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{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01Pt9fY4w4mZfbygUNeYY1HV","type":"tool_result","content":[{"type":"text","text":"{\n  \"call_id\": \"31fbb14cc3974666\",\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":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"a60b7289-0856-4cba-b7bf-6d04336fcddb","timestamp":"2026-09-29T20:12:19.319Z","tool_use_result":[{"type":"text","text":"{\n  \"call_id\": \"31fbb14cc3974666\",\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_01435Wa1aT8TND2DVAJ52ptB","type":"tool_result","content":"Error: result (65,143 characters across 2,208 lines) exceeds maximum allowed tokens. Output has been saved to ~/.claude/projects/-tmp-peerfeed-a21-work-t2-mcp/92c2ea53-498b-4588-84c4-92e6c30ce80e/tool-results/mcp-peerfeed-list_instruments-1790712750008.txt.\nFormat: Plain text\nUse offset and limit parameters to read specific portions of the file, search within it for specific content, and jq to make structured queries.\nREQUIREMENTS FOR SUMMARIZATION/ANALYSIS/REVIEW:\n- You MUST read the content from the file at ~/.claude/projects/-tmp-peerfeed-a21-work-t2-mcp/92c2ea53-498b-4588-84c4-92e6c30ce80e/tool-results/mcp-peerfeed-list_instruments-1790712750008.txt in sequential chunks until 100% of the content has been read.\n- If you receive truncation warnings when reading the file, reduce the chunk size until you have read 100% of the content without truncation.\n- Before producing ANY summary or analysis, you MUST explicitly describe what portion of the content you have read. ***If you did not read the entire content, you MUST explicitly state this.***\n- If after a few attempts you cannot read the file (file not found, lines too long for Read's offset/limit, no shell access), STOP retrying. Summarize what you were able to read, explicitly state which portion you could not read and why, and proceed.\n"}]},"parent_tool_use_id":null,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"eb9557b1-0fdd-4acb-b8c9-173a5f48dfb6","timestamp":"2026-09-29T20:12:30.012Z","tool_use_result":"Error: result (65,143 characters across 2,208 lines) exceeds maximum allowed tokens. Output has been saved to ~/.claude/projects/-tmp-peerfeed-a21-work-t2-mcp/92c2ea53-498b-4588-84c4-92e6c30ce80e/tool-results/mcp-peerfeed-list_instruments-1790712750008.txt.\nFormat: Plain text\nUse offset and limit parameters to read specific portions of the file, search within it for specific content, and jq to make structured queries.\nREQUIREMENTS FOR SUMMARIZATION/ANALYSIS/REVIEW:\n- You MUST read the content from the file at ~/.claude/projects/-tmp-peerfeed-a21-work-t2-mcp/92c2ea53-498b-4588-84c4-92e6c30ce80e/tool-results/mcp-peerfeed-list_instruments-1790712750008.txt in sequential chunks until 100% of the content has been read.\n- If you receive truncation warnings when reading the file, reduce the chunk size until you have read 100% of the content without truncation.\n- Before producing ANY summary or analysis, you MUST explicitly describe what portion of the content you have read. ***If you did not read the entire content, you MUST explicitly state this.***\n- If after a few attempts you cannot read the file (file not found, lines too long for Read's offset/limit, no shell access), STOP retrying. Summarize what you were able to read, explicitly state which portion you could not read and why, and proceed.\n"}
{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01Hm3Lqve8bMi91enC9e3wr2","type":"tool_result","content":[{"type":"text","text":"{\n  \"call_id\": \"ce533991f88247df\",\n  \"findings\": [\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"binance/coinm/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 251,\n      \"worst_value\": 0.0013,\n      \"healthy_value\": 0.9915143344907408,\n      \"first_day\": \"2025-12-19\",\n      \"last_day\": \"2026-09-17\",\n      \"message\": \"holds ~0% of its window, 0% 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\": 336,\n        \"files\": 12,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"binance/spot/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 251,\n      \"worst_value\": 0.0758,\n      \"healthy_value\": 0.9916491203703703,\n      \"first_day\": \"2025-12-19\",\n      \"last_day\": \"2026-09-17\",\n      \"message\": \"holds ~8% of its window, 8% 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\": 5289,\n        \"files\": 12,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"hyperliquid/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 224,\n      \"worst_value\": 0.0916,\n      \"healthy_value\": 0.9916116666666666,\n      \"first_day\": \"2025-11-18\",\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\": 12222,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"derive/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 223,\n      \"worst_value\": 0.0664,\n      \"healthy_value\": 0.9878483217592593,\n      \"first_day\": \"2025-11-18\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~7% of its window, 7% 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\": 1,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"okx/spot/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 223,\n      \"worst_value\": 0.0915,\n      \"healthy_value\": 0.9916431655092592,\n      \"first_day\": \"2025-12-20\",\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\": 306,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"bybit/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 222,\n      \"worst_value\": 0.0917,\n      \"healthy_value\": 0.9916549884259258,\n      \"first_day\": \"2025-12-20\",\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\": 56405,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"okx/swap/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 221,\n      \"worst_value\": 0.0917,\n      \"healthy_value\": 0.9916497569444445,\n      \"first_day\": \"2025-12-20\",\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\": 41841,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"deribit/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 218,\n      \"worst_value\": 0.0,\n      \"healthy_value\": 0.9915194270833334,\n      \"first_day\": \"2025-12-23\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~0% of its window, 0% 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\": 3,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"aster/usdm/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 217,\n      \"worst_value\": 0.0666,\n      \"healthy_value\": 0.9916085069444445,\n      \"first_day\": \"2025-12-19\",\n      \"last_day\": \"2026-09-17\",\n      \"message\": \"holds ~7% of its window, 7% 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\": 507,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"coinbase/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 215,\n      \"worst_value\": 0.0916,\n      \"healthy_value\": 0.991646617037037,\n      \"first_day\": \"2026-01-01\",\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\": 15515,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"dydx/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 215,\n      \"worst_value\": 0.0906,\n      \"healthy_value\": 0.9845356423611111,\n      \"first_day\": \"2026-01-01\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~9% of its window, 9% of normal (this feed's healthy shards span ~98% of a window); bars at 1h and coarser are computed from a fraction of the data\",\n      \"detail\": {\n        \"rows\": 32015,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"pacifica/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 215,\n      \"worst_value\": 0.0,\n      \"healthy_value\": 0.991618900462963,\n      \"first_day\": \"2025-12-21\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~0% of its window, 0% 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\": 3,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\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\": \"window_coverage\",\n      \"dataset\": \"nado/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 214,\n      \"worst_value\": 0.0916,\n      \"healthy_value\": 0.9914561689814815,\n      \"first_day\": \"2026-01-01\",\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\": 50,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"polymarket/last_trade_price\",\n      \"severity\": \"critical\",\n      \"days_affected\": 213,\n      \"worst_value\": 0.2307,\n      \"healthy_value\": 0.9913654224537036,\n      \"first_day\": \"2025-11-18\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~23% of its window, 23% 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\": 3988,\n        \"files\": 24,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"rho/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 213,\n      \"worst_value\": 0.0912,\n      \"healthy_value\": 0.990761244212963,\n      \"first_day\": \"2026-01-01\",\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\": 5716,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"apex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 211,\n      \"worst_value\": 0.0804,\n      \"healthy_value\": 0.9916140277777777,\n      \"first_day\": \"2025-12-21\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~8% of its window, 8% 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\": 1158,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"dydx/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 208,\n      \"worst_value\": 746.9446,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2025-12-31\",\n      \"last_day\": \"2026-09-19\",\n      \"message\": \"timestamps reach 746.9 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2024-09-02 03:19:49.251000+02:00\",\n        \"latest\": \"2026-09-20 01:58:57.215000+02:00\",\n        \"days_before_window\": 746.945,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"kraken/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 205,\n      \"worst_value\": 0.0916,\n      \"healthy_value\": 0.9916537716956019,\n      \"first_day\": \"2025-12-30\",\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\": 712,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"kalshi/trade\",\n      \"severity\": \"critical\",\n      \"days_affected\": 199,\n      \"worst_value\": 0.1864,\n      \"healthy_value\": 0.9908238049768519,\n      \"first_day\": \"2025-12-29\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~19% of its window, 19% 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\": 93,\n        \"files\": 12,\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\": \"window_coverage\",\n      \"dataset\": \"paradex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 159,\n      \"worst_value\": 0.2143,\n      \"healthy_value\": 0.9809444212962962,\n      \"first_day\": \"2026-01-04\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~21% of its window, 22% of normal (this feed's healthy shards span ~98% of a window); bars at 1h and coarser are computed from a fraction of the data\",\n      \"detail\": {\n        \"rows\": 4,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 7\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"apex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 103,\n      \"worst_value\": 95.3787,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2025-12-23\",\n      \"last_day\": \"2026-06-12\",\n      \"message\": \"timestamps reach 95.4 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2025-10-26 15:54:36.818000+01:00\",\n        \"latest\": \"2026-01-31 00:58:59.911000+01:00\",\n        \"days_before_window\": 95.379,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"hyperliquid/risk_positions\",\n      \"severity\": \"critical\",\n      \"days_affected\": 88,\n      \"worst_value\": 0.1667,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-06-14\",\n      \"last_day\": \"2026-09-28\",\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\": 18587\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"hyperliquid/risk_traders\",\n      \"severity\": \"critical\",\n      \"days_affected\": 88,\n      \"worst_value\": 0.1667,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-06-14\",\n      \"last_day\": \"2026-09-28\",\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\": 215741\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"mexc/funding_rate\",\n      \"severity\": \"critical\",\n      \"days_affected\": 82,\n      \"worst_value\": 0.1667,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-01-02\",\n      \"last_day\": \"2026-09-28\",\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\": 1974\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"mexc/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 82,\n      \"worst_value\": 20725.0,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-29\",\n      \"message\": \"timestamps reach 20725.0 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"1970-01-01 01:00:01+01:00\",\n        \"latest\": \"1970-01-01 01:00:02+01:00\",\n        \"days_before_window\": 20725.0,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"extended/mark_price\",\n      \"severity\": \"critical\",\n      \"days_affected\": 72,\n      \"worst_value\": 20715.0,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-19\",\n      \"message\": \"timestamps reach 20715.0 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"1970-01-01 01:00:00+01:00\",\n        \"latest\": \"2026-09-20 01:58:59.885000+02:00\",\n        \"days_before_window\": 20715.0,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"weather_ecmwf/forecast\",\n      \"severity\": \"critical\",\n      \"days_affected\": 69,\n      \"worst_value\": 0.1667,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-28\",\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\": 4032\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"grvt/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 