": "2026-09-27T02:59:34.712000+00:00" }, { "t": "2026-09-27T03:00:00.000000+00:00", "open": 84405.0, "high": 84470.99999999999, "low": 84330.0, "close": 84361.00000000001, "volume": 32.45825000000003, "trades": 617, "vwap": 84379.8163317492, "first_trade_ts": "2026-09-27T03:00:49.775000+00:00", "last_trade_ts": "2026-09-27T03:59:46.683000+00:00" }, { "t": "2026-09-27T04:00:00.000000+00:00", "open": 84357.0, "high": 84461.0, "low": 84260.0, "close": 84289.0, "volume": 23.541300000000028, "trades": 517, "vwap": 84365.76674185357, "first_trade_ts": "2026-09-27T04:00:02.136000+00:00", "last_trade_ts": "2026-09-27T04:59:40.762000+00:00" }, { "t": "2026-09-27T05:00:00.000000+00:00", "open": 84289.0, "high": 84616.0, "low": 84282.0, "close": 84456.0, "volume": 33.846950000000035, "trades": 781, "vwap": 84476.37207488404, "first_trade_ts": "2026-09-27T05:00:02.957000+00:00", "last_trade_ts": "2026-09-27T05:59:59.887000+00:00" }, { "t": "2026-09-27T06:00:00.000000+00:00", "open": 84440.0, "high": 84592.0, "low": 84440.0, "close": 84481.0, "volume": 26.214850000000013, "trades": 711, "vwap": 84526.80260615637, "first_trade_ts": "2026-09-27T06:00:19.544000+00:00", "last_trade_ts": "2026-09-27T06:59:57.274000+00:00" }, { "t": "2026-09-27T07:00:00.000000+00:00", "open": 84473.0, "high": 84753.0, "low": 84449.0, "close": 84753.0, "volume": 35.912049999999994, "trades": 888, "vwap": 84588.558327915, "first_trade_ts": "2026-09-27T07:00:02.826000+00:00", "last_trade_ts": "2026-09-27T07:59:39.094000+00:00" }, { "t": "2026-09-27T08:00:00.000000+00:00", "open": 84757.0, "high": 84845.0, "low": 84655.0, "close": 84757.0, "volume": 33.03440000000006, "trades": 1145, "vwap": 84757.74484022702, "first_trade_ts": "2026-09-27T08:00:02.021000+00:00", "last_trade_ts": "2026-09-27T08:59:30.414000+00:00" }, { "t": "2026-09-27T09:00:00.000000+00:00", "open": 84746.0, "high": 84914.00000000001, "low": 84548.00000000001, "close": 84900.0, "volume": 28.57170000000003, "trades": 1164, "vwap": 84719.18647997838, "first_trade_ts": "2026-09-27T09:00:14.093000+00:00", "last_trade_ts": "2026-09-27T09:59:51.324000+00:00" }, { "t": "2026-09-27T10:00:00.000000+00:00", "open": 84900.0, "high": 85079.0, "low": 84751.0, "close": 84838.0, "volume": 31.545800000000035, "trades": 1216, "vwap": 84885.12739096793, "first_trade_ts": "2026-09-27T10:00:01.161000+00:00", "last_trade_ts": "2026-09-27T10:59:56.708000+00:00" }, { "t": "2026-09-27T11:00:00.000000+00:00", "open": 84829.0, "high": 84899.0, "low": 84794.0, "close": 84852.0, "volume": 13.005749999999999, "trades": 700, "vwap": 84836.59690521505, "first_trade_ts": "2026-09-27T11:00:00.591000+00:00", "last_trade_ts": "2026-09-27T11:59:43.433000+00:00" }, { "t": "2026-09-27T12:00:00.000000+00:00", "open": 84858.0, "high": 84987.99999999999, "low": 84749.0, "close": 84751.0, "volume": 12.861299999999986, "trades": 682, "vwap": 84914.16553925352, "first_trade_ts": "2026-09-27T12:00:06.595000+00:00", "last_trade_ts": "2026-09-27T12:59:38.062000+00:00" }, { "t": "2026-09-27T13:00:00.000000+00:00", "open": 84749.99999999999, "high": 85125.0, "low": 84589.0, "close": 84992.0, "volume": 39.0292000000001, "trades": 1723, "vwap": 84794.60424502662, "first_trade_ts": "2026-09-27T13:00:01.320000+00:00", "last_trade_ts": "2026-09-27T13:59:54.689000+00:00" }, { "t": "2026-09-27T14:00:00.000000+00:00", "open": 84993.0, "high": 85005.99999999999, "low": 84429.0, "close": 84487.0, "volume": 45.03624999999997, "trades": 1665, "vwap": 