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{\n      \"instrument\": \"edgex/trades:ETHUSD\",\n      \"dataset\": \"edgex/trades\",\n      \"symbol\": \"ETHUSD\",\n      \"first_day\": \"2025-12-15\",\n      \"last_day\": \"2026-08-28\",\n      \"days\": 244,\n      \"rows\": 4648611,\n      \"granularity\": \"tick (trades)\",\n      \"timestamp_semantics\": \"exchange\"\n    },\n    {\n      \"instrument\": \"edgex/depth:ETHUSDC\",\n      \"dataset\": \"edgex/depth\",\n      \"symbol\": \"ETHUSDC\",\n      \"first_day\": \"2026-09-06\",\n      \"last_day\": \"2026-09-29\",\n      \"days\": 22,\n      \"rows\": 2513343,\n      \"granularity\": \"snapshot (state)\",\n      \"timestamp_semantics\": \"observation\"\n    },\n    {\n      \"instrument\": \"edgex/trades:ETHUSDC\",\n      \"dataset\": \"edgex/trades\",\n      \"symbol\": \"ETHUSDC\",\n      \"first_day\": \"2026-09-03\",\n      \"last_day\": \"2026-09-29\",\n      \"days\": 27,\n      \"rows\": 1966193,\n      \"granularity\": \"tick (trades)\",\n      \"timestamp_semantics\": \"exchange\"\n    },\n    {\n      \"instrument\": \"edgex/ticker:ETHUSDC\",\n      \"dataset\": \"edgex/ticker\",\n      \"symbol\": \"ETHUSDC\",\n      \"first_day\": \"2026-09-03\",\n      \"last_day\": \"2026-09-29\",\n      \"days\": 25,\n      \"rows\": 767966,\n      \"granularity\": \"snapshot (state)\",\n      \"timestamp_semantics\": \"exchange\"\n    },\n    {\n      \"instrument\": \"edgex/ticker:ETHUSD\",\n      \"dataset\": \"edgex/ticker\",\n      \"symbol\": \"ETHUSD\",\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-08-28\",\n      \"days\": 50,\n      \"rows\": 360257,\n      \"granularity\": \"snapshot (state)\",\n      \"timestamp_semantics\": \"exchange\"\n    },\n    {\n      \"instrument\": \"edgex/trades:ETHFIUSD\",\n      \"dataset\": \"edgex/trades\",\n      \"symbol\": \"ETHFIUSD\",\n      \"first_day\": \"2025-12-15\",\n      \"last_day\": \"2026-08-28\",\n      \"days\": 161,\n      \"rows\": 41215,\n      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{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01FgAnZRdyJ7w5TqNyhsBM9V","type":"tool_result","content":[{"type":"text","text":"{\n  \"call_id\": \"10affae55506408a\",\n  \"datasets\": [\n    \"aevo/orderbook\",\n    \"aevo/ticker\",\n    \"apex/orderbook\",\n    \"apex/trades\",\n    \"aster/usdm/trades\",\n    \"bybit/liquidations\",\n    \"derive/auctions\",\n    \"derive/margin\",\n    \"derive/trades\",\n    \"dydx/orderbook\",\n    \"dydx/trades\",\n    \"edgex/depth\",\n    \"edgex/ticker\",\n    \"edgex/trades\",\n    \"extended/funding\",\n    \"extended/mark_price\",\n    \"extended/orderbook\",\n    \"gains/registerTrade\",\n    \"gains/unregisterTrade\",\n    \"gains/updatePositionSize\",\n    \"gmx/deposits\",\n    \"gmx/orders\",\n    \"gmx/withdrawals\",\n    \"grvt/book\",\n    \"grvt/ticker\",\n    \"grvt/trades\",\n    \"hyperliquid/activeAssetCtx\",\n    \"hyperliquid/liquidation_events\",\n    \"hyperliquid/liquidation_map\",\n    \"hyperliquid/liquidation_map_accuracy\",\n    \"hyperliquid/risk_positions\",\n    \"hyperliquid/risk_scan_log\",\n    \"hyperliquid/risk_state_census\",\n    \"hyperliquid/risk_traders\",\n    \"hyperliquid/scan_audits\",\n    \"hyperliquid/trades\",\n    \"kalshi/orderbook_delta\",\n    \"kalshi/ticker\",\n    \"kalshi/trade\",\n    \"lighter/market_stats\",\n    \"lighter/trades\",\n    \"mexc/funding_rate\",\n    \"nado/best_bid_offer\",\n    \"nado/book_depth\",\n    \"nado/funding_payment\",\n    \"nado/funding_rate\",\n    \"nado/liquidation\",\n    \"nado/trades\",\n    \"pacifica/book\",\n    \"pacifica/prices\",\n    \"pacifica/trades\",\n    \"paradex/bbo\",\n    \"paradex/trades\",\n    \"polymarket/book\",\n    \"polymarket/last_trade_price\",\n    \"polymarket_catalog/metadata\",\n    \"polymarket_chain/redemptions\",\n    \"polymarket_chain/resolutions\",\n    \"polymarket_chain/trades\",\n    \"rho/orderbook\",\n    \"rho/ticker\",\n    \"rho/trades\"\n  ],\n  \"feed_defaults\": {\n    \"kind\": \"trades\",\n    \"serves_bars\": true,\n    \"clock\": \"exchange (the venue's own timestamp)\",\n    \"direction_measured\": true,\n    \"note\": \"Everything not listed in feed_exceptions follows these. Call describe_dataset('<dataset>') for one dataset's full declaration — it takes a bare name, no symbol needed.\"\n  },\n  \"feed_exceptions\": {\n    \"state_no_bars\": [\n      \"aevo/orderbook\",\n      \"aevo/ticker\",\n      \"apex/orderbook\",\n      \"derive/auctions\",\n      \"derive/margin\",\n      \"dydx/orderbook\",\n      \"edgex/depth\",\n      \"edgex/ticker\",\n      \"extended/funding\",\n      \"extended/mark_price\",\n      \"extended/orderbook\",\n      \"gains/registerTrade\",\n      \"gains/unregisterTrade\",\n      \"gains/updatePositionSize\",\n      \"gmx/deposits\",\n      \"gmx/orders\",\n      \"gmx/withdrawals\",\n      \"grvt/book\",\n      \"grvt/ticker\",\n      \"hyperliquid/activeAssetCtx\",\n      \"hyperliquid/liquidation_map\",\n      \"hyperliquid/liquidation_map_accuracy\",\n      \"hyperliquid/risk_scan_log\",\n      \"hyperliquid/risk_state_census\",\n      \"hyperliquid/risk_traders\",\n      \"hyperliquid/scan_audits\",\n      \"kalshi/orderbook_delta\",\n      \"kalshi/ticker\",\n      \"lighter/market_stats\",\n      \"mexc/funding_rate\",\n      \"nado/best_bid_offer\",\n      \"nado/book_depth\",\n      \"nado/funding_payment\",\n      \"nado/funding_rate\",\n      \"pacifica/book\",\n      \"pacifica/prices\",\n      \"paradex/bbo\",\n      \"polymarket/book\",\n      \"polymarket_catalog/metadata\",\n      \"polymarket_chain/redemptions\",\n      \"polymarket_chain/resolutions\",\n      \"polymarket_chain/trades\",\n      \"rho/orderbook\",\n      \"rho/ticker\"\n    ],\n    \"observation_clock\": [\n      \"aevo/orderbook\",\n      \"apex/orderbook\",\n      \"dydx/orderbook\",\n      \"edgex/depth\",\n      \"gains/registerTrade\",\n      \"gains/unregisterTrade\",\n      \"gains/updatePositionSize\",\n      \"hyperliquid/activeAssetCtx\",\n      \"kalshi/ticker\",\n      \"lighter/market_stats\",\n      \"mexc/funding_rate\",\n      \"nado/book_depth\",\n      \"nado/trades\",\n      \"paradex/bbo\",\n      \"polymarket/book\",\n      \"polymarket_chain/redemptions\",\n      \"polymarket_chain/resolutions\",\n      \"polymarket_chain/trades\",\n      \"rho/orderbook\",\n      \"rho/ticker\"\n    ],\n    \"direction_unmeasured\": [\n      \"aevo/orderbook\",\n      \"aevo/ticker\",\n      \"apex/orderbook\",\n      \"bybit/liquidations\",\n      \"derive/auctions\",\n      \"derive/margin\",\n      \"dydx/orderbook\",\n      \"edgex/depth\",\n      \"edgex/ticker\",\n      \"edgex/trades\",\n      \"extended/funding\",\n      \"extended/mark_price\",\n      \"extended/orderbook\",\n      \"gains/registerTrade\",\n      \"gains/unregisterTrade\",\n      \"gains/updatePositionSize\",\n      \"gmx/deposits\",\n      \"gmx/orders\",\n      \"gmx/withdrawals\",\n      \"grvt/book\",\n      \"grvt/ticker\",\n      \"grvt/trades\",\n      \"hyperliquid/activeAssetCtx\",\n      \"hyperliquid/liquidation_map\",\n      \"hyperliquid/liquidation_map_accuracy\",\n      \"hyperliquid/risk_positions\",\n      \"hyperliquid/risk_scan_log\",\n      \"hyperliquid/risk_state_census\",\n      \"hyperliquid/risk_traders\",\n      \"hyperliquid/scan_audits\",\n      \"kalshi/orderbook_delta\",\n      \"kalshi/ticker\",\n      \"lighter/market_stats\",\n      \"lighter/trades\",\n      \"mexc/funding_rate\",\n      \"nado/best_bid_offer\",\n      \"nado/book_depth\",\n      \"nado/funding_payment\",\n      \"nado/funding_rate\",\n      \"nado/liquidation\",\n      \"pacifica/book\",\n      \"pacifica/prices\",\n      \"pacifica/trades\",\n      \"paradex/bbo\",\n      \"polymarket/book\",\n      \"polymarket_catalog/metadata\",\n      \"polymarket_chain/redemptions\",\n      \"polymarket_chain/resolutions\",\n      \"polymarket_chain/trades\",\n      \"rho/orderbook\",\n      \"rho/ticker\"\n    ],\n    \"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.\"\n  },\n  \"access_mode\": \"public\",\n  \"catalog_ready\": true,\n  \"data_quality\": {\n    \"catalog_built\": true,\n    \"mean_shard_coverage\": 0.442,\n    \"dataset_days_measured\": 9405,\n    \"dataset_days_below_threshold\": 7603,\n    \"unreadable_days\": 0,\n    \"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.\",\n    \"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.\"\n  },\n  \"excluded_datasets\": [\n    {\n      \"dataset\": \"binance/coinm/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"binance/spot/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"bingx/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"bitget/ticker\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"bitget/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"bybit/tickers\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"bybit/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"coinbase/ticker\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"coinbase/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"deribit/option_ticker\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"deribit/option_trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"deribit/perpetual\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"deribit/ticker\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"deribit/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"htx/ticker\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"htx/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"kraken/ticker\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"kraken/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"kucoin/instrument\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"kucoin/ticker\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"kucoin/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"mexc/tickers\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"mexc/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"okx/spot/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"okx/swap/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"weather_asos/asos_metar\",\n      \"category\": \"other\",\n      \"reason\": \"other venue: not cleared for public access.\"\n    },\n    {\n      \"dataset\": \"weather_ecmwf/forecast\",\n      \"category\": \"other\",\n      \"reason\": \"other venue: not cleared for public access.\"\n    },\n    {\n      \"dataset\": \"weather_gefs/forecast\",\n      \"category\": \"other\",\n      \"reason\": \"other venue: not cleared for public access.\"\n    },\n    {\n      \"dataset\": \"weather_gfs/forecast\",\n      \"category\": \"other\",\n      \"reason\": \"other venue: not cleared for public access.\"\n    },\n    {\n      \"dataset\": \"weather_hrrr/forecast\",\n      \"category\": \"other\",\n      \"reason\": \"other venue: not cleared for public access.