68,\n      \"worst_value\": 315.2379,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-17\",\n      \"message\": \"timestamps reach 315.2 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2025-11-05 19:17:25.740000+01:00\",\n        \"latest\": \"2026-09-18 01:39:46.148926+02:00\",\n        \"days_before_window\": 315.238,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"weather_gefs/forecast\",\n      \"severity\": \"critical\",\n      \"days_affected\": 68,\n      \"worst_value\": 0.1667,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-28\",\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\": 124992\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"weather_gfs/forecast\",\n      \"severity\": \"critical\",\n      \"days_affected\": 68,\n      \"worst_value\": 0.1667,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-28\",\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\": 4032\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"lighter/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 62,\n      \"worst_value\": 106.3805,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-19\",\n      \"message\": \"timestamps reach 106.4 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2026-06-02 16:52:07.829000+02:00\",\n        \"latest\": \"2026-09-18 01:58:59.212000+02:00\",\n        \"days_before_window\": 106.38,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"polymarket/book\",\n      \"severity\": \"critical\",\n      \"days_affected\": 60,\n      \"worst_value\": 0.1379,\n      \"healthy_value\": 0.991547667824074,\n      \"first_day\": \"2026-06-01\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~14% of its window, 14% 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\": 526815,\n        \"files\": 25193,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"hyperliquid/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 57,\n      \"worst_value\": 655.973,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2025-10-25\",\n      \"last_day\": \"2025-12-31\",\n      \"message\": \"timestamps reach 656.0 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2024-03-15 01:38:51.897000+01:00\",\n        \"latest\": \"2025-12-31 23:29:59.680000+01:00\",\n        \"days_before_window\": 655.973,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"rho/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 54,\n      \"worst_value\": 26.0133,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2026-06-09\",\n      \"last_day\": \"2026-09-19\",\n      \"message\": \"timestamps reach 26.0 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2026-08-02 01:40:47.552000+02:00\",\n        \"latest\": \"2026-08-29 00:30:58.630000+02:00\",\n        \"days_before_window\": 26.013,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"bitget/ticker\",\n      \"severity\": \"critical\",\n      \"days_affected\": 52,\n      \"worst_value\": 0.05,\n      \"healthy_value\": 0.9591036211069024,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-22\",\n      \"message\": \"holds ~5% of its window, 5% of normal (this feed's healthy shards span ~96% of a window); bars at 1h and coarser are computed from a fraction of the data\",\n      \"detail\": {\n        \"rows\": 6610,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 6\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"mexc/funding_rate\",\n      \"severity\": \"critical\",\n      \"days_affected\": 47,\n      \"worst_value\": 0.0001,\n      \"healthy_value\": 0.7068188888888888,\n      \"first_day\": \"2026-01-01\",\n      \"last_day\": \"2026-09-20\",\n      \"message\": \"holds ~0% of its window, 0% of normal (this feed's healthy shards span ~71% of a window); bars at 1h and coarser are computed from a fraction of the data\",\n      \"detail\": {\n        \"rows\": 1,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 5\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"coinbase/ticker\",\n      \"severity\": \"critical\",\n      \"days_affected\": 45,\n      \"worst_value\": 0.0917,\n      \"healthy_value\": 0.9916657523148148,\n      \"first_day\": \"2026-07-01\",\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\": 2295,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"htx/ticker\",\n      \"severity\": \"critical\",\n      \"days_affected\": 45,\n      \"worst_value\": 0.0917,\n      \"healthy_value\": 0.9916605150462963,\n      \"first_day\": \"2026-07-01\",\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\": 6308,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    }\n  ],\n  \"counts_by_severity\": {\n    \"critical\": 441,\n    \"warn\": 301\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  \"findings_omitted\": \"702 further finding(s) not returned; showing the 40 worst by severity of 742. counts_by_severity above is COMPLETE and counts them all. Narrow with dataset= or severity= to see the rest -- a whole-estate listing is a 78k-token response.\"\n}"}]}]},"parent_tool_use_id":null,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"6e1f4015-8e16-4be0-a37e-2ffb19683d93","timestamp":"2026-09-29T20:12:31.077Z","tool_use_result":[{"type":"text","text":"{\n  \"call_id\": \"ce533991f88247df\",\n  \"findings\": [\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"binance/coinm/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 251,\n      \"worst_value\": 0.0013,\n      \"healthy_value\": 0.9915143344907408,\n      \"first_day\": \"2025-12-19\",\n      \"last_day\": \"2026-09-17\",\n      \"message\": \"holds ~0% of its window, 0% 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\": 336,\n        \"files\": 12,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"binance/spot/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 251,\n      \"worst_value\": 0.0758,\n      \"healthy_value\": 0.9916491203703703,\n      \"first_day\": \"2025-12-19\",\n      \"last_day\": \"2026-09-17\",\n      \"message\": \"holds ~8% of its window, 8% 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\": 5289,\n        \"files\": 12,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"hyperliquid/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 224,\n      \"worst_value\": 0.0916,\n      \"healthy_value\": 0.9916116666666666,\n      \"first_day\": \"2025-11-18\",\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\": 12222,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"derive/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 223,\n      \"worst_value\": 0.0664,\n      \"healthy_value\": 0.9878483217592593,\n      \"first_day\": \"2025-11-18\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~7% of its window, 7% 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\": 1,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"okx/spot/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 223,\n      \"worst_value\": 0.0915,\n      \"healthy_value\": 0.9916431655092592,\n      \"first_day\": \"2025-12-20\",\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\": 306,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"bybit/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 222,\n      \"worst_value\": 0.0917,\n      \"healthy_value\": 0.9916549884259258,\n      \"first_day\": \"2025-12-20\",\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\": 56405,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"okx/swap/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 221,\n      \"worst_value\": 0.0917,\n      \"healthy_value\": 0.9916497569444445,\n      \"first_day\": \"2025-12-20\",\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\": 41841,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"deribit/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 218,\n      \"worst_value\": 0.0,\n      \"healthy_value\": 0.9915194270833334,\n      \"first_day\": \"2025-12-23\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~0% of its window, 0% 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\": 3,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"aster/usdm/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 217,\n      \"worst_value\": 0.0666,\n      \"healthy_value\": 0.9916085069444445,\n      \"first_day\": \"2025-12-19\",\n      \"last_day\": \"2026-09-17\",\n      \"message\": \"holds ~7% of its window, 7% 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\": 507,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"coinbase/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 215,\n      \"worst_value\": 0.0916,\n      \"healthy_value\": 0.991646617037037,\n      \"first_day\": \"2026-01-01\",\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\": 15515,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"dydx/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 215,\n      \"worst_value\": 0.0906,\n      \"healthy_value\": 0.9845356423611111,\n      \"first_day\": \"2026-01-01\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~9% of its window, 9% of normal (this feed's healthy shards span ~98% of a window); bars at 1h and coarser are computed from a fraction of the data\",\n      \"detail\": {\n        \"rows\": 32015,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"pacifica/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 215,\n      \"worst_value\": 0.0,\n      \"healthy_value\": 0.991618900462963,\n      \"first_day\": \"2025-12-21\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~0% of its window, 0% 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\": 3,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\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\": \"window_coverage\",\n      \"dataset\": \"nado/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 214,\n      \"worst_value\": 0.0916,\n      \"healthy_value\": 0.9914561689814815,\n      \"first_day\": \"2026-01-01\",\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\": 50,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"polymarket/last_trade_price\",\n      \"severity\": \"critical\",\n      \"days_affected\": 213,\n      \"worst_value\": 0.2307,\n      \"healthy_value\": 0.9913654224537036,\n      \"first_day\": \"2025-11-18\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~23% of its window, 23% 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\": 3988,\n        \"files\": 24,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"rho/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 213,\n      \"worst_value\": 0.0912,\n      \"healthy_value\": 0.990761244212963,\n      \"first_day\": \"2026-01-01\",\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\": 5716,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"apex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 211,\n      \"worst_value\": 0.0804,\n      \"healthy_value\": 0.9916140277777777,\n      \"first_day\": \"2025-12-21\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~8% of its window, 8% 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\": 1158,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"dydx/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 208,\n      \"worst_value\": 746.9446,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2025-12-31\",\n      \"last_day\": \"2026-09-19\",\n      \"message\": \"timestamps reach 746.9 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2024-09-02 03:19:49.251000+02:00\",\n        \"latest\": \"2026-09-20 01:58:57.215000+02:00\",\n        \"days_before_window\": 746.945,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"kraken/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 205,\n      \"worst_value\": 0.0916,\n      \"healthy_value\": 0.9916537716956019,\n      \"first_day\": \"2025-12-30\",\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\": 712,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"kalshi/trade\",\n      \"severity\": \"critical\",\n      \"days_affected\": 199,\n      \"worst_value\": 0.1864,\n      \"healthy_value\": 0.9908238049768519,\n      \"first_day\": \"2025-12-29\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~19% of its window, 19% 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\": 93,\n        \"files\": 12,\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\": \"window_coverage\",\n      \"dataset\": \"paradex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 159,\n      \"worst_value\": 0.2143,\n      \"healthy_value\": 0.9809444212962962,\n      \"first_day\": \"2026-01-04\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~21% of its window, 22% of normal (this feed's healthy shards span ~98% of a window); bars at 1h and coarser are computed from a fraction of the data\",\n      \"detail\": {\n        \"rows\": 4,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 7\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"apex/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 103,\n      \"worst_value\": 95.3787,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2025-12-23\",\n      \"last_day\": \"2026-06-12\",\n      \"message\": \"timestamps reach 95.4 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2025-10-26 15:54:36.818000+01:00\",\n        \"latest\": \"2026-01-31 00:58:59.911000+01:00\",\n        \"days_before_window\": 95.379,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"hyperliquid/risk_positions\",\n      \"severity\": \"critical\",\n      \"days_affected\": 88,\n      \"worst_value\": 0.1667,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-06-14\",\n      \"last_day\": \"2026-09-28\",\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\": 18587\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"hyperliquid/risk_traders\",\n      \"severity\": \"critical\",\n      \"days_affected\": 88,\n      \"worst_value\": 0.1667,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-06-14\",\n      \"last_day\": \"2026-09-28\",\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\": 215741\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"mexc/funding_rate\",\n      \"severity\": \"critical\",\n      \"days_affected\": 82,\n      \"worst_value\": 0.1667,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-01-02\",\n      \"last_day\": \"2026-09-28\",\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\": 1974\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"mexc/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 82,\n      \"worst_value\": 20725.0,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-29\",\n      \"message\": \"timestamps reach 20725.0 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"1970-01-01 01:00:01+01:00\",\n        \"latest\": \"1970-01-01 01:00:02+01:00\",\n        \"days_before_window\": 20725.0,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"extended/mark_price\",\n      \"severity\": \"critical\",\n      \"days_affected\": 72,\n      \"worst_value\": 20715.0,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-19\",\n      \"message\": \"timestamps reach 20715.0 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"1970-01-01 01:00:00+01:00\",\n        \"latest\": \"2026-09-20 01:58:59.885000+02:00\",\n        \"days_before_window\": 20715.0,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"weather_ecmwf/forecast\",\n      \"severity\": \"critical\",\n      \"days_affected\": 69,\n      \"worst_value\": 0.1667,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-28\",\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\": 4032\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"grvt/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 68,\n      \"worst_value\": 315.2379,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-17\",\n      \"message\": \"timestamps reach 315.2 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2025-11-05 19:17:25.740000+01:00\",\n        \"latest\": \"2026-09-18 01:39:46.148926+02:00\",\n        \"days_before_window\": 315.238,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"weather_gefs/forecast\",\n      \"severity\": \"critical\",\n      \"days_affected\": 68,\n      \"worst_value\": 0.1667,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-28\",\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\": 124992\n      }\n    },\n    {\n      \"check\": \"shard_completeness\",\n      \"dataset\": \"weather_gfs/forecast\",\n      \"severity\": \"critical\",\n      \"days_affected\": 68,\n      \"worst_value\": 0.1667,\n      \"healthy_value\": 1.0,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-28\",\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\": 4032\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"lighter/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 62,\n      \"worst_value\": 106.3805,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-19\",\n      \"message\": \"timestamps reach 106.4 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2026-06-02 16:52:07.829000+02:00\",\n        \"latest\": \"2026-09-18 01:58:59.212000+02:00\",\n        \"days_before_window\": 106.38,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"polymarket/book\",\n      \"severity\": \"critical\",\n      \"days_affected\": 60,\n      \"worst_value\": 0.1379,\n      \"healthy_value\": 0.991547667824074,\n      \"first_day\": \"2026-06-01\",\n      \"last_day\": \"2026-09-16\",\n      \"message\": \"holds ~14% of its window, 14% 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\": 526815,\n        \"files\": 25193,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"hyperliquid/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 57,\n      \"worst_value\": 655.973,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2025-10-25\",\n      \"last_day\": \"2025-12-31\",\n      \"message\": \"timestamps reach 656.0 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2024-03-15 01:38:51.897000+01:00\",\n        \"latest\": \"2025-12-31 23:29:59.680000+01:00\",\n        \"days_before_window\": 655.973,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"timestamp_plausibility\",\n      \"dataset\": \"rho/trades\",\n      \"severity\": \"critical\",\n      \"days_affected\": 54,\n      \"worst_value\": 26.0133,\n      \"healthy_value\": 0.0,\n      \"first_day\": \"2026-06-09\",\n      \"last_day\": \"2026-09-19\",\n      \"message\": \"timestamps reach 26.0 day(s) outside the day they are filed under — stale replay or a unit error\",\n      \"detail\": {\n        \"earliest\": \"2026-08-02 01:40:47.552000+02:00\",\n        \"latest\": \"2026-08-29 00:30:58.630000+02:00\",\n        \"days_before_window\": 26.013,\n        \"days_after_window\": 0.0\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"bitget/ticker\",\n      \"severity\": \"critical\",\n      \"days_affected\": 52,\n      \"worst_value\": 0.05,\n      \"healthy_value\": 0.9591036211069024,\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-09-22\",\n      \"message\": \"holds ~5% of its window, 5% of normal (this feed's healthy shards span ~96% of a window); bars at 1h and coarser are computed from a fraction of the data\",\n      \"detail\": {\n        \"rows\": 6610,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 6\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"mexc/funding_rate\",\n      \"severity\": \"critical\",\n      \"days_affected\": 47,\n      \"worst_value\": 0.0001,\n      \"healthy_value\": 0.7068188888888888,\n      \"first_day\": \"2026-01-01\",\n      \"last_day\": \"2026-09-20\",\n      \"message\": \"holds ~0% of its window, 0% of normal (this feed's healthy shards span ~71% of a window); bars at 1h and coarser are computed from a fraction of the data\",\n      \"detail\": {\n        \"rows\": 1,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 5\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"coinbase/ticker\",\n      \"severity\": \"critical\",\n      \"days_affected\": 45,\n      \"worst_value\": 0.0917,\n      \"healthy_value\": 0.9916657523148148,\n      \"first_day\": \"2026-07-01\",\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\": 2295,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    },\n    {\n      \"check\": \"window_coverage\",\n      \"dataset\": \"htx/ticker\",\n      \"severity\": \"critical\",\n      \"days_affected\": 45,\n      \"worst_value\": 0.0917,\n      \"healthy_value\": 0.9916605150462963,\n      \"first_day\": \"2026-07-01\",\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\": 6308,\n        \"files\": 1,\n        \"reference\": \"feed's own post-fix median\",\n        \"reference_days\": 12\n      }\n    }\n  ],\n  \"counts_by_severity\": {\n    \"critical\": 441,\n    \"warn\": 301\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  \"findings_omitted\": \"702 further finding(s) not returned; showing the 40 worst by severity of 742. counts_by_severity above is COMPLETE and counts them all. Narrow with dataset= or severity= to see the rest -- a whole-estate listing is a 78k-token response.\"\n}"}]}
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12\n    },\n    {\n      \"day\": \"2025-12-04\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-05\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-06\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-07\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-08\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-09\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-10\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-11\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-12\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-13\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-14\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-15\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-04-03\",\n      \"shards_present\": 7,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-04-06\",\n      \"shards_present\": 5,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-07-27\",\n      \"shards_present\": 11,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-07-28\",\n      \"shards_present\": 9,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-07-31\",\n      \"shards_present\": 11,\n      \"shards_expected\": 12\n    }\n  ],\n  \"days_with_no_data_for_instrument\": [],\n  \"mean_shard_coverage\": 0.468,\n  \"low_coverage_days\": [\n    {\n      \"day\": \"2025-11-14\",\n      \"shard_coverage\": 0.653\n    },\n    {\n      \"day\": \"2025-11-18\",\n      \"shard_coverage\": 0.44\n    },\n    {\n      \"day\": \"2025-12-05\",\n      \"shard_coverage\": 0.562\n    },\n    {\n      \"day\": \"2025-12-06\",\n      \"shard_coverage\": 0.736\n    },\n    {\n      \"day\": \"2025-12-07\",\n      \"shard_coverage\": 0.84\n    },\n    {\n      \"day\": \"2025-12-08\",\n      \"shard_coverage\": 0.764\n    },\n    {\n      \"day\": \"2025-12-19\",\n      \"shard_coverage\": 0.257\n    },\n    {\n      \"day\": \"2025-12-20\",\n      \"shard_coverage\": 0.319\n    },\n    {\n      \"day\": \"2025-12-21\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2025-12-22\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2025-12-23\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2025-12-24\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2025-12-25\",\n      \"shard_coverage\": 0.661\n    },\n    {\n      \"day\": \"2025-12-28\",\n      \"shard_coverage\": 0.869\n    },\n    {\n      \"day\": \"2025-12-29\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2025-12-30\",\n      \"shard_coverage\": 0.259\n    },\n    {\n      \"day\": \"2025-12-31\",\n      \"shard_coverage\": 0.56\n    },\n    {\n      \"day\": \"2026-01-01\",\n      \"shard_coverage\": 0.255\n    },\n    {\n      \"day\": \"2026-01-02\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-03\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-04\",\n      \"shard_coverage\": 0.259\n    },\n    {\n      \"day\": \"2026-01-05\",\n      \"shard_coverage\": 0.257\n    },\n    {\n      \"day\": \"2026-01-06\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-07\",\n      \"shard_coverage\": 0.261\n    },\n    {\n      \"day\": \"2026-01-08\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-09\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-10\",\n      \"shard_coverage\": 0.261\n    },\n    {\n      \"day\": \"2026-01-11\",\n      \"shard_coverage\": 0.259\n    },\n    {\n      \"day\": \"2026-01-12\",\n      \"shard_coverage\": 0.313\n    },\n    {\n      \"day\": \"2026-01-13\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-14\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-15\",\n      \"shard_coverage\": 0.259\n    },\n    {\n      \"day\": \"2026-01-16\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-17\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-18\",\n      \"shard_coverage\": 0.255\n    },\n    {\n      \"day\": \"2026-01-19\",\n      \"shard_coverage\": 0.255\n    },\n    {\n      \"day\": \"2026-01-20\",\n      \"shard_coverage\": 0.315\n    },\n    {\n      \"day\": \"2026-01-21\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-22\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-23\",\n      \"shard_coverage\": 0.317\n    },\n    {\n      \"day\": \"2026-01-24\",\n      \"shard_coverage\": 0.257\n    },\n    {\n      \"day\": \"2026-01-25\",\n      \"shard_coverage\": 0.251\n    },\n    {\n      \"day\": \"2026-01-26\",\n      \"shard_coverage\": 0.255\n    },\n    {\n      \"day\": \"2026-01-27\",\n      \"shard_coverage\": 0.492\n    },\n    {\n      \"day\": \"2026-01-28\",\n      \"shard_coverage\": 0.253\n    },\n    {\n      \"day\": \"2026-01-29\",\n      \"shard_coverage\": 0.254\n    },\n    {\n      \"day\": \"2026-01-30\",\n      \"shard_coverage\": 0.254\n    },\n    {\n      \"day\": \"2026-02-01\",\n      \"shard_coverage\": 0.316\n    },\n    {\n      \"day\": \"2026-02-02\",\n      \"shard_coverage\": 0.315\n    },\n    {\n      \"day\": \"2026-02-03\",\n      \"shard_coverage\": 0.254\n    }\n  ],\n  \"coverage_warning\": \"PARTIAL DATA: shards in this range span ~47% of their 2-hour windows, against ~99% for healthy shards of this feed, i.e. 47% of normal. Bars at 1h and coarser are computed from a fraction of the trades. Gaps are real missing data, not quiet markets.\",\n  \"known_data_labels\": {\n    \"count\": 41,\n    \"kinds\": {\n      \"absent\": 6,\n      \"not_archived\": 5,\n      \"partial_window\": 30\n    },\n    \"permanent\": 36,\n    \"lowest_coverage_fraction\": 0.26,\n    \"lowest_coverage_fraction_lower_bound\": null,\n    \"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.\",\n    \"labelled_days\": {\n      \"from\": \"2026-08-08\",\n      \"to\": \"2026-09-17\",\n      \"count\": 12\n    },\n    \"labels_omitted\": \"41 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\"\n  },\n  \"label_source\": {\n    \"roots_checked\": 3,\n    \"label_files_found\": 1,\n    \"files\": [\n      \"/mnt/nasrecorders/_labels/hyperliquid/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_omitted\": \"Scope notes for biased_subset, census_incomplete, 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    \"scope_notes_available_for\": [\n      \"absent\",\n      \"not_archived\",\n      \"partial_window\"\n    ],\n    \"scope_notes_omitted_here\": \"3 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.