84699.21353243222, "first_trade_ts": "2026-09-27T14:00:00.166000+00:00", "last_trade_ts": "2026-09-27T14:59:59.254000+00:00" }, { "t": "2026-09-27T15:00:00.000000+00:00", "open": 84486.0, "high": 84597.0, "low": 84311.0, "close": 84411.99999999999, "volume": 40.899550000000104, "trades": 1444, "vwap": 84454.45108320241, "first_trade_ts": "2026-09-27T15:00:04.935000+00:00", "last_trade_ts": "2026-09-27T15:59:49.868000+00:00" }, { "t": "2026-09-27T16:00:00.000000+00:00", "open": 84433.0, "high": 84646.0, "low": 84329.0, "close": 84385.0, "volume": 23.187850000000005, "trades": 1129, "vwap": 84453.16247086294, "first_trade_ts": "2026-09-27T16:00:06.512000+00:00", "last_trade_ts": "2026-09-27T16:59:52.901000+00:00" }, { "t": "2026-09-27T17:00:00.000000+00:00", "open": 84386.0, "high": 84529.0, "low": 84287.0, "close": 84528.0, "volume": 17.44209999999999, "trades": 799, "vwap": 84395.67018306286, "first_trade_ts": "2026-09-27T17:00:03.060000+00:00", "last_trade_ts": "2026-09-27T17:59:56.634000+00:00" }, { "t": "2026-09-27T18:00:00.000000+00:00", "open": 84521.0, "high": 84783.0, "low": 84516.0, "close": 84778.0, "volume": 17.734050000000003, "trades": 832, "vwap": 84661.87381337033, "first_trade_ts": "2026-09-27T18:00:00.976000+00:00", "last_trade_ts": "2026-09-27T18:59:51.646000+00:00" }, { "t": "2026-09-27T19:00:00.000000+00:00", "open": 84784.0, "high": 84804.00000000001, "low": 84617.00000000001, "close": 84690.0, "volume": 20.14869999999999, "trades": 784, "vwap": 84719.54058822658, "first_trade_ts": "2026-09-27T19:00:07.597000+00:00", "last_trade_ts": "2026-09-27T19:59:59.474000+00:00" }, { "t": "2026-09-27T20:00:00.000000+00:00", "open": 84691.0, "high": 84770.0, "low": 84503.0, "close": 84503.0, "volume": 21.181199999999993, "trades": 815, "vwap": 84621.45137669257, "first_trade_ts": "2026-09-27T20:00:06.533000+00:00", "last_trade_ts": "2026-09-27T20:59:51.355000+00:00" }, { "t": "2026-09-27T21:00:00.000000+00:00", "open": 84504.0, "high": 84677.0, "low": 84410.0, "close": 84635.00000000001, "volume": 20.934699999999996, "trades": 853, "vwap": 84566.99301399116, "first_trade_ts": "2026-09-27T21:00:46.687000+00:00", "last_trade_ts": "2026-09-27T21:59:59.429000+00:00" }, { "t": "2026-09-27T22:00:00.000000+00:00", "open": 84642.0, "high": 84712.0, "low": 84091.99999999999, "close": 84143.0, "volume": 44.613950000000074, "trades": 1684, "vwap": 84313.09838066336, "first_trade_ts": "2026-09-27T22:00:00.953000+00:00", "last_trade_ts": "2026-09-27T22:59:57.151000+00:00" }, { "t": "2026-09-27T23:00:00.000000+00:00", "open": 84147.0, "high": 84490.0, "low": 84081.0, "close": 84416.0, "volume": 35.96500000000008, "trades": 1460, "vwap": 84300.93537605988, "first_trade_ts": "2026-09-27T23:00:03.147000+00:00", "last_trade_ts": "2026-09-27T23:59:52.496000+00:00" } ], "bar_count": 24, "trades_aggregated": 23319, "shards_read": 13, "min_trades_per_bar": 3, "same_ms_order": "unordered: this venue's trade id is not a sequence, so when several fills share the last millisecond of a bar the close is one of them, not necessarily the last", "shard_coverage": 0.991, "coverage_warning": null, "healthy_shard_coverage": 0.991, "shard_presence": { "shards_present": 12, "shards_expected": 12, "days_indexed": 1, "days_requested": 1, "empty_shard_files": 0, "days_unindexed": 0, "days_measured": 1, "days_blind": 0, "catalog_covers": { "from": "2025-12-31", "to": "2026-09-29" }, "dataset_indexed": true, "measured": true, "fraction": 1.0 }, "presence_warning": null, "known_data_labels": null, "label_source": { "roots_checked": 3, "label_files_found": 1, "files": [ "/mnt/nasrecorders/_labels/nado/trades/labels.jsonl" ], "kinds_exhaustive": [], "kinds_not_emitted": [ "census_incomplete", "permission", "type_widened" ], "coverage_declared_by": "mission-2/nm-recovery", "scope_notes": {}, "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.", "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.", "warning": null }, "withheld_bars": 0, "note": null } ## [agent thinking] ## [tool call 7] mcp__peerfeed__run_query { "dataset": "nado/trades", "instrument": "2", "start": "2026-09-24T00:00:00Z", "end": "2026-09-29T00:00:00Z", "sql": "SELECT date_trunc('day', ts) d, count(*) nbars, sum(trades) ntr, sum(volume) vol, sum(volume*vwap) notional FROM t GROUP BY 1 ORDER BY 1" } ## [tool result] { "call_id": "7e162f296f444a0d", "shard_presence": { "shards_present": 60, "shards_expected": 60, "days_indexed": 5, "days_requested": 5, "empty_shard_files": 0, "days_unindexed": 0, "days_measured": 5, "days_blind": 0, "catalog_covers": { "from": "2025-12-31", "to": "2026-09-29" }, "dataset_indexed": true, "measured": true, "fraction": 1.0 }, "presence_warning": null, "shard_coverage": 0.991, "healthy_shard_coverage": 0.991, "coverage_warning": null, "known_data_labels": null, "label_source": { "roots_checked": 3, "label_files_found": 1, "files": [ "/mnt/nasrecorders/_labels/nado/trades/labels.jsonl" ], "kinds_exhaustive": [], "kinds_not_emitted": [ "census_incomplete", "permission", "type_widened" ], "coverage_declared_by": "mission-2/nm-recovery", "scope_notes": {}, "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.", "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.", "warning": null }, "completeness_unavailable": null, "slices": null, "columns": [ "d", "nbars", "ntr", "vol", "notional" ], "rows": [ [ "2026-09-24T00:00:00Z", 1406, 40498, 1490.0732000000014, 125195091.48284999 ], [ "2026-09-25T00:00:00Z", 1356, 36263, 1159.0237500000012, 97515504.81460005 ], [ "2026-09-26T00:00:00Z", 1045, 15911, 591.1431999999998, 49679574.020850025 ], [ "2026-09-27T00:00:00Z", 1225, 23132, 643.8543499999994, 54443970.82624997 ], [ "2026-09-28T00:00:00Z", 1405, 49163, 1534.0814500000006, 127881285.68009998 ] ], "row_count": 5, "truncated": false, "shards_bound": 61, "rows_estimated": 194640, "zero_rows_note": null, "table_t": "1-minute bars", "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.", "withheld_by_floor": { "bars": 451, "trades": 669, "volume": 12.253249999999996, "min_trades": 3, "note": "451 minute bar(s) holding 669 trade(s) were withheld because each was built from fewer than 3 trades. Those trades are NOT in any sum, count or volume you compute from t. Add them back from these totals before quoting a notional, or state the shortfall." }, "extremum_warning": "YOUR EXTREMUM MAY BE WRONG IN ITS ARGUMENT, NOT JUST ITS VALUE. This query selects a maximum, minimum or ordering, and 451 bar(s) were withheld from `t` because each held fewer than 3 trades. A true extreme minute is often a THIN one, so the row you want is disproportionately likely to be among those withheld: a measured case had the largest dislocation in a 2-trade minute, and the reported answer named the wrong minute with a plausible value. withheld_by_floor totals CANNOT repair this the way they repair a sum. Either state that the extremum is over bars of at least 3 trades only, or obtain the data in a mode without the floor.", "timestamp_semantics": "observation", "timestamp_note": "ts is when this recorder OBSERVED the trade, not the venue's event time; do not compare it against