\"\n    }\n  ],\n  \"instrument_id_format\": \"dataset:symbol\",\n  \"observation_timed_datasets\": [\n    \"aevo/orderbook\",\n    \"apex/orderbook\",\n    \"dydx/orderbook\",\n    \"edgex/depth\",\n    \"gains/registerTrade\",\n    \"gains/unregisterTrade\",\n    \"gains/updatePositionSize\",\n    \"hyperliquid/activeAssetCtx\",\n    \"kalshi/ticker\",\n    \"lighter/market_stats\",\n    \"mexc/funding_rate\",\n    \"nado/book_depth\",\n    \"nado/trades\",\n    \"paradex/bbo\",\n    \"polymarket/book\",\n    \"polymarket_chain/redemptions\",\n    \"polymarket_chain/resolutions\",\n    \"polymarket_chain/trades\",\n    \"rho/orderbook\",\n    \"rho/ticker\"\n  ],\n  \"run_query_table_t\": {\n    \"contents\": \"1-minute OHLCV bars (raw trades are not reachable)\",\n    \"columns\": {\n      \"instrument\": \"VARCHAR\",\n      \"ts\": \"TIMESTAMPTZ (UTC), bar start\",\n      \"open\": \"DOUBLE\",\n      \"high\": \"DOUBLE\",\n      \"low\": \"DOUBLE\",\n      \"close\": \"DOUBLE\",\n      \"volume\": \"DOUBLE\",\n      \"trades\": \"BIGINT\",\n      \"vwap\": \"DOUBLE\"\n    },\n    \"min_trades_per_bar\": 3\n  },\n  \"granularities\": [\n    \"1m\",\n    \"5m\",\n    \"15m\",\n    \"1h\",\n    \"4h\",\n    \"1d\"\n  ],\n  \"funding\": {\n    \"tool\": \"get_funding\",\n    \"datasets\": {\n      \"edgex/ticker\": {\n        \"interval_hours\": 4\n      },\n      \"extended/funding\": {\n        \"interval_hours\": 1\n      },\n      \"hyperliquid/activeAssetCtx\": {\n        \"interval_hours\": 1\n      },\n      \"nado/funding_rate\": {\n        \"interval_hours\": 24\n      },\n      \"pacifica/prices\": {\n        \"interval_hours\": 1\n      }\n    },\n    \"note\": \"Rates are served with their interval and normalised to per-hour, per-8h and APR; never compare raw rates across venues.\"\n  },\n  \"limits\": {\n    \"max_bars_per_call\": 5000,\n    \"max_query_rows\": 5000,\n    \"max_shards_per_call\": 400,\n    \"shard_hours\": 2,\n    \"calls_per_minute\": 60\n  },\n  \"sql_dialect\": \"DuckDB (read-only, single SELECT/WITH statement, must read from `t`)\",\n  \"coverage_scope\": \"this host only — reflects what this machine aggregated\"\n}"}]}]},"parent_tool_use_id":null,"session_id":"1d3be8c2-6705-478c-9bb9-02af83953da4","uuid":"ac5ca562-b6c8-461d-a1cb-e06dd1d369e4","timestamp":"2026-09-29T20:12:56.964Z","tool_use_result":[{"type":"text","text":"{\n  \"call_id\": \"10affae55506408a\",\n  \"datasets\": [\n    \"aevo/orderbook\",\n    \"aevo/ticker\",\n    \"apex/orderbook\",\n    \"apex/trades\",\n    \"aster/usdm/trades\",\n    \"bybit/liquidations\",\n    \"derive/auctions\",\n    \"derive/margin\",\n    \"derive/trades\",\n    \"dydx/orderbook\",\n    \"dydx/trades\",\n    \"edgex/depth\",\n    \"edgex/ticker\",\n    \"edgex/trades\",\n    \"extended/funding\",\n    \"extended/mark_price\",\n    \"extended/orderbook\",\n    \"gains/registerTrade\",\n    \"gains/unregisterTrade\",\n    \"gains/updatePositionSize\",\n    \"gmx/deposits\",\n    \"gmx/orders\",\n    \"gmx/withdrawals\",\n    \"grvt/book\",\n    \"grvt/ticker\",\n    \"grvt/trades\",\n    \"hyperliquid/activeAssetCtx\",\n    \"hyperliquid/liquidation_events\",\n    \"hyperliquid/liquidation_map\",\n    \"hyperliquid/liquidation_map_accuracy\",\n    \"hyperliquid/risk_positions\",\n    \"hyperliquid/risk_scan_log\",\n    \"hyperliquid/risk_state_census\",\n    \"hyperliquid/risk_traders\",\n    \"hyperliquid/scan_audits\",\n    \"hyperliquid/trades\",\n    \"kalshi/orderbook_delta\",\n    \"kalshi/ticker\",\n    \"kalshi/trade\",\n    \"lighter/market_stats\",\n    \"lighter/trades\",\n    \"mexc/funding_rate\",\n    \"nado/best_bid_offer\",\n    \"nado/book_depth\",\n    \"nado/funding_payment\",\n    \"nado/funding_rate\",\n    \"nado/liquidation\",\n    \"nado/trades\",\n    \"pacifica/book\",\n    \"pacifica/prices\",\n    \"pacifica/trades\",\n    \"paradex/bbo\",\n    \"paradex/trades\",\n    \"polymarket/book\",\n    \"polymarket/last_trade_price\",\n    \"polymarket_catalog/metadata\",\n    \"polymarket_chain/redemptions\",\n    \"polymarket_chain/resolutions\",\n    \"polymarket_chain/trades\",\n    \"rho/orderbook\",\n    \"rho/ticker\",\n    \"rho/trades\"\n  ],\n  \"feed_defaults\": {\n    \"kind\": \"trades\",\n    \"serves_bars\": true,\n    \"clock\": \"exchange (the venue's own timestamp)\",\n    \"direction_measured\": true,\n    \"note\": \"Everything not listed in feed_exceptions follows these. Call describe_dataset('<dataset>') for one dataset's full declaration — it takes a bare name, no symbol needed.\"\n  },\n  \"feed_exceptions\": {\n    \"state_no_bars\": [\n      \"aevo/orderbook\",\n      \"aevo/ticker\",\n      \"apex/orderbook\",\n      \"derive/auctions\",\n      \"derive/margin\",\n      \"dydx/orderbook\",\n      \"edgex/depth\",\n      \"edgex/ticker\",\n      \"extended/funding\",\n      \"extended/mark_price\",\n      \"extended/orderbook\",\n      \"gains/registerTrade\",\n      \"gains/unregisterTrade\",\n      \"gains/updatePositionSize\",\n      \"gmx/deposits\",\n      \"gmx/orders\",\n      \"gmx/withdrawals\",\n      \"grvt/book\",\n      \"grvt/ticker\",\n      \"hyperliquid/activeAssetCtx\",\n      \"hyperliquid/liquidation_map\",\n      \"hyperliquid/liquidation_map_accuracy\",\n      \"hyperliquid/risk_scan_log\",\n      \"hyperliquid/risk_state_census\",\n      \"hyperliquid/risk_traders\",\n      \"hyperliquid/scan_audits\",\n      \"kalshi/orderbook_delta\",\n      \"kalshi/ticker\",\n      \"lighter/market_stats\",\n      \"mexc/funding_rate\",\n      \"nado/best_bid_offer\",\n      \"nado/book_depth\",\n      \"nado/funding_payment\",\n      \"nado/funding_rate\",\n      \"pacifica/book\",\n      \"pacifica/prices\",\n      \"paradex/bbo\",\n      \"polymarket/book\",\n      \"polymarket_catalog/metadata\",\n      \"polymarket_chain/redemptions\",\n      \"polymarket_chain/resolutions\",\n      \"polymarket_chain/trades\",\n      \"rho/orderbook\",\n      \"rho/ticker\"\n    ],\n    \"observation_clock\": [\n      \"aevo/orderbook\",\n      \"apex/orderbook\",\n      \"dydx/orderbook\",\n      \"edgex/depth\",\n      \"gains/registerTrade\",\n      \"gains/unregisterTrade\",\n      \"gains/updatePositionSize\",\n      \"hyperliquid/activeAssetCtx\",\n      \"kalshi/ticker\",\n      \"lighter/market_stats\",\n      \"mexc/funding_rate\",\n      \"nado/book_depth\",\n      \"nado/trades\",\n      \"paradex/bbo\",\n      \"polymarket/book\",\n      \"polymarket_chain/redemptions\",\n      \"polymarket_chain/resolutions\",\n      \"polymarket_chain/trades\",\n      \"rho/orderbook\",\n      \"rho/ticker\"\n    ],\n    \"direction_unmeasured\": [\n      \"aevo/orderbook\",\n      \"aevo/ticker\",\n      \"apex/orderbook\",\n      \"bybit/liquidations\",\n      \"derive/auctions\",\n      \"derive/margin\",\n      \"dydx/orderbook\",\n      \"edgex/depth\",\n      \"edgex/ticker\",\n      \"edgex/trades\",\n      \"extended/funding\",\n      \"extended/mark_price\",\n      \"extended/orderbook\",\n      \"gains/registerTrade\",\n      \"gains/unregisterTrade\",\n      \"gains/updatePositionSize\",\n      \"gmx/deposits\",\n      \"gmx/orders\",\n      \"gmx/withdrawals\",\n      \"grvt/book\",\n      \"grvt/ticker\",\n      \"grvt/trades\",\n      \"hyperliquid/activeAssetCtx\",\n      \"hyperliquid/liquidation_map\",\n      \"hyperliquid/liquidation_map_accuracy\",\n      \"hyperliquid/risk_positions\",\n      \"hyperliquid/risk_scan_log\",\n      \"hyperliquid/risk_state_census\",\n      \"hyperliquid/risk_traders\",\n      \"hyperliquid/scan_audits\",\n      \"kalshi/orderbook_delta\",\n      \"kalshi/ticker\",\n      \"lighter/market_stats\",\n      \"lighter/trades\",\n      \"mexc/funding_rate\",\n      \"nado/best_bid_offer\",\n      \"nado/book_depth\",\n      \"nado/funding_payment\",\n      \"nado/funding_rate\",\n      \"nado/liquidation\",\n      \"pacifica/book\",\n      \"pacifica/prices\",\n      \"pacifica/trades\",\n      \"paradex/bbo\",\n      \"polymarket/book\",\n      \"polymarket_catalog/metadata\",\n      \"polymarket_chain/redemptions\",\n      \"polymarket_chain/resolutions\",\n      \"polymarket_chain/trades\",\n      \"rho/orderbook\",\n      \"rho/ticker\"\n    ],\n    \"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.\"\n  },\n  \"access_mode\": \"public\",\n  \"catalog_ready\": true,\n  \"data_quality\": {\n    \"catalog_built\": true,\n    \"mean_shard_coverage\": 0.442,\n    \"dataset_days_measured\": 9405,\n    \"dataset_days_below_threshold\": 7603,\n    \"unreadable_days\": 0,\n    \"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.\",\n    \"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.\"\n  },\n  \"excluded_datasets\": [\n    {\n      \"dataset\": \"binance/coinm/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"binance/spot/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"bingx/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"bitget/ticker\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"bitget/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"bybit/tickers\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"bybit/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"coinbase/ticker\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"coinbase/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"deribit/option_ticker\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"deribit/option_trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"deribit/perpetual\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"deribit/ticker\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"deribit/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"htx/ticker\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"htx/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"kraken/ticker\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"kraken/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"kucoin/instrument\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"kucoin/ticker\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"kucoin/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"mexc/tickers\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"mexc/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"okx/spot/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"okx/swap/trades\",\n      \"category\": \"cex\",\n      \"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.\"\n    },\n    {\n      \"dataset\": \"weather_asos/asos_metar\",\n      \"category\": \"other\",\n      \"reason\": \"other venue: not cleared for public access.\"\n    },\n    {\n      \"dataset\": \"weather_ecmwf/forecast\",\n      \"category\": \"other\",\n      \"reason\": \"other venue: not cleared for public access.\"\n    },\n    {\n      \"dataset\": \"weather_gefs/forecast\",\n      \"category\": \"other\",\n      \"reason\": \"other venue: not cleared for public access.\"\n    },\n    {\n      \"dataset\": \"weather_gfs/forecast\",\n      \"category\": \"other\",\n      \"reason\": \"other venue: not cleared for public access.\"\n    },\n    {\n      \"dataset\": \"weather_hrrr/forecast\",\n      \"category\": \"other\",\n      \"reason\": \"other venue: not cleared for public access.\"\n    }\n  ],\n  \"instrument_id_format\": \"dataset:symbol\",\n  \"observation_timed_datasets\": [\n    \"aevo/orderbook\",\n    \"apex/orderbook\",\n    \"dydx/orderbook\",\n    \"edgex/depth\",\n    \"gains/registerTrade\",\n    \"gains/unregisterTrade\",\n    \"gains/updatePositionSize\",\n    \"hyperliquid/activeAssetCtx\",\n    \"kalshi/ticker\",\n    \"lighter/market_stats\",\n    \"mexc/funding_rate\",\n    \"nado/book_depth\",\n    \"nado/trades\",\n    \"paradex/bbo\",\n    \"polymarket/book\",\n    \"polymarket_chain/redemptions\",\n    \"polymarket_chain/resolutions\",\n    \"polymarket_chain/trades\",\n    \"rho/orderbook\",\n    \"rho/ticker\"\n  ],\n  \"run_query_table_t\": {\n    \"contents\": \"1-minute OHLCV bars (raw trades are not reachable)\",\n    \"columns\": {\n      \"instrument\": \"VARCHAR\",\n      \"ts\": \"TIMESTAMPTZ (UTC), bar start\",\n      \"open\": \"DOUBLE\",\n      \"high\": \"DOUBLE\",\n      \"low\": \"DOUBLE\",\n      \"close\": \"DOUBLE\",\n      \"volume\": \"DOUBLE\",\n      \"trades\": \"BIGINT\",\n      \"vwap\": \"DOUBLE\"\n    },\n    \"min_trades_per_bar\": 3\n  },\n  \"granularities\": [\n    \"1m\",\n    \"5m\",\n    \"15m\",\n    \"1h\",\n    \"4h\",\n    \"1d\"\n  ],\n  \"funding\": {\n    \"tool\": \"get_funding\",\n    \"datasets\": {\n      \"edgex/ticker\": {\n        \"interval_hours\": 4\n      },\n      \"extended/funding\": {\n        \"interval_hours\": 1\n      },\n      \"hyperliquid/activeAssetCtx\": {\n        \"interval_hours\": 1\n      },\n      \"nado/funding_rate\": {\n        \"interval_hours\": 24\n      },\n      \"pacifica/prices\": {\n        \"interval_hours\": 1\n      }\n    },\n    \"note\": \"Rates are served with their interval and normalised to per-hour, per-8h and APR; never compare raw rates across venues.\"\n  },\n  \"limits\": {\n    \"max_bars_per_call\": 5000,\n    \"max_query_rows\": 5000,\n    \"max_shards_per_call\": 400,\n    \"shard_hours\": 2,\n    \"calls_per_minute\": 60\n  },\n  \"sql_dialect\": \"DuckDB (read-only, single SELECT/WITH statement, must read from `t`)\",\n  \"coverage_scope\": \"this host only — reflects what this machine aggregated\"\n}"}]}