\"\n  },\n  \"coverage_method\": \"fraction of each 2h shard's window its data actually spans; shard presence alone does not detect a partially written shard\"\n}"}]}]},"parent_tool_use_id":null,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"fc15979f-4491-4deb-b6e8-13dd5c6e0e96","timestamp":"2026-09-29T20:12:43.277Z","tool_use_result":[{"type":"text","text":"{\n  \"call_id\": \"c1647d7483394507\",\n  \"instrument\": \"hyperliquid/trades:BTC\",\n  \"dataset\": \"hyperliquid/trades\",\n  \"kind\": \"trades\",\n  \"columns\": {\n    \"instrument\": \"coin\",\n    \"timestamp\": \"time\",\n    \"price\": \"px\",\n    \"size\": \"sz\",\n    \"side\": \"side\"\n  },\n  \"canonical_columns\": [\n    \"instrument\",\n    \"ts\",\n    \"price\",\n    \"size\",\n    \"side\"\n  ],\n  \"side_encoding\": {\n    \"canonical\": \"buy | sell | unknown — the AGGRESSOR's direction\",\n    \"venue_value_kept_as\": \"side_raw\",\n    \"measured\": true,\n    \"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.\"\n  },\n  \"timestamp_semantics\": \"exchange\",\n  \"timestamp_note\": \"ts is the venue's own event time.\",\n  \"first_ts\": \"2025-10-25T19:24:44.919000+00:00\",\n  \"last_ts\": \"2026-09-29T15:58:59.152000+00:00\",\n  \"days_covered\": 321,\n  \"total_rows\": 50731192,\n  \"avg_rows_per_day\": 158041,\n  \"native_granularity\": \"tick (individual trades)\",\n  \"derived_granularities\": [\n    \"1m\",\n    \"5m\",\n    \"15m\",\n    \"1h\",\n    \"4h\",\n    \"1d\"\n  ],\n  \"days_with_missing_shards\": [\n    {\n      \"day\": \"2025-10-25\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-10-26\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-10-27\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-10-28\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-10-31\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-01\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-06\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-07\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-08\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-09\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-11\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-12\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-13\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-14\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-15\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-16\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-17\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-18\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-19\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-20\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-21\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-22\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-23\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-24\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-25\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-26\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-27\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-28\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-29\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-11-30\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-01\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-02\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-03\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-04\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-05\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-06\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-07\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-08\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-09\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-10\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-11\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-12\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-13\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-14\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2025-12-15\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-04-03\",\n      \"shards_present\": 7,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-04-06\",\n      \"shards_present\": 5,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-07-27\",\n      \"shards_present\": 11,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-07-28\",\n      \"shards_present\": 9,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-07-31\",\n      \"shards_present\": 11,\n      \"shards_expected\": 12\n    }\n  ],\n  \"days_with_no_data_for_instrument\": [],\n  \"mean_shard_coverage\": 0.468,\n  \"low_coverage_days\": [\n    {\n      \"day\": \"2025-11-14\",\n      \"shard_coverage\": 0.653\n    },\n    {\n      \"day\": \"2025-11-18\",\n      \"shard_coverage\": 0.44\n    },\n    {\n      \"day\": \"2025-12-05\",\n      \"shard_coverage\": 0.562\n    },\n    {\n      \"day\": \"2025-12-06\",\n      \"shard_coverage\": 0.736\n    },\n    {\n      \"day\": \"2025-12-07\",\n      \"shard_coverage\": 0.84\n    },\n    {\n      \"day\": \"2025-12-08\",\n      \"shard_coverage\": 0.764\n    },\n    {\n      \"day\": \"2025-12-19\",\n      \"shard_coverage\": 0.257\n    },\n    {\n      \"day\": \"2025-12-20\",\n      \"shard_coverage\": 0.319\n    },\n    {\n      \"day\": \"2025-12-21\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2025-12-22\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2025-12-23\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2025-12-24\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2025-12-25\",\n      \"shard_coverage\": 0.661\n    },\n    {\n      \"day\": \"2025-12-28\",\n      \"shard_coverage\": 0.869\n    },\n    {\n      \"day\": \"2025-12-29\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2025-12-30\",\n      \"shard_coverage\": 0.259\n    },\n    {\n      \"day\": \"2025-12-31\",\n      \"shard_coverage\": 0.56\n    },\n    {\n      \"day\": \"2026-01-01\",\n      \"shard_coverage\": 0.255\n    },\n    {\n      \"day\": \"2026-01-02\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-03\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-04\",\n      \"shard_coverage\": 0.259\n    },\n    {\n      \"day\": \"2026-01-05\",\n      \"shard_coverage\": 0.257\n    },\n    {\n      \"day\": \"2026-01-06\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-07\",\n      \"shard_coverage\": 0.261\n    },\n    {\n      \"day\": \"2026-01-08\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-09\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-10\",\n      \"shard_coverage\": 0.261\n    },\n    {\n      \"day\": \"2026-01-11\",\n      \"shard_coverage\": 0.259\n    },\n    {\n      \"day\": \"2026-01-12\",\n      \"shard_coverage\": 0.313\n    },\n    {\n      \"day\": \"2026-01-13\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-14\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-15\",\n      \"shard_coverage\": 0.259\n    },\n    {\n      \"day\": \"2026-01-16\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-17\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-18\",\n      \"shard_coverage\": 0.255\n    },\n    {\n      \"day\": \"2026-01-19\",\n      \"shard_coverage\": 0.255\n    },\n    {\n      \"day\": \"2026-01-20\",\n      \"shard_coverage\": 0.315\n    },\n    {\n      \"day\": \"2026-01-21\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-22\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-23\",\n      \"shard_coverage\": 0.317\n    },\n    {\n      \"day\": \"2026-01-24\",\n      \"shard_coverage\": 0.257\n    },\n    {\n      \"day\": \"2026-01-25\",\n      \"shard_coverage\": 0.251\n    },\n    {\n      \"day\": \"2026-01-26\",\n      \"shard_coverage\": 0.255\n    },\n    {\n      \"day\": \"2026-01-27\",\n      \"shard_coverage\": 0.492\n    },\n    {\n      \"day\": \"2026-01-28\",\n      \"shard_coverage\": 0.253\n    },\n    {\n      \"day\": \"2026-01-29\",\n      \"shard_coverage\": 0.254\n    },\n    {\n      \"day\": \"2026-01-30\",\n      \"shard_coverage\": 0.254\n    },\n    {\n      \"day\": \"2026-02-01\",\n      \"shard_coverage\": 0.316\n    },\n    {\n      \"day\": \"2026-02-02\",\n      \"shard_coverage\": 0.315\n    },\n    {\n      \"day\": \"2026-02-03\",\n      \"shard_coverage\": 0.254\n    }\n  ],\n  \"coverage_warning\": \"PARTIAL DATA: shards in this range span ~47% of their 2-hour windows, against ~99% for healthy shards of this feed, i.e. 47% of normal. Bars at 1h and coarser are computed from a fraction of the trades. Gaps are real missing data, not quiet markets.\",\n  \"known_data_labels\": {\n    \"count\": 41,\n    \"kinds\": {\n      \"absent\": 6,\n      \"not_archived\": 5,\n      \"partial_window\": 30\n    },\n    \"permanent\": 36,\n    \"lowest_coverage_fraction\": 0.26,\n    \"lowest_coverage_fraction_lower_bound\": null,\n    \"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.\",\n    \"labelled_days\": {\n      \"from\": \"2026-08-08\",\n      \"to\": \"2026-09-17\",\n      \"count\": 12\n    },\n    \"labels_omitted\": \"41 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\"\n  },\n  \"label_source\": {\n    \"roots_checked\": 3,\n    \"label_files_found\": 1,\n    \"files\": [\n      \"/mnt/nasrecorders/_labels/hyperliquid/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_omitted\": \"Scope notes for biased_subset, census_incomplete, 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    \"scope_notes_available_for\": [\n      \"absent\",\n      \"not_archived\",\n      \"partial_window\"\n    ],\n    \"scope_notes_omitted_here\": \"3 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.\"\n  },\n  \"coverage_method\": \"fraction of each 2h shard's window its data actually spans; shard presence alone does not detect a partially written shard\"\n}"}]}
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{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01Ph4SSdL9ipuejrRJmGB97J","type":"tool_result","content":[{"type":"text","text":"{\n  \"call_id\": \"87d52317187346a4\",\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\": \"2025-10-25\",\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/hyperliquid/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\": [\n    {\n      \"table\": \"hl\",\n      \"dataset\": \"hyperliquid/trades\",\n      \"instrument\": \"BTC\",\n      \"shards_bound\": 13,\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\": \"2025-10-25\",\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/hyperliquid/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    },\n    {\n      \"table\": \"ex\",\n      \"dataset\": \"edgex/trades\",\n      \"instrument\": \"BTCUSD\",\n      \"shards_bound\": 13,\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    },\n    {\n      \"table\": \"ap\",\n      \"dataset\": \"apex/trades\",\n      \"instrument\": \"BTCUSDT\",\n      \"shards_bound\": 13,\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\": \"2025-12-21\",\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/apex/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    },\n    {\n      \"table\": \"pa\",\n      \"dataset\": \"pacifica/trades\",\n      \"instrument\": \"BTC\",\n      \"shards_bound\": 13,\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\": \"2025-12-21\",\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/pacifica/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    },\n    {\n      \"table\": \"dy\",\n      \"dataset\": \"dydx/trades\",\n      \"instrument\": \"BTC-USD\",\n      \"shards_bound\": 13,\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\": \"2025-12-31\",\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\": 0.977,\n      \"healthy_shard_coverage\": 0.985,\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/dydx/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    }\n  ],\n  \"columns\": [\n    \"v\",\n    \"blk\",\n    \"n_min\",\n    \"first_ts\",\n    \"last_ts\",\n    \"tr\"\n  ],\n  \"rows\": [\n    [\n      \"ap\",\n      0,\n      120,\n      \"2026-09-27T00:00:00Z\",\n      \"2026-09-27T01:59:00Z\",\n      1417\n    ],\n    [\n      \"ap\",\n      2,\n      120,\n      \"2026-09-27T02:00:00Z\",\n      \"2026-09-27T03:59:00Z\",\n      1163\n    ],\n    [\n      \"ap\",\n      4,\n      120,\n      \"2026-09-27T04:00:00Z\",\n      \"2026-09-27T05:59:00Z\",\n      1431\n    ],\n    [\n      \"ap\",\n      6,\n      120,\n      \"2026-09-27T06:00:00Z\",\n      \"2026-09-27T07:59:00Z\",\n      1377\n    ],\n    [\n      \"ap\",\n      8,\n      120,\n      \"2026-09-27T08:00:00Z\",\n      \"2026-09-27T09:59:00Z\",\n      1728\n    ],\n    [\n      \"ap\",\n      10,\n      120,\n      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   [\n      \"pa\",\n      16,\n      63,\n      \"2026-09-27T16:00:00Z\",\n      \"2026-09-27T17:56:00Z\",\n      387\n    ],\n    [\n      \"pa\",\n      18,\n      55,\n      \"2026-09-27T18:01:00Z\",\n      \"2026-09-27T19:59:00Z\",\n      406\n    ],\n    [\n      \"pa\",\n      20,\n      56,\n      \"2026-09-27T20:01:00Z\",\n      \"2026-09-27T21:59:00Z\",\n      363\n    ],\n    [\n      \"pa\",\n      22,\n      68,\n      \"2026-09-27T22:00:00Z\",\n      \"2026-09-27T23:59:00Z\",\n      666\n    ]\n  ],\n  \"row_count\": 48,\n  \"truncated\": false,\n  \"shards_bound\": 65,\n  \"rows_estimated\": 589598,\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\": 887,\n    \"trades\": 1440,\n    \"volume\": 30.682369999999928,\n    \"min_trades\": 3,\n    \"note\": \"887 minute bar(s) holding 1440 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.\"\n  },\n  \"extremum_warning\": \"YOUR EXTREMUM MAY BE WRONG IN ITS ARGUMENT, NOT JUST ITS VALUE. This query selects a maximum, minimum or ordering, and 887 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.