exchange-timed venues at sub-second resolution.", "note": null } ## [agent thinking] ## [tool call 8] Bash { "command": "/tmp/peerfeed-a21/venv/bin/python -c \"\nv=[(13.04545,84290.74860583573),(18.3305,84377.79544747826),(18.33674999999999,84446.56466385815),(32.45825000000003,84379.8163317492),(23.541300000000028,84365.76674185357),(33.846950000000035,84476.37207488404),(26.214850000000013,84526.80260615637),(35.912049999999994,84588.558327915),(33.03440000000006,84757.74484022702),(28.57170000000003,84719.18647997838),(31.545800000000035,84885.12739096793),(13.005749999999999,84836.59690521505),(12.861299999999986,84914.16553925352),(39.0292000000001,84794.60424502662),(45.03624999999997,84699.21353243222),(40.899550000000104,84454.45108320241),(23.187850000000005,84453.16247086294),(17.44209999999999,84395.67018306286),(17.734050000000003,84661.87381337033),(20.14869999999999,84719.54058822658),(21.181199999999993,84621.45137669257),(20.934699999999996,84566.99301399116),(44.613950000000074,84313.09838066336),(35.96500000000008,84300.93537605988)]\nprint(sum(a for a,b in v), sum(a*b for a,b in v))\"" } ## [tool result] 646.8776000000005 54699332.87545 ## [agent thinking] ## [agent] The BTC perpetual on Nado traded about **$54.70M** of notional on 2026-09-27 (UTC). That covers 646.88 BTC over 23,319 trades. **How I got it** - **Instrument:** Nado lists markets by numeric ID, and I took product 2 (`nado/trades:2`) as the BTC perp. That follows the Vertex numbering Nado inherited, and its prices ran from about 84,080 to 85,130 USD that day, which fits BTC. - **Data completeness:** all 12 two-hour files for the day are present, and each spans 99.1% of its window, the same as healthy files for this feed. The known problem of files holding only the first ~31 minutes of their window stopped after 2026-09-16, and no issue is flagged on 2026-09-27. - **Calculation:** notional is the sum over hours of hourly volume × hourly VWAP, which equals the sum of price × size over all trades. I used the 24 hourly bars because every hour had well over 3 trades, so no bar was withheld and nothing is missing. - **Cross-check:** summing the 1-minute bars instead gives $54.44M from 643.85 BTC and 23,132 trades. The gap of 187 trades and about 3.0 BTC is the thin minutes the server hides, because a 1-minute bar needs at least 3 trades to be shown. So the two methods agree. **Caveats** - Notional counts each fill's taker size once; it is not buyer plus seller. - Trade times are when the recorder saw each trade, not the exchange's own time. Only trades within seconds of midnight could fall on the wrong side of the day boundary. - The only duplication warning for this feed ends on 2026-09-26. The day's trade count sits between its neighbours (15.9k on the 26th, 49.2k on the 28th), so I see no sign of duplicated trades. ## FINAL ANSWER **Total traded notional of the Nado BTC perp on 2026-09-27 (UTC) ≈ $54,699,333 (about $54.70M).** That is 646.88 BTC over 23,319 trades at an average price of about $84,560. Judgement calls: 1. I took product ID 2 to be the BTC perpetual. 2. Notional is taker size × price, counted once per fill, not two-sided. 3. I used hourly bars so no trades were dropped. Summing the 1-minute bars would have left out 187 trades in thin minutes and given $54.44M. 4. The day is assigned by when the recorder observed each trade, not the exchange's timestamp. 5. I judged the day complete, with no fix needed for missing or duplicated data. ## [run ended] subtype=success turns=9 duration_ms=32220