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{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01EJY3q1NjLbTYiT5eLKg9VA","type":"tool_result","content":[{"type":"text","text":"{\n  \"call_id\": \"9965b60e080e4bd5\",\n  \"findings\": [\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 214,\n      \"worst_value\": 0.0916,\n      \"healthy_value\": 0.9916170023148148,\n      \"first_day\": \"2025-12-19\",\n      \"last_day\": \"2026-09-16\",\n      \"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\",\n      \"detail\": {\n        \"rows\": 251,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 169,\n      \"worst_value\": 654.6448,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2025-12-15\",\n      \"last_day\": \"2026-09-19\",\n      \"message\": \"timestamps reach 654.6 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2024-11-11 09:31:32.564000+01:00\",\n        \"latest\": \"2026-08-14 10:02:33.189000+02:00\",\n        \"days_before_window\": 654.645,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 7,\n      \"worst_value\": 0.1667,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-04-06\",\n      \"last_day\": \"2026-09-17\",\n      \"message\": \"2 of 12 2h shards exist for this day on this host\",\n      \"detail\": {\n        \"shards_present\": 2,\n        \"shards_expected\": 12,\n        \"rows\": 11040\n      }\n    },\n    {\n      \"check\": \"volume_anomaly\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 6,\n      \"worst_value\": 0.0002,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2025-12-19\",\n      \"last_day\": \"2026-08-13\",\n      \"message\": \"0% of the 156,042 row median for the preceding days\",\n      \"detail\": {\n        \"rows\": 30,\n        \"baseline_median\": 156042\n      }\n    },\n    {\n      \"check\": \"instrument_scope\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 3,\n      \"worst_value\": 0.0598,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-08-09\",\n      \"last_day\": \"2026-08-13\",\n      \"message\": \"11 instruments recorded against a usual 184 — coverage narrowed, likely a subscription change rather than a quiet market\",\n      \"detail\": {\n        \"instruments\": 11,\n        \"reference_p90\": 184,\n        \"history_days\": 90\n      }\n    },\n    {\n      \"check\": \"day_continuity\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 1,\n      \"worst_value\": 18.0,\n      \"healthy_value\": 0.0,\n      \"first_day\": null,\n      \"last_day\": null,\n      \"message\": \"18 day(s) missing, longest run 5 day(s)\",\n      \"detail\": {\n        \"first_day\": \"2025-12-15\",\n        \"last_day\": \"2026-09-29\",\n        \"days_present\": 271,\n        \"longest_gap_days\": 5,\n        \"gaps\": [\n          [\n            \"2025-12-16\",\n            \"2025-12-16\"\n          ],\n          [\n            \"2026-04-04\",\n            \"2026-04-05\"\n          ],\n          [\n            \"2026-08-08\",\n            \"2026-08-08\"\n          ],\n          [\n            \"2026-08-11\",\n            \"2026-08-12\"\n          ],\n          [\n            \"2026-08-16\",\n            \"2026-08-16\"\n          ]\n        ]\n      }\n    },\n    {\n      \"check\": \"catalog_staleness\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 1,\n      \"worst_value\": 1.0,\n      \"healthy_value\": 0.0,\n      \"first_day\": null,\n      \"last_day\": null,\n      \"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.\",\n      \"detail\": {\n        \"days_measured\": 9,\n        \"stale_days\": 1,\n        \"recent_days_being_written\": 0,\n        \"newest_stale_day\": \"2026-09-21\",\n        \"note\": \"files changed after this day was indexed; re-index to re-measure\",\n        \"days_examined_this_run\": 800,\n        \"catalog_days_total\": 10429,\n        \"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\"\n      }\n    },\n    {\n      \"check\": \"instrument_scope\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"warn\",\n      \"days_affected\": 51,\n      \"worst_value\": 0.1685,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-04-14\",\n      \"last_day\": \"2026-08-07\",\n      \"message\": \"31 instruments recorded against a usual 184 — coverage narrowed, likely a subscription change rather than a quiet market\",\n      \"detail\": {\n        \"instruments\": 31,\n        \"reference_p90\": 184,\n        \"history_days\": 90\n      }\n    },\n    {\n      \"check\": \"volume_anomaly\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"warn\",\n      \"days_affected\": 19,\n      \"worst_value\": 158.9575,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2025-12-17\",\n      \"last_day\": \"2026-09-21\",\n      \"message\": \"159.0x the recent median — possible duplication\",\n      \"detail\": {\n        \"rows\": 823718,\n        \"baseline_median\": 5182\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"warn\",\n      \"days_affected\": 14,\n      \"worst_value\": 0.5,\n      \"healthy_value\": 0.9916170023148148,\n      \"first_day\": \"2025-12-18\",\n      \"last_day\": \"2026-08-10\",\n      \"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\",\n      \"detail\": {\n        \"rows\": 304121,\n        \"files\": 12,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"warn\",\n      \"days_affected\": 7,\n      \"worst_value\": 0.5,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-04-03\",\n      \"last_day\": \"2026-09-08\",\n      \"message\": \"6 of 12 2h shards exist for this day on this host\",\n      \"detail\": {\n        \"shards_present\": 6,\n        \"shards_expected\": 12,\n        \"rows\": 76548\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"warn\",\n      \"days_affected\": 3,\n      \"worst_value\": 6.6101,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2026-09-03\",\n      \"last_day\": \"2026-09-05\",\n      \"message\": \"timestamps reach 6.6 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2026-08-29 11:21:31.536000+02:00\",\n        \"latest\": \"2026-09-06 00:30:59.588000+02:00\",\n        \"days_before_window\": 6.61,\n        \"days_after_window\": 0.0\n      }\n    }\n  ],\n  \"counts_by_severity\": {\n    \"critical\": 7,\n    \"warn\": 5\n  },\n  \"checks_run\": [\n    \"catalog_staleness\",\n    \"day_continuity\",\n    \"instrument_scope\",\n    \"shard_completeness\",\n    \"staleness\",\n    \"timestamp_plausibility\",\n    \"volume_anomaly\",\n    \"window_coverage\"\n  ],\n  \"checks_not_run\": null,\n  \"scope_note\": \"Every check ran.\",\n  \"note\": \"Magnitudes are measured, not asserted: each finding reports the value and the value it would take if healthy.\"\n}"}]}]},"parent_tool_use_id":null,"session_id":"1d3be8c2-6705-478c-9bb9-02af83953da4","uuid":"4adfd8e5-23b1-4562-8a94-a8e336bb9c85","timestamp":"2026-09-29T20:13:03.608Z","tool_use_result":[{"type":"text","text":"{\n  \"call_id\": \"9965b60e080e4bd5\",\n  \"findings\": [\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 214,\n      \"worst_value\": 0.0916,\n      \"healthy_value\": 0.9916170023148148,\n      \"first_day\": \"2025-12-19\",\n      \"last_day\": \"2026-09-16\",\n      \"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\",\n      \"detail\": {\n        \"rows\": 251,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 169,\n      \"worst_value\": 654.6448,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2025-12-15\",\n      \"last_day\": \"2026-09-19\",\n      \"message\": \"timestamps reach 654.6 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2024-11-11 09:31:32.564000+01:00\",\n        \"latest\": \"2026-08-14 10:02:33.189000+02:00\",\n        \"days_before_window\": 654.645,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 7,\n      \"worst_value\": 0.1667,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-04-06\",\n      \"last_day\": \"2026-09-17\",\n      \"message\": \"2 of 12 2h shards exist for this day on this host\",\n      \"detail\": {\n        \"shards_present\": 2,\n        \"shards_expected\": 12,\n        \"rows\": 11040\n      }\n    },\n    {\n      \"check\": \"volume_anomaly\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 6,\n      \"worst_value\": 0.0002,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2025-12-19\",\n      \"last_day\": \"2026-08-13\",\n      \"message\": \"0% of the 156,042 row median for the preceding days\",\n      \"detail\": {\n        \"rows\": 30,\n        \"baseline_median\": 156042\n      }\n    },\n    {\n      \"check\": \"instrument_scope\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 3,\n      \"worst_value\": 0.0598,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-08-09\",\n      \"last_day\": \"2026-08-13\",\n      \"message\": \"11 instruments recorded against a usual 184 — coverage narrowed, likely a subscription change rather than a quiet market\",\n      \"detail\": {\n        \"instruments\": 11,\n        \"reference_p90\": 184,\n        \"history_days\": 90\n      }\n    },\n    {\n      \"check\": \"day_continuity\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 1,\n      \"worst_value\": 18.0,\n      \"healthy_value\": 0.0,\n      \"first_day\": null,\n      \"last_day\": null,\n      \"message\": \"18 day(s) missing, longest run 5 day(s)\",\n      \"detail\": {\n        \"first_day\": \"2025-12-15\",\n        \"last_day\": \"2026-09-29\",\n        \"days_present\": 271,\n        \"longest_gap_days\": 5,\n        \"gaps\": [\n          [\n            \"2025-12-16\",\n            \"2025-12-16\"\n          ],\n          [\n            \"2026-04-04\",\n            \"2026-04-05\"\n          ],\n          [\n            \"2026-08-08\",\n            \"2026-08-08\"\n          ],\n          [\n            \"2026-08-11\",\n            \"2026-08-12\"\n          ],\n          [\n            \"2026-08-16\",\n            \"2026-08-16\"\n          ]\n        ]\n      }\n    },\n    {\n      \"check\": \"catalog_staleness\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 1,\n      \"worst_value\": 1.0,\n      \"healthy_value\": 0.0,\n      \"first_day\": null,\n      \"last_day\": null,\n      \"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.