\",\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":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"ba3fd36a-329a-4207-aac4-51c0c29a97e1","timestamp":"2026-09-29T20:12:49.989Z","tool_use_result":[{"type":"text","text":"{\n  \"call_id\": \"87d52317187346a4\",\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\": \"2025-10-25\",\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/hyperliquid/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\": [\n    {\n      \"table\": \"hl\",\n      \"dataset\": \"hyperliquid/trades\",\n      \"instrument\": \"BTC\",\n      \"shards_bound\": 13,\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\": \"2025-10-25\",\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/hyperliquid/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    },\n    {\n      \"table\": \"ex\",\n      \"dataset\": \"edgex/trades\",\n      \"instrument\": \"BTCUSD\",\n      \"shards_bound\": 13,\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    },\n    {\n      \"table\": \"ap\",\n      \"dataset\": \"apex/trades\",\n      \"instrument\": \"BTCUSDT\",\n      \"shards_bound\": 13,\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\": \"2025-12-21\",\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/apex/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    },\n    {\n      \"table\": \"pa\",\n      \"dataset\": \"pacifica/trades\",\n      \"instrument\": \"BTC\",\n      \"shards_bound\": 13,\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\": \"2025-12-21\",\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/pacifica/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    },\n    {\n      \"table\": \"dy\",\n      \"dataset\": \"dydx/trades\",\n      \"instrument\": \"BTC-USD\",\n      \"shards_bound\": 13,\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\": \"2025-12-31\",\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\": 0.977,\n      \"healthy_shard_coverage\": 0.985,\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/dydx/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    }\n  ],\n  \"columns\": [\n    \"v\",\n    \"blk\",\n    \"n_min\",\n    \"first_ts\",\n    \"last_ts\",\n    \"tr\"\n  ],\n  \"rows\": [\n    [\n      \"ap\",\n      0,\n      120,\n      \"2026-09-27T00:00:00Z\",\n      \"2026-09-27T01:59:00Z\",\n      1417\n    ],\n    [\n      \"ap\",\n      2,\n      120,\n      \"2026-09-27T02:00:00Z\",\n      \"2026-09-27T03:59:00Z\",\n      1163\n    ],\n    [\n      \"ap\",\n      4,\n      120,\n      \"2026-09-27T04:00:00Z\",\n      \"2026-09-27T05:59:00Z\",\n      1431\n    ],\n    [\n      \"ap\",\n      6,\n      120,\n      \"2026-09-27T06:00:00Z\",\n      \"2026-09-27T07:59:00Z\",\n      1377\n    ],\n    [\n      \"ap\",\n      8,\n      120,\n      \"2026-09-27T08:00:00Z\",\n      \"2026-09-27T09:59:00Z\",\n      1728\n    ],\n    [\n      \"ap\",\n      10,\n      120,\n      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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\": 887,\n    \"trades\": 1440,\n    \"volume\": 30.682369999999928,\n    \"min_trades\": 3,\n    \"note\": \"887 minute bar(s) holding 1440 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.\"\n  },\n  \"extremum_warning\": \"YOUR EXTREMUM MAY BE WRONG IN ITS ARGUMENT, NOT JUST ITS VALUE. This query selects a maximum, minimum or ordering, and 887 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.\",\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_01UNanEQiojAfkYbeX3kJfeF","type":"tool_result","content":[{"type":"text","text":"{\n  \"call_id\": \"99b1d17b9a7745f6\",\n  \"instruments\": [\n    {\n      \"instrument\": \"edgex/trades:BTCUSD\",\n      \"dataset\": \"edgex/trades\",\n      \"symbol\": \"BTCUSD\",\n      \"first_day\": \"2025-12-15\",\n      \"last_day\": \"2026-08-28\",\n      \"days\": 244,\n      \"rows\": 7801366,\n      \"granularity\": \"tick (trades)\",\n      \"timestamp_semantics\": \"exchange\"\n    },\n    {\n      \"instrument\": \"edgex/depth:BTCUSDC\",\n      \"dataset\": \"edgex/depth\",\n      \"symbol\": \"BTCUSDC\",\n      \"first_day\": \"2026-09-06\",\n      \"last_day\": \"2026-09-29\",\n      \"days\": 22,\n      \"rows\": 2369549,\n      \"granularity\": \"snapshot (state)\",\n      \"timestamp_semantics\": \"observation\"\n    },\n    {\n      \"instrument\": \"edgex/trades:BTCUSDC\",\n      \"dataset\": \"edgex/trades\",\n      \"symbol\": \"BTCUSDC\",\n      \"first_day\": \"2026-09-03\",\n      \"last_day\": \"2026-09-29\",\n      \"days\": 27,\n      \"rows\": 1808671,\n      \"granularity\": \"tick (trades)\",\n      \"timestamp_semantics\": \"exchange\"\n    },\n    {\n      \"instrument\": \"edgex/ticker:BTCUSDC\",\n      \"dataset\": \"edgex/ticker\",\n      \"symbol\": \"BTCUSDC\",\n      \"first_day\": \"2026-09-03\",\n      \"last_day\": \"2026-09-29\",\n      \"days\": 25,\n      \"rows\": 547678,\n      \"granularity\": \"snapshot (state)\",\n      \"timestamp_semantics\": \"exchange\"\n    },\n    {\n      \"instrument\": \"edgex/ticker:BTCUSD\",\n      \"dataset\": \"edgex/ticker\",\n      \"symbol\": \"BTCUSD\",\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-08-28\",\n      \"days\": 50,\n      \"rows\": 315056,\n      \"granularity\": \"snapshot (state)\",\n      \"timestamp_semantics\": \"exchange\"\n    }\n  ],\n  \"total\": 5,\n  \"offset\": 0,\n  \"returned\": 5\n}"}]}]},"parent_tool_use_id":null,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"64034e68-29c7-4f82-8935-7a0babede8bd","timestamp":"2026-09-29T20:13:12.354Z","tool_use_result":[{"type":"text","text":"{\n  \"call_id\": \"99b1d17b9a7745f6\",\n  \"instruments\": [\n    {\n      \"instrument\": \"edgex/trades:BTCUSD\",\n      \"dataset\": \"edgex/trades\",\n      \"symbol\": \"BTCUSD\",\n      \"first_day\": \"2025-12-15\",\n      \"last_day\": \"2026-08-28\",\n      \"days\": 244,\n      \"rows\": 7801366,\n      \"granularity\": \"tick (trades)\",\n      \"timestamp_semantics\": \"exchange\"\n    },\n    {\n      \"instrument\": \"edgex/depth:BTCUSDC\",\n      \"dataset\": \"edgex/depth\",\n      \"symbol\": \"BTCUSDC\",\n      \"first_day\": \"2026-09-06\",\n      \"last_day\": \"2026-09-29\",\n      \"days\": 22,\n      \"rows\": 2369549,\n      \"granularity\": \"snapshot (state)\",\n      \"timestamp_semantics\": \"observation\"\n    },\n    {\n      \"instrument\": \"edgex/trades:BTCUSDC\",\n      \"dataset\": \"edgex/trades\",\n      \"symbol\": \"BTCUSDC\",\n      \"first_day\": \"2026-09-03\",\n      \"last_day\": \"2026-09-29\",\n      \"days\": 27,\n      \"rows\": 1808671,\n      \"granularity\": \"tick (trades)\",\n      \"timestamp_semantics\": \"exchange\"\n    },\n    {\n      \"instrument\": \"edgex/ticker:BTCUSDC\",\n      \"dataset\": \"edgex/ticker\",\n      \"symbol\": \"BTCUSDC\",\n      \"first_day\": \"2026-09-03\",\n      \"last_day\": \"2026-09-29\",\n      \"days\": 25,\n      \"rows\": 547678,\n      \"granularity\": \"snapshot (state)\",\n      \"timestamp_semantics\": \"exchange\"\n    },\n    {\n      \"instrument\": \"edgex/ticker:BTCUSD\",\n      \"dataset\": \"edgex/ticker\",\n      \"symbol\": \"BTCUSD\",\n      \"first_day\": \"2026-07-01\",\n      \"last_day\": \"2026-08-28\",\n      \"days\": 50,\n      \"rows\": 315056,\n      \"granularity\": \"snapshot (state)\",\n      \"timestamp_semantics\": \"exchange\"\n    }\n  ],\n  \"total\": 5,\n  \"offset\": 0,\n  \"returned\": 5\n}"}]}
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Do not infer direction from side_raw here — this venue's column was measured and carries no direction signal.\"\n  },\n  \"timestamp_semantics\": \"exchange\",\n  \"timestamp_note\": \"ts is the venue's own event time.\",\n  \"first_ts\": \"2025-12-15T22:57:07.520000+00:00\",\n  \"last_ts\": \"2026-08-14T08:02:32.450000+00:00\",\n  \"days_covered\": 244,\n  \"total_rows\": 7801366,\n  \"avg_rows_per_day\": 31973,\n  \"native_granularity\": \"tick (individual trades)\",\n  \"derived_granularities\": [\n    \"1m\",\n    \"5m\",\n    \"15m\",\n    \"1h\",\n    \"4h\",\n    \"1d\"\n  ],\n  \"days_with_missing_shards\": [\n    {\n      \"day\": \"2025-12-15\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-04-03\",\n      \"shards_present\": 7,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-04-06\",\n      \"shards_present\": 5,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-07-27\",\n      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   \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-08-15\",\n      \"shards_present\": 2,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-08-17\",\n      \"shards_present\": 2,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-08-20\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-08-21\",\n      \"shards_present\": 2,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-08-24\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-08-27\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-08-28\",\n      \"shards_present\": 4,\n      \"shards_expected\": 12\n    }\n  ],\n  \"days_with_no_data_for_instrument\": [],\n  \"mean_shard_coverage\": 0.364,\n  \"low_coverage_days\": [\n    {\n      \"day\": \"2025-12-18\",\n      \"shard_coverage\": 0.869\n    },\n    {\n      \"day\": \"2025-12-19\",\n      \"shard_coverage\": 0.255\n    },\n    {\n      \"day\": \"2025-12-20\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2025-12-21\",\n      \"shard_coverage\": 0.254\n    },\n    {\n      \"day\": \"2025-12-22\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2025-12-23\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2025-12-24\",\n      \"shard_coverage\": 0.257\n    },\n    {\n      \"day\": \"2025-12-25\",\n      \"shard_coverage\": 0.294\n    },\n    {\n      \"day\": \"2025-12-28\",\n      \"shard_coverage\": 0.869\n    },\n    {\n      \"day\": \"2025-12-29\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2025-12-30\",\n      \"shard_coverage\": 0.259\n    },\n    {\n      \"day\": \"2025-12-31\",\n      \"shard_coverage\": 0.56\n    },\n    {\n      \"day\": \"2026-01-01\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2026-01-02\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-03\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-04\",\n      \"shard_coverage\": 0.259\n    },\n    {\n      \"day\": \"2026-01-05\",\n      \"shard_coverage\": 0.257\n    },\n    {\n      \"day\": \"2026-01-06\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-07\",\n      \"shard_coverage\": 0.261\n    },\n    {\n      \"day\": \"2026-01-08\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-09\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-10\",\n      \"shard_coverage\": 0.261\n    },\n    {\n      \"day\": \"2026-01-11\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-12\",\n      \"shard_coverage\": 0.314\n    },\n    {\n      \"day\": \"2026-01-13\",\n      \"shard_coverage\": 0.365\n    },\n    {\n      \"day\": \"2026-01-14\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-15\",\n      \"shard_coverage\": 0.259\n    },\n    {\n      \"day\": \"2026-01-16\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-17\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-18\",\n      \"shard_coverage\": 0.255\n    },\n    {\n      \"day\": \"2026-01-19\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2026-01-20\",\n      \"shard_coverage\": 0.255\n    },\n    {\n      \"day\": \"2026-01-21\",\n      \"shard_coverage\": 0.257\n    },\n    {\n      \"day\": \"2026-01-22\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-23\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2026-01-24\",\n      \"shard_coverage\": 0.257\n    },\n    {\n      \"day\": \"2026-01-25\",\n      \"shard_coverage\": 0.253\n    },\n    {\n      \"day\": \"2026-01-26\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2026-01-27\",\n      \"shard_coverage\": 0.376\n    },\n    {\n      \"day\": \"2026-01-28\",\n      \"shard_coverage\": 0.315\n    },\n    {\n      \"day\": \"2026-01-29\",\n      \"shard_coverage\": 0.315\n    },\n    {\n      \"day\": \"2026-01-30\",\n      \"shard_coverage\": 0.553\n    },\n    {\n      \"day\": \"2026-02-01\",\n      \"shard_coverage\": 0.833\n    },\n    {\n      \"day\": \"2026-02-02\",\n      \"shard_coverage\": 0.44\n    },\n    {\n      \"day\": \"2026-02-03\",\n      \"shard_coverage\": 0.318\n    },\n    {\n      \"day\": \"2026-02-04\",\n      \"shard_coverage\": 0.253\n    },\n    {\n      \"day\": \"2026-02-05\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2026-02-06\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2026-02-07\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2026-02-08\",\n      \"shard_coverage\": 0.258\n    }\n  ],\n  \"coverage_warning\": \"PARTIAL DATA: shards in this range span ~36% of their 2-hour windows, against ~99% for healthy shards of this feed, i.e. 37% of normal. Bars at 1h and coarser are computed from a fraction of the trades. Gaps are real missing data, not quiet markets.\",\n  \"known_data_labels\": {\n    \"count\": 37,\n    \"kinds\": {\n      \"absent\": 6,\n      \"partial_window\": 31\n    },\n    \"permanent\": 37,\n    \"lowest_coverage_fraction\": 0.26,\n    \"lowest_coverage_fraction_lower_bound\": null,\n    \"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.\",\n    \"labelled_days\": {\n      \"from\": \"2026-08-08\",\n      \"to\": \"2026-09-17\",\n      \"count\": 9\n    },\n    \"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\"\n  },\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_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.\",\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    \"scope_notes_available_for\": [\n      \"absent\",\n      \"partial_window\"\n    ],\n    \"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.\"\n  },\n  \"coverage_method\": \"fraction of each 2h shard's window its data actually spans; shard presence alone does not detect a partially written shard\"\n}"}]}]},"parent_tool_use_id":null,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"70165d1c-8d14-4837-9d3a-45520741d3ee","timestamp":"2026-09-29T20:13:12.408Z","tool_use_result":[{"type":"text","text":"{\n  \"call_id\": \"50b82c540d6249dc\",\n  \"instrument\": \"edgex/trades:BTCUSD\",\n  \"dataset\": \"edgex/trades\",\n  \"kind\": \"trades\",\n  \"columns\": {\n    \"instrument\": \"contractName\",\n    \"timestamp\": \"time\",\n    \"price\": \"price\",\n    \"size\": \"size\",\n    \"side\": null\n  },\n  \"canonical_columns\": [\n    \"instrument\",\n    \"ts\",\n    \"price\",\n    \"size\",\n    \"side\"\n  ],\n  \"side_encoding\": {\n    \"canonical\": \"buy | sell | unknown — the AGGRESSOR's direction\",\n    \"venue_value_kept_as\": \"side_raw\",\n    \"measured\": false,\n    \"note\": \"No measured mapping for this venue, so side is always 'unknown'. Do not infer direction from side_raw here — this venue's column was measured and carries no direction signal.\"\n  },\n  \"timestamp_semantics\": \"exchange\",\n  \"timestamp_note\": \"ts is the venue's own event time.\",\n  \"first_ts\": \"2025-12-15T22:57:07.520000+00:00\",\n  \"last_ts\": \"2026-08-14T08:02:32.450000+00:00\",\n  \"days_covered\": 244,\n  \"total_rows\": 7801366,\n  \"avg_rows_per_day\": 31973,\n  \"native_granularity\": \"tick (individual trades)\",\n  \"derived_granularities\": [\n    \"1m\",\n    \"5m\",\n    \"15m\",\n    \"1h\",\n    \"4h\",\n    \"1d\"\n  ],\n  \"days_with_missing_shards\": [\n    {\n      \"day\": \"2025-12-15\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-04-03\",\n      \"shards_present\": 7,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-04-06\",\n      \"shards_present\": 5,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-07-27\",\n      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   \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-08-15\",\n      \"shards_present\": 2,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-08-17\",\n      \"shards_present\": 2,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-08-20\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-08-21\",\n      \"shards_present\": 2,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-08-24\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-08-27\",\n      \"shards_present\": 1,\n      \"shards_expected\": 12\n    },\n    {\n      \"day\": \"2026-08-28\",\n      \"shards_present\": 4,\n      \"shards_expected\": 12\n    }\n  ],\n  \"days_with_no_data_for_instrument\": [],\n  \"mean_shard_coverage\": 0.364,\n  \"low_coverage_days\": [\n    {\n      \"day\": \"2025-12-18\",\n      \"shard_coverage\": 0.869\n    },\n    {\n      \"day\": \"2025-12-19\",\n      \"shard_coverage\": 0.255\n    },\n    {\n      \"day\": \"2025-12-20\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2025-12-21\",\n      \"shard_coverage\": 0.254\n    },\n    {\n      \"day\": \"2025-12-22\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2025-12-23\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2025-12-24\",\n      \"shard_coverage\": 0.257\n    },\n    {\n      \"day\": \"2025-12-25\",\n      \"shard_coverage\": 0.294\n    },\n    {\n      \"day\": \"2025-12-28\",\n      \"shard_coverage\": 0.869\n    },\n    {\n      \"day\": \"2025-12-29\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2025-12-30\",\n      \"shard_coverage\": 0.259\n    },\n    {\n      \"day\": \"2025-12-31\",\n      \"shard_coverage\": 0.56\n    },\n    {\n      \"day\": \"2026-01-01\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2026-01-02\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-03\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-04\",\n      \"shard_coverage\": 0.259\n    },\n    {\n      \"day\": \"2026-01-05\",\n      \"shard_coverage\": 0.257\n    },\n    {\n      \"day\": \"2026-01-06\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-07\",\n      \"shard_coverage\": 0.261\n    },\n    {\n      \"day\": \"2026-01-08\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-09\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-10\",\n      \"shard_coverage\": 0.261\n    },\n    {\n      \"day\": \"2026-01-11\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-12\",\n      \"shard_coverage\": 0.314\n    },\n    {\n      \"day\": \"2026-01-13\",\n      \"shard_coverage\": 0.365\n    },\n    {\n      \"day\": \"2026-01-14\",\n      \"shard_coverage\": 0.26\n    },\n    {\n      \"day\": \"2026-01-15\",\n      \"shard_coverage\": 0.259\n    },\n    {\n      \"day\": \"2026-01-16\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-17\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-18\",\n      \"shard_coverage\": 0.255\n    },\n    {\n      \"day\": \"2026-01-19\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2026-01-20\",\n      \"shard_coverage\": 0.255\n    },\n    {\n      \"day\": \"2026-01-21\",\n      \"shard_coverage\": 0.257\n    },\n    {\n      \"day\": \"2026-01-22\",\n      \"shard_coverage\": 0.258\n    },\n    {\n      \"day\": \"2026-01-23\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2026-01-24\",\n      \"shard_coverage\": 0.257\n    },\n    {\n      \"day\": \"2026-01-25\",\n      \"shard_coverage\": 0.253\n    },\n    {\n      \"day\": \"2026-01-26\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2026-01-27\",\n      \"shard_coverage\": 0.376\n    },\n    {\n      \"day\": \"2026-01-28\",\n      \"shard_coverage\": 0.315\n    },\n    {\n      \"day\": \"2026-01-29\",\n      \"shard_coverage\": 0.315\n    },\n    {\n      \"day\": \"2026-01-30\",\n      \"shard_coverage\": 0.553\n    },\n    {\n      \"day\": \"2026-02-01\",\n      \"shard_coverage\": 0.833\n    },\n    {\n      \"day\": \"2026-02-02\",\n      \"shard_coverage\": 0.44\n    },\n    {\n      \"day\": \"2026-02-03\",\n      \"shard_coverage\": 0.318\n    },\n    {\n      \"day\": \"2026-02-04\",\n      \"shard_coverage\": 0.253\n    },\n    {\n      \"day\": \"2026-02-05\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2026-02-06\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2026-02-07\",\n      \"shard_coverage\": 0.256\n    },\n    {\n      \"day\": \"2026-02-08\",\n      \"shard_coverage\": 0.258\n    }\n  ],\n  \"coverage_warning\": \"PARTIAL DATA: shards in this range span ~36% of their 2-hour windows, against ~99% for healthy shards of this feed, i.e. 37% of normal. Bars at 1h and coarser are computed from a fraction of the trades. Gaps are real missing data, not quiet markets.\",\n  \"known_data_labels\": {\n    \"count\": 37,\n    \"kinds\": {\n      \"absent\": 6,\n      \"partial_window\": 31\n    },\n    \"permanent\": 37,\n    \"lowest_coverage_fraction\": 0.26,\n    \"lowest_coverage_fraction_lower_bound\": null,\n    \"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.\",\n    \"labelled_days\": {\n      \"from\": \"2026-08-08\",\n      \"to\": \"2026-09-17\",\n      \"count\": 9\n    },\n    \"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\"\n  },\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_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.\",\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    \"scope_notes_available_for\": [\n      \"absent\",\n      \"partial_window\"\n    ],\n    \"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.\"\n  },\n  \"coverage_method\": \"fraction of each 2h shard's window its data actually spans; shard presence alone does not detect a partially written shard\"\n}"}]}
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{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYLn9nYmSDW7hJPu6tM7","type":"message","role":"assistant","content":[{"type":"text","text":"edgeX moved its BTC perp from BTCUSD to BTCUSDC on 2026-09-03, so I'm re-pulling with BTCUSDC."}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":5101,"cache_read_input_tokens":43159,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":5101},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"77781d52-b21e-4438-8214-0f537045fc96","timestamp":"2026-09-29T20:13:17.038Z","request_id":"req_011CfYLn9LkexcGWWFAbX72i"}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYLn9nYmSDW7hJPu6tM7","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_019oCCLF6D8Da1FAkR9dTbye","name":"mcp__peerfeed__run_query","input":{"start":"2026-09-27T00:00:00Z","end":"2026-09-28T00:00:00Z","slices":[{"dataset":"hyperliquid/trades","instrument":"BTC","as":"hl"},{"dataset":"edgex/trades","instrument":"BTCUSDC","as":"ex"},{"dataset":"apex/trades","instrument":"BTCUSDT","as":"ap"},{"dataset":"pacifica/trades","instrument":"BTC","as":"pa"},{"dataset":"dydx/trades","instrument":"BTC-USD","as":"dy"}],"sql":"SELECT strftime(hl.ts,'%H:%M') m, hl.close hl, hl.trades hn, ex.close ex, ex.trades en, ap.close ap, ap.trades an, pa.close pa, pa.trades pn, dy.close dy, dy.trades dn\nFROM hl LEFT JOIN ex USING (ts) LEFT JOIN ap USING (ts) LEFT JOIN pa USING (ts) LEFT JOIN dy USING (ts) ORDER BY hl.ts"},"caller":{"type":"direct"}}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":5101,"cache_read_input_tokens":43159,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":5101},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"6afe2827-a7b2-4fab-af97-8025ca5d0507","timestamp":"2026-09-29T20:13:19.557Z","request_id":"req_011CfYLn9LkexcGWWFAbX72i","wire_tool_inputs":{"toolu_019oCCLF6D8Da1FAkR9dTbye":{"start":"2026-09-27T00:00:00Z","end":"2026-09-28T00:00:00Z","slices":[{"dataset":"hyperliquid/trades","instrument":"BTC","as":"hl"},{"dataset":"edgex/trades","instrument":"BTCUSDC","as":"ex"},{"dataset":"apex/trades","instrument":"BTCUSDT","as":"ap"},{"dataset":"pacifica/trades","instrument":"BTC","as":"pa"},{"dataset":"dydx/trades","instrument":"BTC-USD","as":"dy"}],"sql":"SELECT strftime(hl.ts,'%H:%M') m, hl.close hl, hl.trades hn, ex.close ex, ex.trades en, ap.close ap, ap.trades an, pa.close pa, pa.trades pn, dy.close dy, dy.trades dn\nFROM hl LEFT JOIN ex USING (ts) LEFT JOIN ap USING (ts) LEFT JOIN pa USING (ts) LEFT JOIN dy USING (ts) ORDER BY hl.ts"}},"tool_use_meta":[{"id":"toolu_019oCCLF6D8Da1FAkR9dTbye","display_name":"Run Query","server_display_name":"market-data"}]}
{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_019oCCLF6D8Da1FAkR9dTbye","type":"tool_result","content":"Error: result (228,445 characters across 19,034 lines) exceeds maximum allowed tokens. Output has been saved to ~/.claude/projects/-tmp-peerfeed-a21-work-t2-mcp/92c2ea53-498b-4588-84c4-92e6c30ce80e/tool-results/mcp-peerfeed-run_query-1790712800273.txt.\nFormat: Plain text\nUse offset and limit parameters to read specific portions of the file, search within it for specific content, and jq to make structured queries.\nREQUIREMENTS FOR SUMMARIZATION/ANALYSIS/REVIEW:\n- You MUST read the content from the file at ~/.claude/projects/-tmp-peerfeed-a21-work-t2-mcp/92c2ea53-498b-4588-84c4-92e6c30ce80e/tool-results/mcp-peerfeed-run_query-1790712800273.txt in sequential chunks until 100% of the content has been read.\n- If you receive truncation warnings when reading the file, reduce the chunk size until you have read 100% of the content without truncation.\n- Before producing ANY summary or analysis, you MUST explicitly describe what portion of the content you have read. ***If you did not read the entire content, you MUST explicitly state this.***\n- If after a few attempts you cannot read the file (file not found, lines too long for Read's offset/limit, no shell access), STOP retrying. Summarize what you were able to read, explicitly state which portion you could not read and why, and proceed.\n"}]},"parent_tool_use_id":null,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"98d48338-f202-4a80-9e6a-14895be91b8c","timestamp":"2026-09-29T20:13:20.281Z","tool_use_result":"Error: result (228,445 characters across 19,034 lines) exceeds maximum allowed tokens. Output has been saved to ~/.claude/projects/-tmp-peerfeed-a21-work-t2-mcp/92c2ea53-498b-4588-84c4-92e6c30ce80e/tool-results/mcp-peerfeed-run_query-1790712800273.txt.\nFormat: Plain text\nUse offset and limit parameters to read specific portions of the file, search within it for specific content, and jq to make structured queries.\nREQUIREMENTS FOR SUMMARIZATION/ANALYSIS/REVIEW:\n- You MUST read the content from the file at ~/.claude/projects/-tmp-peerfeed-a21-work-t2-mcp/92c2ea53-498b-4588-84c4-92e6c30ce80e/tool-results/mcp-peerfeed-run_query-1790712800273.txt in sequential chunks until 100% of the content has been read.\n- If you receive truncation warnings when reading the file, reduce the chunk size until you have read 100% of the content without truncation.\n- Before producing ANY summary or analysis, you MUST explicitly describe what portion of the content you have read. ***If you did not read the entire content, you MUST explicitly state this.***\n- If after a few attempts you cannot read the file (file not found, lines too long for Read's offset/limit, no shell access), STOP retrying. Summarize what you were able to read, explicitly state which portion you could not read and why, and proceed.\n"}