\",\n      \"detail\": {\n        \"days_measured\": 9,\n        \"stale_days\": 1,\n        \"recent_days_being_written\": 0,\n        \"newest_stale_day\": \"2026-09-21\",\n        \"note\": \"files changed after this day was indexed; re-index to re-measure\",\n        \"days_examined_this_run\": 800,\n        \"catalog_days_total\": 10429,\n        \"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\"\n      }\n    },\n    {\n      \"check\": \"instrument_scope\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"warn\",\n      \"days_affected\": 51,\n      \"worst_value\": 0.1685,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-04-14\",\n      \"last_day\": \"2026-08-07\",\n      \"message\": \"31 instruments recorded against a usual 184 — coverage narrowed, likely a subscription change rather than a quiet market\",\n      \"detail\": {\n        \"instruments\": 31,\n        \"reference_p90\": 184,\n        \"history_days\": 90\n      }\n    },\n    {\n      \"check\": \"volume_anomaly\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"warn\",\n      \"days_affected\": 19,\n      \"worst_value\": 158.9575,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2025-12-17\",\n      \"last_day\": \"2026-09-21\",\n      \"message\": \"159.0x the recent median — possible duplication\",\n      \"detail\": {\n        \"rows\": 823718,\n        \"baseline_median\": 5182\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"warn\",\n      \"days_affected\": 14,\n      \"worst_value\": 0.5,\n      \"healthy_value\": 0.9916170023148148,\n      \"first_day\": \"2025-12-18\",\n      \"last_day\": \"2026-08-10\",\n      \"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\",\n      \"detail\": {\n        \"rows\": 304121,\n        \"files\": 12,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"warn\",\n      \"days_affected\": 7,\n      \"worst_value\": 0.5,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-04-03\",\n      \"last_day\": \"2026-09-08\",\n      \"message\": \"6 of 12 2h shards exist for this day on this host\",\n      \"detail\": {\n        \"shards_present\": 6,\n        \"shards_expected\": 12,\n        \"rows\": 76548\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"edgex/trades\",\n      \"severity\": \"warn\",\n      \"days_affected\": 3,\n      \"worst_value\": 6.6101,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2026-09-03\",\n      \"last_day\": \"2026-09-05\",\n      \"message\": \"timestamps reach 6.6 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2026-08-29 11:21:31.536000+02:00\",\n        \"latest\": \"2026-09-06 00:30:59.588000+02:00\",\n        \"days_before_window\": 6.61,\n        \"days_after_window\": 0.0\n      }\n    }\n  ],\n  \"counts_by_severity\": {\n    \"critical\": 7,\n    \"warn\": 5\n  },\n  \"checks_run\": [\n    \"catalog_staleness\",\n    \"day_continuity\",\n    \"instrument_scope\",\n    \"shard_completeness\",\n    \"staleness\",\n    \"timestamp_plausibility\",\n    \"volume_anomaly\",\n    \"window_coverage\"\n  ],\n  \"checks_not_run\": null,\n  \"scope_note\": \"Every check ran.\",\n  \"note\": \"Magnitudes are measured, not asserted: each finding reports the value and the value it would take if healthy.\"\n}"}]}
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{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_018h1LGqqLhKxrSyQKUU6kGF","type":"tool_result","content":[{"type":"text","text":"{\n  \"call_id\": \"d09fdbaa80e44e59\",\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    \"nbars\",\n    \"first_ts\",\n    \"last_ts\",\n    \"consec\",\n    \"sd_consec\",\n    \"sd_all\",\n    \"sumsq_all\",\n    \"maxgap\",\n    \"ntrades\",\n    \"nhours\"\n  ],\n  \"rows\": [\n    [\n      1440,\n      \"2026-09-27T00:00:00Z\",\n      \"2026-09-27T23:59:00Z\",\n      1439,\n      0.00036721106619282595,\n      0.00036721106619282595,\n      0.00019391109617769014,\n      1,\n      68038,\n      24\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":"1d3be8c2-6705-478c-9bb9-02af83953da4","uuid":"68d90b68-162d-4916-b790-55731eed02c8","timestamp":"2026-09-29T20:13:07.847Z","tool_use_result":[{"type":"text","text":"{\n  \"call_id\": \"d09fdbaa80e44e59\",\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    \"nbars\",\n    \"first_ts\",\n    \"last_ts\",\n    \"consec\",\n    \"sd_consec\",\n    \"sd_all\",\n    \"sumsq_all\",\n    \"maxgap\",\n    \"ntrades\",\n    \"nhours\"\n  ],\n  \"rows\": [\n    [\n      1440,\n      \"2026-09-27T00:00:00Z\",\n      \"2026-09-27T23:59:00Z\",\n      1439,\n      0.00036721106619282595,\n      0.00036721106619282595,\n      0.00019391109617769014,\n      1,\n      68038,\n      24\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}"}]}
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{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01Nq237RPdMLez4rqy9vupEX","type":"tool_result","content":[{"type":"text","text":"{\n  \"call_id\": \"230de9f5dfc1483e\",\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    \"maxabs\",\n    \"minc\",\n    \"maxc\",\n    \"mu\",\n    \"ann\"\n  ],\n  \"rows\": [\n    [\n      0.002307404158178409,\n      2668.19,\n      2720.79,\n      -1.949935997829812e-6,\n      0.26622508748800233\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":"1d3be8c2-6705-478c-9bb9-02af83953da4","uuid":"eb2ade8c-cfd5-4be5-9801-167c760c200c","timestamp":"2026-09-29T20:13:12.667Z","tool_use_result":[{"type":"text","text":"{\n  \"call_id\": \"230de9f5dfc1483e\",\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    \"maxabs\",\n    \"minc\",\n    \"maxc\",\n    \"mu\",\n    \"ann\"\n  ],\n  \"rows\": [\n    [\n      0.002307404158178409,\n      2668.19,\n      2720.79,\n      -1.949935997829812e-6,\n      0.26622508748800233\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":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYLnAtXgtJyWUUHARLLa","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":1579,"cache_read_input_tokens":19611,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1579},"output_tokens":3,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"1d3be8c2-6705-478c-9bb9-02af83953da4","uuid":"c1d5d64c-a60f-4cee-8e46-f4444c43cc4f","timestamp":"2026-09-29T20:13:21.847Z","request_id":"req_011CfYLnAXwRADBEc79tmKNV"}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYLnAtXgtJyWUUHARLLa","type":"message","role":"assistant","content":[{"type":"text","text":"The realised volatility of the edgeX ETH perpetual on 2026-09-27 was **about 26.6% annualised**. The data for that day was complete and clean.\n\n**Instrument:** I used `edgex/trades:ETHUSDC`. The older `ETHUSD` symbol has no data after 2026-08-28, and `ETHUSDC` starts on 2026-09-03, so it looks like edgeX renamed the ETH perp. `ETHUSDC` is the only ETH perp series with data for this day.