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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    \"n\",\n    \"tr\"\n  ],\n  \"rows\": [\n    [\n      1440,\n      63737\n    ]\n  ],\n  \"row_count\": 1,\n  \"truncated\": false,\n  \"shards_bound\": 13,\n  \"rows_estimated\": 185654,\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. 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{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYLoJbtpsVVsiRYXJkjm","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":6405,"cache_read_input_tokens":49578,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":6405},"output_tokens":3,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"be037daf-6c5d-420c-be3f-a3feeb20e6b7","timestamp":"2026-09-29T20:13:32.713Z","request_id":"req_011CfYLoJArZYzZ4wj2irboy"}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYLoJbtpsVVsiRYXJkjm","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_01LHnCwVtZNFNd1wNogwh5Wu","name":"Bash","input":{"command":"cd /tmp/peerfeed-a21/work-t2-mcp; cp ~/.claude/projects/-tmp-peerfeed-a21-work-t2-mcp/92c2ea53-498b-4588-84c4-92e6c30ce80e/tool-results/mcp-peerfeed-run_query-1790712800273.txt wide.json; cat > an.py <<'EOF'\nimport json,numpy as np,pandas as pd\nd=json.load(open('wide.json')); df=pd.DataFrame(d['rows'],columns=d['columns'])\nprint(d['row_count'],d['truncated'],d['withheld_by_floor']['bars'])\ndf.index=pd.date_range('2026-09-27',periods=1440,freq='min',tz='UTC')\nassert (df.m==df.index.strftime('%H:%M')).all()\nV={'ex':'edgeX','ap':'ApeX','pa':'Pacifica','dy':'dYdX'}\nprint(df[['hl','ex','ap','pa','dy']].notna().sum().to_dict())\nlp=np.log(df[['hl','ex','ap','pa','dy']])\nr=lp.diff()            # NaN unless both minute t and t-1 have a published bar (no fill)\nrf=lp.ffill().diff()   # forward-fill variant, for comparison\ndef xc(a,b,k):  # corr(HL_t, X_{t+k}); k>0 => HL leads\n    s=pd.concat([a,b.shift(-k)],axis=1).dropna(); return s.corr().iloc[0,1],len(s)\nfor v in V:\n    row=[];rowf=[]\n    for k in range(-3,4):\n        c,n=xc(r.hl,r[v],k); row.append(f\"{k:+d}:{c:+.3f}(n={n})\")\n        cf,nf=xc(rf.hl,rf[v],k); rowf.append(f\"{k:+d}:{cf:+.3f}\")\n    print(V[v],'strict:',' '.join(row)); print(' '*len(V[v]),'ffill :',' '.join(rowf))\n# asymmetry: sum of lag +1..+3 vs -1..-3\nprint()\nfor v in V:\n    for nm,R in [('strict',r),('ffill',rf)]:\n        pos=sum(xc(R.hl,R[v],k)[0] for k in (1,2,3)); neg=sum(xc(R.hl,R[v],k)[0] for k in (-1,-2,-3))\n        print(V[v],nm,f\"sum(+1..+3)={pos:+.3f} sum(-1..-3)={neg:+.3f}\")\nprint()\nfor v in V:\n    b=1e4*(df[v]/df.hl-1); b=b.dropna()\n    i=b.abs().idxmax(); print(V[v],f\"n={len(b)} max|disloc|={abs(b[i]):.2f}bp signed={b[i]:+.2f} at {i:%H:%M} X={df.at[i,v]} HL={df.at[i,'hl']} Xtrades={df.at[i,v[0]+'n' if v!='ap' else 'an']} median={b.median():+.2f} p99|.|={b.abs().quantile(.99):.2f}\")\n    top=b.abs().sort_values(ascending=False).head(4); print('   top:',[(f\"{t:%H:%M}\",round(b[t],1)) for t in top.index])\nEOF\n/tmp/peerfeed-a21/venv/bin/python an.py","description":"Compute cross-correlations and dislocations"},"caller":{"type":"direct"}}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":6405,"cache_read_input_tokens":49578,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":6405},"output_tokens":3,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"119fccaa-a121-4ac7-beb2-e0952741d853","timestamp":"2026-09-29T20:13:42.437Z","request_id":"req_011CfYLoJArZYzZ4wj2irboy","wire_tool_inputs":{"toolu_01LHnCwVtZNFNd1wNogwh5Wu":{"command":"cd /tmp/peerfeed-a21/work-t2-mcp; cp ~/.claude/projects/-tmp-peerfeed-a21-work-t2-mcp/92c2ea53-498b-4588-84c4-92e6c30ce80e/tool-results/mcp-peerfeed-run_query-1790712800273.txt wide.json; cat > an.py <<'EOF'\nimport json,numpy as np,pandas as pd\nd=json.load(open('wide.json')); df=pd.DataFrame(d['rows'],columns=d['columns'])\nprint(d['row_count'],d['truncated'],d['withheld_by_floor']['bars'])\ndf.index=pd.date_range('2026-09-27',periods=1440,freq='min',tz='UTC')\nassert (df.m==df.index.strftime('%H:%M')).all()\nV={'ex':'edgeX','ap':'ApeX','pa':'Pacifica','dy':'dYdX'}\nprint(df[['hl','ex','ap','pa','dy']].notna().sum().to_dict())\nlp=np.log(df[['hl','ex','ap','pa','dy']])\nr=lp.diff()            # NaN unless both minute t and t-1 have a published bar (no fill)\nrf=lp.ffill().diff()   # forward-fill variant, for comparison\ndef xc(a,b,k):  # corr(HL_t, X_{t+k}); k>0 => HL leads\n    s=pd.concat([a,b.shift(-k)],axis=1).dropna(); return s.corr().iloc[0,1],len(s)\nfor v in V:\n    row=[];rowf=[]\n    for k in range(-3,4):\n        c,n=xc(r.hl,r[v],k); row.append(f\"{k:+d}:{c:+.3f}(n={n})\")\n        cf,nf=xc(rf.hl,rf[v],k); rowf.append(f\"{k:+d}:{cf:+.3f}\")\n    print(V[v],'strict:',' '.join(row)); print(' '*len(V[v]),'ffill :',' '.join(rowf))\n# asymmetry: sum of lag +1..+3 vs -1..-3\nprint()\nfor v in V:\n    for nm,R in [('strict',r),('ffill',rf)]:\n        pos=sum(xc(R.hl,R[v],k)[0] for k in (1,2,3)); neg=sum(xc(R.hl,R[v],k)[0] for k in (-1,-2,-3))\n        print(V[v],nm,f\"sum(+1..+3)={pos:+.3f} sum(-1..-3)={neg:+.3f}\")\nprint()\nfor v in V:\n    b=1e4*(df[v]/df.hl-1); b=b.dropna()\n    i=b.abs().idxmax(); print(V[v],f\"n={len(b)} max|disloc|={abs(b[i]):.2f}bp signed={b[i]:+.2f} at {i:%H:%M} X={df.at[i,v]} HL={df.at[i,'hl']} Xtrades={df.at[i,v[0]+'n' if v!='ap' else 'an']} median={b.median():+.2f} p99|.|={b.abs().quantile(.99):.2f}\")\n    top=b.abs().sort_values(ascending=False).head(4); print('   top:',[(f\"{t:%H:%M}\",round(b[t],1)) for t in top.index])\nEOF\n/tmp/peerfeed-a21/venv/bin/python an.py","description":"Compute cross-correlations and dislocations"}}}
{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01LHnCwVtZNFNd1wNogwh5Wu","type":"tool_result","content":"1440 False 887\n{'hl': 1440, 'ex': 1440, 'ap': 1440, 'pa': 801, 'dy': 132}\nedgeX strict: -3:+0.009(n=1436) -2:+0.044(n=1437) -1:+0.055(n=1438) +0:+0.958(n=1439) +1:+0.024(n=1438) +2:+0.046(n=1437) +3:+0.023(n=1436)\n      ffill : -3:+0.009 -2:+0.044 -1:+0.055 +0:+0.958 +1:+0.024 +2:+0.046 +3:+0.023\nApeX strict: -3:+0.006(n=1436) -2:+0.045(n=1437) -1:+0.065(n=1438) +0:+0.921(n=1439) +1:+0.050(n=1438) +2:+0.046(n=1437) +3:+0.001(n=1436)\n     ffill : -3:+0.006 -2:+0.045 -1:+0.065 +0:+0.921 +1:+0.050 +2:+0.046 +3:+0.001\nPacifica strict: -3:-0.016(n=473) -2:+0.025(n=473) -1:+0.082(n=474) +0:+0.754(n=475) +1:+0.310(n=474) +2:+0.033(n=473) +3:+0.058(n=473)\n         ffill : -3:+0.037 -2:-0.003 -1:+0.054 +0:+0.622 +1:+0.297 +2:+0.097 +3:+0.060\ndYdX strict: -3:+0.050(n=34) -2:-0.128(n=34) -1:-0.224(n=34) +0:+0.229(n=34) +1:-0.005(n=34) +2:+0.141(n=34) +3:-0.011(n=34)\n     ffill : -3:-0.020 -2:-0.015 -1:+0.011 +0:+0.223 +1:+0.106 +2:+0.068 +3:+0.037\n\nedgeX strict sum(+1..+3)=+0.093 sum(-1..-3)=+0.108\nedgeX ffill sum(+1..+3)=+0.093 sum(-1..-3)=+0.108\nApeX strict sum(+1..+3)=+0.097 sum(-1..-3)=+0.116\nApeX ffill sum(+1..+3)=+0.097 sum(-1..-3)=+0.116\nPacifica strict sum(+1..+3)=+0.401 sum(-1..-3)=+0.091\nPacifica ffill sum(+1..+3)=+0.454 sum(-1..-3)=+0.088\ndYdX strict sum(+1..+3)=+0.124 sum(-1..-3)=-0.303\ndYdX ffill sum(+1..+3)=+0.211 sum(-1..-3)=-0.024\n\nedgeX n=1440 max|disloc|=5.52bp signed=-5.52 at 06:27 X=84551.3 HL=84598.0 Xtrades=47 median=-3.11 p99|.|=5.11\n   top: [('06:27', np.float64(-5.5)), ('06:28', np.float64(-5.4)), ('19:17', np.float64(-5.4)), ('05:30', np.float64(-5.4))]\nApeX n=1440 max|disloc|=5.60bp signed=-5.60 at 07:12 X=84466.7 HL=84514.0 Xtrades=11 median=-2.07 p99|.|=4.77\n   top: [('07:12', np.float64(-5.6)), ('16:23', np.float64(-5.4)), ('08:33', np.float64(-5.2)), ('13:09', np.float64(-5.1))]\nPacifica n=801 max|disloc|=10.70bp signed=-10.70 at 13:31 X=84946.0 HL=85037.0 Xtrades=3.0 median=-1.18 p99|.|=8.01\n   top: [('13:31', np.float64(-10.7)), ('10:11', np.float64(-9.4)), ('10:14', np.float64(-8.7)), ('10:10', np.float64(-8.2))]\ndYdX n=132 max|disloc|=66.36bp signed=+66.36 at 14:29 X=85248.0 HL=84686.0 Xtrades=45.0 median=+0.89 p99|.|=29.67\n   top: [('14:29', np.float64(66.4)), ('10:54', np.float64(-30.2)), ('07:41', np.float64(28.5)), ('13:45', np.float64(-12.0))]","is_error":false}]},"parent_tool_use_id":null,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"3f8445c7-9f97-4259-8432-b45fe7d5d136","timestamp":"2026-09-29T20:13:43.127Z","tool_use_result":{"stdout":"1440 False 887\n{'hl': 1440, 'ex': 1440, 'ap': 1440, 'pa': 801, 'dy': 132}\nedgeX strict: -3:+0.009(n=1436) -2:+0.044(n=1437) -1:+0.055(n=1438) +0:+0.958(n=1439) +1:+0.024(n=1438) +2:+0.046(n=1437) +3:+0.023(n=1436)\n      ffill : -3:+0.009 -2:+0.044 -1:+0.055 +0:+0.958 +1:+0.024 +2:+0.046 +3:+0.023\nApeX strict: -3:+0.006(n=1436) -2:+0.045(n=1437) -1:+0.065(n=1438) +0:+0.921(n=1439) +1:+0.050(n=1438) +2:+0.046(n=1437) +3:+0.001(n=1436)\n     ffill : -3:+0.006 -2:+0.045 -1:+0.065 +0:+0.921 +1:+0.050 +2:+0.046 +3:+0.001\nPacifica strict: -3:-0.016(n=473) -2:+0.025(n=473) -1:+0.082(n=474) +0:+0.754(n=475) +1:+0.310(n=474) +2:+0.033(n=473) +3:+0.058(n=473)\n         ffill : -3:+0.037 -2:-0.003 -1:+0.054 +0:+0.622 +1:+0.297 +2:+0.097 +3:+0.060\ndYdX strict: -3:+0.050(n=34) -2:-0.128(n=34) -1:-0.224(n=34) +0:+0.229(n=34) +1:-0.005(n=34) +2:+0.141(n=34) +3:-0.011(n=34)\n     ffill : -3:-0.020 -2:-0.015 -1:+0.011 +0:+0.223 +1:+0.106 +2:+0.068 +3:+0.037\n\nedgeX strict sum(+1..+3)=+0.093 sum(-1..-3)=+0.108\nedgeX ffill sum(+1..+3)=+0.093 sum(-1..-3)=+0.108\nApeX strict sum(+1..+3)=+0.097 sum(-1..-3)=+0.116\nApeX ffill sum(+1..+3)=+0.097 sum(-1..-3)=+0.116\nPacifica strict sum(+1..+3)=+0.401 sum(-1..-3)=+0.091\nPacifica ffill sum(+1..+3)=+0.454 sum(-1..-3)=+0.088\ndYdX strict sum(+1..+3)=+0.124 sum(-1..-3)=-0.303\ndYdX ffill sum(+1..+3)=+0.211 sum(-1..-3)=-0.024\n\nedgeX n=1440 max|disloc|=5.52bp signed=-5.52 at 06:27 X=84551.3 HL=84598.0 Xtrades=47 median=-3.11 p99|.|=5.11\n   top: [('06:27', np.float64(-5.5)), ('06:28', np.float64(-5.4)), ('19:17', np.float64(-5.4)), ('05:30', np.float64(-5.4))]\nApeX n=1440 max|disloc|=5.60bp signed=-5.60 at 07:12 X=84466.7 HL=84514.0 Xtrades=11 median=-2.07 p99|.|=4.77\n   top: [('07:12', np.float64(-5.6)), ('16:23', np.float64(-5.4)), ('08:33', np.float64(-5.2)), ('13:09', np.float64(-5.1))]\nPacifica n=801 max|disloc|=10.70bp signed=-10.70 at 13:31 X=84946.0 HL=85037.0 Xtrades=3.0 median=-1.18 p99|.|=8.01\n   top: [('13:31', np.float64(-10.7)), ('10:11', np.float64(-9.4)), ('10:14', np.float64(-8.7)), ('10:10', np.float64(-8.2))]\ndYdX n=132 max|disloc|=66.36bp signed=+66.36 at 14:29 X=85248.0 HL=84686.0 Xtrades=45.0 median=+0.89 p99|.|=29.67\n   top: [('14:29', np.float64(66.4)), ('10:54', np.float64(-30.2)), ('07:41', np.float64(28.5)), ('13:45', np.float64(-12.0))]","stderr":"","interrupted":false,"isImage":false,"noOutputExpected":false}}
{"type":"system","subtype":"thinking_tokens","estimated_tokens":50,"estimated_tokens_delta":50,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"b7b9bbd4-7188-49c1-88e0-e89c08bee4c5"}
{"type":"system","subtype":"thinking_tokens","estimated_tokens":100,"estimated_tokens_delta":50,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"cc5ef42f-85e4-406f-b73a-6ca78f681b7c"}
{"type":"system","subtype":"thinking_tokens","estimated_tokens":200,"estimated_tokens_delta":100,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"6cad662d-17d5-4071-bf9e-bac778030996"}
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See scope_notes for where absence can be relied on.\",\n    \"warning\": null\n  },\n  \"withheld_bars\": 0,\n  \"note\": null\n}"}]}]},"parent_tool_use_id":null,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"67b9ff63-f312-4e06-9223-224c98aef94e","timestamp":"2026-09-29T20:13:50.158Z","tool_use_result":[{"type":"text","text":"{\n  \"call_id\": \"d30a183a92014613\",\n  \"instrument\": \"hyperliquid/trades:BTC\",\n  \"granularity\": \"1m\",\n  \"start\": \"2026-09-27T14:27:00+00:00\",\n  \"end\": \"2026-09-27T14:32:00+00:00\",\n  \"bars\": [\n    {\n      \"t\": \"2026-09-27T14:27:00.000000+00:00\",\n      \"open\": 84761.0,\n      \"high\": 84762.0,\n      \"low\": 84720.0,\n      \"close\": 84728.0,\n      \"volume\": 16.405060000000006,\n      \"trades\": 275,\n      \"vwap\": 84730.85616754828,\n      \"first_trade_ts\": \"2026-09-27T14:27:00.373000+00:00\",\n      \"last_trade_ts\": \"2026-09-27T14:27:59.869000+00:00\"\n    },\n    {\n      \"t\": \"2026-09-27T14:28:00.000000+00:00\",\n      \"open\": 84728.0,\n      \"high\": 84748.0,\n      \"low\": 84683.0,\n      \"close\": 84683.0,\n      \"volume\": 5.497919999999996,\n      \"trades\": 219,\n      \"vwap\": 84726.92502982951,\n      \"first_trade_ts\": \"2026-09-27T14:28:01.386000+00:00\",\n      \"last_trade_ts\": \"2026-09-27T14:28:59.321000+00:00\"\n    },\n    {\n      \"t\": \"2026-09-27T14:29:00.000000+00:00\",\n      \"open\": 84684.0,\n      \"high\": 84707.0,\n      \"low\": 84669.0,\n      \"close\": 84686.0,\n      \"volume\": 68.26982999999997,\n      \"trades\": 372,\n      \"vwap\": 84686.71281867853,\n      \"first_trade_ts\": \"2026-09-27T14:29:00.211000+00:00\",\n      \"last_trade_ts\": \"2026-09-27T14:29:57.647000+00:00\"\n    },\n    {\n      \"t\": \"2026-09-27T14:30:00.000000+00:00\",\n      \"open\": 84687.0,\n      \"high\": 84733.0,\n      \"low\": 84680.0,\n      \"close\": 84704.0,\n      \"volume\": 27.71708999999998,\n      \"trades\": 229,\n      \"vwap\": 84720.11622720861,\n      \"first_trade_ts\": \"2026-09-27T14:30:00.611000+00:00\",\n      \"last_trade_ts\": \"2026-09-27T14:30:59.166000+00:00\"\n    },\n    {\n      \"t\": \"2026-09-27T14:31:00.000000+00:00\",\n      \"open\": 84703.0,\n      \"high\": 84755.0,\n      \"low\": 84703.0,\n      \"close\": 84736.0,\n      \"volume\": 29.38211,\n      \"trades\": 203,\n      \"vwap\": 84733.99753625588,\n      \"first_trade_ts\": \"2026-09-27T14:31:01.198000+00:00\",\n      \"last_trade_ts\": \"2026-09-27T14:31:59.482000+00:00\"\n    }\n  ],\n  \"bar_count\": 5,\n  \"trades_aggregated\": 1298,\n  \"shards_read\": 1,\n  \"min_trades_per_bar\": 3,\n  \"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\",\n  \"shard_coverage\": 0.992,\n  \"coverage_warning\": null,\n  \"healthy_shard_coverage\": 0.992,\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\": \"2025-10-25\",\n      \"to\": \"2026-09-29\"\n    },\n    \"dataset_indexed\": true,\n    \"measured\": true,\n    \"fraction\": 1.0\n  },\n  \"presence_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/hyperliquid/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  \"withheld_bars\": 0,\n  \"note\": null\n}"}]}
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{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01EvdmtNN6Yu3jaLtv81Em3p","type":"tool_result","content":"edgeX demeaned max +4.64bp at 22:07\nApeX demeaned max +7.04bp at 22:06\nPacifica demeaned max -9.52bp at 13:31\ndYdX demeaned max +65.48bp at 14:29","is_error":false}]},"parent_tool_use_id":null,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"b47d7399-59c6-4e79-b27a-37281d9059b9","timestamp":"2026-09-29T20:13:56.008Z","tool_use_result":{"stdout":"edgeX demeaned max +4.64bp at 22:07\nApeX demeaned max +7.04bp at 22:06\nPacifica demeaned max -9.52bp at 13:31\ndYdX demeaned max +65.48bp at 14:29","stderr":"","interrupted":false,"isImage":false,"noOutputExpected":false}}