\n\n**Data check:** The day has all 12 two-hour shards, with 99.2% window coverage, which is this feed's healthy level. The feed has quality problems elsewhere: partial windows up to 2026-09-16 and stale timestamps up to 2026-09-19. None of them touch 2026-09-27.\n- There are 1,440 one-minute bars covering 00:00 to 23:59 UTC, with no gaps.\n- 68,038 trades went into them.\n- The server drops bars built from fewer than 3 trades. None were dropped on this day.\n- There were no bad prints: the largest single 1-minute move was 0.23%, and the close stayed between 2,668.19 and 2,720.79.\n\n**Calculation:**\n- There are 1,439 log returns of the 1-minute closes. The first return uses the 00:00 bar; I didn't reach back to the previous day's last close.\n- The sample standard deviation of those returns is 0.00036721. Their mean, −1.95e-6, is negligible.\n- Annualising by √525,600 (minutes in a 365-day, 24/7 year) gives **0.2662**.\n\n## FINAL ANSWER\n\n**Realised volatility of edgeX ETH perp on 2026-09-27 (UTC): 0.2662, or about 26.6% annualised.**\n\nJudgement calls:\n1. **Instrument:** I used `edgex/trades:ETHUSDC`, treating it as the renamed ETH perpetual since `ETHUSD` stops on 2026-08-28.\n2. **Close prices:** The 1-minute closes are built from trades (last trade in each minute), not mark or mid prices.\n3. **Returns:** I used the 1,439 returns within the day, starting from the 00:00 bar rather than the previous day's last close.\n4. **Standard deviation:** I used the sample standard deviation (n−1), subtracting the mean. Assuming a zero mean instead gives essentially the same number.\n5. **Annualisation:** I scaled by √525,600, which assumes trading 24 hours a day, 365 days a year.\n6. **Data quality:** I checked that the day was complete (12 of 12 shards, 99.2% coverage, no minutes missing or dropped), so I didn't need to fill or adjust anything."}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":1579,"cache_read_input_tokens":19611,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1579},"output_tokens":3,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"1d3be8c2-6705-478c-9bb9-02af83953da4","uuid":"0111bedb-0619-4c41-954d-e5c20f31ab82","timestamp":"2026-09-29T20:13:22.700Z","request_id":"req_011CfYLnAXwRADBEc79tmKNV"}
{"duration_api_ms":26011,"stop_reason":"end_turn","session_id":"1d3be8c2-6705-478c-9bb9-02af83953da4","total_cost_usd":0.1924338,"usage":{"input_tokens":10,"cache_creation_input_tokens":15860,"cache_read_input_tokens":63269,"output_tokens":2643,"output_tokens_details":{"thinking_tokens":291},"server_tool_use":{"web_search_requests":0,"web_fetch_requests":0},"service_tier":"standard","cache_creation":{"ephemeral_1h_input_tokens":15860,"ephemeral_5m_input_tokens":0},"inference_geo":"not_available","iterations":[{"input_tokens":2,"output_tokens":967,"cache_read_input_tokens":19611,"cache_creation_input_tokens":1579,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1579},"type":"message"}],"speed":"standard","fallback_credit":null},"modelUsage":{"claude-opus-5-5":{"inputTokens":10,"outputTokens":2643,"cacheReadInputTokens":63269,"cacheCreationInputTokens":15860,"webSearchRequests":0,"costUSD":0.1924338,"contextWindow":1000000,"maxOutputTokens":128000,"thinkingTokens":291,"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":7,"subtype":"success","api_error_status":null,"result":"The realised volatility of the edgeX ETH perpetual on 2026-09-27 was **about 26.6% annualised**. The data for that day was complete and clean.\n\n**Instrument:** I used `edgex/trades:ETHUSDC`. The older `ETHUSD` symbol has no data after 2026-08-28, and `ETHUSDC` starts on 2026-09-03, so it looks like edgeX renamed the ETH perp. `ETHUSDC` is the only ETH perp series with data for this day.\n\n**Data check:** The day has all 12 two-hour shards, with 99.2% window coverage, which is this feed's healthy level. The feed has quality problems elsewhere: partial windows up to 2026-09-16 and stale timestamps up to 2026-09-19. None of them touch 2026-09-27.\n- There are 1,440 one-minute bars covering 00:00 to 23:59 UTC, with no gaps.\n- 68,038 trades went into them.\n- The server drops bars built from fewer than 3 trades. None were dropped on this day.\n- There were no bad prints: the largest single 1-minute move was 0.23%, and the close stayed between 2,668.19 and 2,720.79.\n\n**Calculation:**\n- There are 1,439 log returns of the 1-minute closes. The first return uses the 00:00 bar; I didn't reach back to the previous day's last close.\n- The sample standard deviation of those returns is 0.00036721. Their mean, −1.95e-6, is negligible.\n- Annualising by √525,600 (minutes in a 365-day, 24/7 year) gives **0.2662**.\n\n## FINAL ANSWER\n\n**Realised volatility of edgeX ETH perp on 2026-09-27 (UTC): 0.2662, or about 26.6% annualised.**\n\nJudgement calls:\n1. **Instrument:** I used `edgex/trades:ETHUSDC`, treating it as the renamed ETH perpetual since `ETHUSD` stops on 2026-08-28.\n2. **Close prices:** The 1-minute closes are built from trades (last trade in each minute), not mark or mid prices.\n3. **Returns:** I used the 1,439 returns within the day, starting from the 00:00 bar rather than the previous day's last close.\n4. **Standard deviation:** I used the sample standard deviation (n−1), subtracting the mean. Assuming a zero mean instead gives essentially the same number.\n5. **Annualisation:** I scaled by √525,600, which assumes trading 24 hours a day, 365 days a year.\n6. **Data quality:** I checked that the day was complete (12 of 12 shards, 99.2% coverage, no minutes missing or dropped), so I didn't need to fill or adjust anything.","ttft_ms":2325,"type":"result","duration_ms":31373,"uuid":"917b5a9d-3a40-45f8-9acc-83f838962dec","ttft_stream_ms":1022,"time_to_request_ms":127,"first_content_frame_ms":1023,"queued_turn_count":0,"result_index":0}