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{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYLqNkzGTDZvo4uAJPFp","type":"message","role":"assistant","content":[{"type":"text","text":"**Answer:** On 2026-09-27, Hyperliquid clearly leads only Pacifica. With edgeX and ApeX the prices move together within the same minute, and 1-minute bars can't tell which one moves first. dYdX traded too rarely to measure. The largest close-to-close dislocations against Hyperliquid were: edgeX −5.52 bp at 06:27, ApeX −5.60 bp at 07:12, Pacifica −10.70 bp at 13:31 and dYdX +66.36 bp at 14:29. The Pacifica and dYdX figures only cover minutes the server would show (see the gaps below).\n\n**Data used**\n- Instruments: `hyperliquid/trades:BTC`, `edgex/trades:BTCUSDC`, `apex/trades:BTCUSDT`, `pacifica/trades:BTC` and `dydx/trades:BTC-USD`, for 00:00–24:00 UTC.\n- edgeX renamed its BTC perpetual from BTCUSD to BTCUSDC on 2026-09-03. The old symbol has no data for this day, so I used BTCUSDC.\n- All five venues have 12 of 12 two-hour data files for the day, each spanning about 99% of its window. The server's known problem with partly written files doesn't affect this date.\n- Closes are the last trade in each minute. There are no candles from the exchanges; the server builds these bars from trades.\n\n**Minutes with no trades.** The server only gives out 1-minute bars in this mode, and it leaves out any minute with fewer than 3 trades. It counts those left-out minutes separately, so they can be told apart from minutes with no trades.\n\n| Venue | Bars I could see | Left out (1–2 trades) | No trades |\n|---|---|---|---|\n| Hyperliquid | 1440 | 0 | 0 |\n| edgeX | 1440 | 0 | 0 |\n| ApeX | 1440 | 0 | 0 |\n| Pacifica | 801 | 610 | 29 |\n| dYdX | 132 | 277 | 1031 |\n\n- **Main method: no filling in.** A return exists only when that venue has a bar in both minute t and minute t−1. Each lag's correlation uses only the minutes where both series have a value. I didn't carry prices forward because that creates runs of zero returns and then one catch-up return. That makes a thin venue look as if it lags, whatever the real order of price moves.\n- **Check: prices carried forward.** I reran the correlations with gaps filled by the last price. Results are in brackets in the table below.\n- **Dislocations** are measured only in minutes where both venues have a bar. I didn't carry prices forward there either, because a stale price would show up as a fake dislocation.\n\n**(1) Cross-correlation of 1-minute log returns.** Lag k is corr(Hyperliquid return at t, venue return at t+k). A positive k means Hyperliquid moves first.\n\n| Venue | −3 | −2 | −1 | 0 | +1 | +2 | +3 | n (pairs) |\n|---|---|---|---|---|---|---|---|---|\n| edgeX | +0.009 | +0.044 | +0.055 | **+0.958** | +0.024 | +0.046 | +0.023 | ~1437 |\n| ApeX | +0.006 | +0.045 | +0.065 | **+0.921** | +0.050 | +0.046 | +0.001 | ~1437 |\n| Pacifica | −0.016 | +0.025 | +0.082 | **+0.754** | **+0.310** | +0.033 | +0.058 | ~474 |\n| dYdX | +0.050 | −0.128 | −0.224 | +0.229 | −0.005 | +0.141 | −0.011 | 34 |\n\nWith prices carried forward, the Pacifica figures are 0.622 at lag 0 and 0.297 at lag +1. The dYdX figures are 0.223 at lag 0 and 0.106 at lag +1. edgeX and ApeX are unchanged because they have no gaps.\n\n- **edgeX and ApeX:** neither side leads. Almost all the correlation is in the same minute, and the lead and lag values are small and similar on both sides. The sum of lags +1..+3 is 0.093 against 0.108 for −1..−3 on edgeX, and 0.097 against 0.116 on ApeX. The random-noise range is about ±0.026, so these are around 2 of those units at most, on both sides.\n- **Pacifica:** Hyperliquid leads by about one minute. Lag +1 is 0.31 with 474 pairs (noise range about ±0.046), and it holds when prices are carried forward. Part of this is probably Pacifica's last trade being older within each minute because it trades thinly.\n- **dYdX:** can't be determined. There are only 34 usable return pairs (noise range about ±0.17), and nothing is significant.\n\n**(2) Largest absolute dislocation.** Dislocation is (venue close ÷ Hyperliquid close − 1) × 10,000, in basis points.\n\n| Venue | Largest \\|dislocation\\| | Minute (UTC bar start) | Prices | Median dislocation |\n|---|---|---|---|---|\n| edgeX | 5.52 bp (venue lower) | 06:27 | 84,551.3 vs 84,598.0 | −3.1 bp |\n| ApeX | 5.60 bp (venue lower) | 07:12 | 84,466.7 vs 84,514.0 | −2.1 bp |\n| Pacifica | 10.70 bp (venue lower) | 13:31 | 84,946 vs 85,037 | −1.2 bp |\n| dYdX | 66.36 bp (venue higher) | 14:29 | 85,248 vs 84,686 | +0.9 bp |\n\n- **edgeX and ApeX** trade at a steady discount to Hyperliquid (medians of −3.1 and −2.1 bp). ApeX is priced in USDT and edgeX in USDC, which may explain part of this. Measured from that usual gap, the biggest moves are +4.6 bp (edgeX, 22:07) and +7.0 bp (ApeX, 22:06).\n- **dYdX at 14:29:** I checked this minute. The bar has 45 trades, about 2.0 BTC. Buying pushed the price from 84,694 to 85,248, and the last trade was at 14:29:57 while Hyperliquid stayed near 84,686. The gap closed the next minute, when dYdX closed at 84,751. So this is a real, very brief spike from buying into a thin order book, not a data error.\n\nFINAL ANSWER\n\n**Lead-lag (lag k = corr(Hyperliquid at t, venue at t+k); k > 0 means Hyperliquid leads):**\n- **edgeX:** −3…+3 = +0.009, +0.044, +0.055, **+0.958**, +0.024, +0.046, +0.023. Neither leads; they move in the same minute.\n- **ApeX:** +0.006, +0.045, +0.065, **+0.921**, +0.050, +0.046, +0.001. Neither leads; they move in the same minute.\n- **Pacifica:** −0.016, +0.025, +0.082, **+0.754**, **+0.310**, +0.033, +0.058. Hyperliquid leads by about one minute.\n- **dYdX:** +0.050, −0.128, −0.224, +0.229, −0.005, +0.141, −0.011, from only 34 pairs. Can't be determined.\n\n**Largest \\|close dislocation\\| vs Hyperliquid:**\n- **edgeX:** 5.52 bp at 06:27 UTC (edgeX lower).\n- **ApeX:** 5.60 bp at 07:12 UTC (ApeX lower).\n- **Pacifica:** 10.70 bp at 13:31 UTC (Pacifica lower).\n- **dYdX:** 66.36 bp at 14:29 UTC (dYdX higher; a brief buying spike that closed the next minute).\n\n**Judgement calls:**\n1. I used edgeX BTCUSDC because BTCUSD has no data after August.\n2. Returns only count when both of a venue's adjacent minutes have bars, with no filling in. Each lag uses only the minutes where both series have values. Carrying prices forward is only a check, and it doesn't change any conclusion.\n3. Dislocations only use minutes where both venues have a bar, with no stale prices carried forward.\n4. The server leaves out minutes with fewer than 3 trades. That removes 610 Pacifica minutes and 277 dYdX minutes, and I can't get them back. So the Pacifica and dYdX maximums only cover minutes with at least 3 trades, and a bigger dislocation could sit in a left-out minute.\n5. The dislocations are the raw figures I was asked for. The steady edgeX/ApeX discount (−3.1 and −2.1 bp medians, partly the USDT/USDC quoting) is left in, with the figures net of it given above.\n6. All times are the exchanges' own timestamps, and minutes are labelled by bar start."}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":598,"cache_read_input_tokens":63254,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":598},"output_tokens":3,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","uuid":"c3aea149-57a9-47f0-b343-206c14e1846a","timestamp":"2026-09-29T20:14:24.772Z","request_id":"req_011CfYLqMjj9w6cd32J28DAk"}
{"duration_api_ms":102433,"stop_reason":"end_turn","session_id":"92c2ea53-498b-4588-84c4-92e6c30ce80e","total_cost_usd":0.7950052,"usage":{"input_tokens":30,"cache_creation_input_tokens":58730,"cache_read_input_tokens":544926,"output_tokens":10803,"output_tokens_details":{"thinking_tokens":2007},"server_tool_use":{"web_search_requests":0,"web_fetch_requests":0},"service_tier":"standard","cache_creation":{"ephemeral_1h_input_tokens":58730,"ephemeral_5m_input_tokens":0},"inference_geo":"not_available","iterations":[{"input_tokens":2,"output_tokens":3146,"cache_read_input_tokens":63254,"cache_creation_input_tokens":598,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":598},"type":"message"}],"speed":"standard","fallback_credit":null},"modelUsage":{"claude-opus-5-5":{"inputTokens":30,"outputTokens":10803,"cacheReadInputTokens":544926,"cacheCreationInputTokens":58730,"webSearchRequests":0,"costUSD":0.7950052,"contextWindow":1000000,"maxOutputTokens":128000,"thinkingTokens":2007,"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":23,"subtype":"success","api_error_status":null,"result":"**Answer:** On 2026-09-27, Hyperliquid clearly leads only Pacifica. With edgeX and ApeX the prices move together within the same minute, and 1-minute bars can't tell which one moves first. dYdX traded too rarely to measure. The largest close-to-close dislocations against Hyperliquid were: edgeX −5.52 bp at 06:27, ApeX −5.60 bp at 07:12, Pacifica −10.70 bp at 13:31 and dYdX +66.36 bp at 14:29. The Pacifica and dYdX figures only cover minutes the server would show (see the gaps below).\n\n**Data used**\n- Instruments: `hyperliquid/trades:BTC`, `edgex/trades:BTCUSDC`, `apex/trades:BTCUSDT`, `pacifica/trades:BTC` and `dydx/trades:BTC-USD`, for 00:00–24:00 UTC.\n- edgeX renamed its BTC perpetual from BTCUSD to BTCUSDC on 2026-09-03. The old symbol has no data for this day, so I used BTCUSDC.\n- All five venues have 12 of 12 two-hour data files for the day, each spanning about 99% of its window. The server's known problem with partly written files doesn't affect this date.\n- Closes are the last trade in each minute. There are no candles from the exchanges; the server builds these bars from trades.\n\n**Minutes with no trades.** The server only gives out 1-minute bars in this mode, and it leaves out any minute with fewer than 3 trades. It counts those left-out minutes separately, so they can be told apart from minutes with no trades.\n\n| Venue | Bars I could see | Left out (1–2 trades) | No trades |\n|---|---|---|---|\n| Hyperliquid | 1440 | 0 | 0 |\n| edgeX | 1440 | 0 | 0 |\n| ApeX | 1440 | 0 | 0 |\n| Pacifica | 801 | 610 | 29 |\n| dYdX | 132 | 277 | 1031 |\n\n- **Main method: no filling in.** A return exists only when that venue has a bar in both minute t and minute t−1. Each lag's correlation uses only the minutes where both series have a value. I didn't carry prices forward because that creates runs of zero returns and then one catch-up return. That makes a thin venue look as if it lags, whatever the real order of price moves.\n- **Check: prices carried forward.** I reran the correlations with gaps filled by the last price. Results are in brackets in the table below.\n- **Dislocations** are measured only in minutes where both venues have a bar. I didn't carry prices forward there either, because a stale price would show up as a fake dislocation.\n\n**(1) Cross-correlation of 1-minute log returns.** Lag k is corr(Hyperliquid return at t, venue return at t+k). A positive k means Hyperliquid moves first.\n\n| Venue | −3 | −2 | −1 | 0 | +1 | +2 | +3 | n (pairs) |\n|---|---|---|---|---|---|---|---|---|\n| edgeX | +0.009 | +0.044 | +0.055 | **+0.958** | +0.024 | +0.046 | +0.023 | ~1437 |\n| ApeX | +0.006 | +0.045 | +0.065 | **+0.921** | +0.050 | +0.046 | +0.001 | ~1437 |\n| Pacifica | −0.016 | +0.025 | +0.082 | **+0.754** | **+0.310** | +0.033 | +0.058 | ~474 |\n| dYdX | +0.050 | −0.128 | −0.224 | +0.229 | −0.005 | +0.141 | −0.011 | 34 |\n\nWith prices carried forward, the Pacifica figures are 0.622 at lag 0 and 0.297 at lag +1. The dYdX figures are 0.223 at lag 0 and 0.106 at lag +1. edgeX and ApeX are unchanged because they have no gaps.\n\n- **edgeX and ApeX:** neither side leads. Almost all the correlation is in the same minute, and the lead and lag values are small and similar on both sides. The sum of lags +1..+3 is 0.093 against 0.108 for −1..−3 on edgeX, and 0.097 against 0.116 on ApeX. The random-noise range is about ±0.026, so these are around 2 of those units at most, on both sides.\n- **Pacifica:** Hyperliquid leads by about one minute. Lag +1 is 0.31 with 474 pairs (noise range about ±0.046), and it holds when prices are carried forward. Part of this is probably Pacifica's last trade being older within each minute because it trades thinly.\n- **dYdX:** can't be determined. There are only 34 usable return pairs (noise range about ±0.17), and nothing is significant.\n\n**(2) Largest absolute dislocation.** Dislocation is (venue close ÷ Hyperliquid close − 1) × 10,000, in basis points.\n\n| Venue | Largest \\|dislocation\\| | Minute (UTC bar start) | Prices | Median dislocation |\n|---|---|---|---|---|\n| edgeX | 5.52 bp (venue lower) | 06:27 | 84,551.3 vs 84,598.0 | −3.1 bp |\n| ApeX | 5.60 bp (venue lower) | 07:12 | 84,466.7 vs 84,514.0 | −2.1 bp |\n| Pacifica | 10.70 bp (venue lower) | 13:31 | 84,946 vs 85,037 | −1.2 bp |\n| dYdX | 66.36 bp (venue higher) | 14:29 | 85,248 vs 84,686 | +0.9 bp |\n\n- **edgeX and ApeX** trade at a steady discount to Hyperliquid (medians of −3.1 and −2.1 bp). ApeX is priced in USDT and edgeX in USDC, which may explain part of this. Measured from that usual gap, the biggest moves are +4.6 bp (edgeX, 22:07) and +7.0 bp (ApeX, 22:06).\n- **dYdX at 14:29:** I checked this minute. The bar has 45 trades, about 2.0 BTC. Buying pushed the price from 84,694 to 85,248, and the last trade was at 14:29:57 while Hyperliquid stayed near 84,686. The gap closed the next minute, when dYdX closed at 84,751. So this is a real, very brief spike from buying into a thin order book, not a data error.\n\nFINAL ANSWER\n\n**Lead-lag (lag k = corr(Hyperliquid at t, venue at t+k); k > 0 means Hyperliquid leads):**\n- **edgeX:** −3…+3 = +0.009, +0.044, +0.055, **+0.958**, +0.024, +0.046, +0.023. Neither leads; they move in the same minute.\n- **ApeX:** +0.006, +0.045, +0.065, **+0.921**, +0.050, +0.046, +0.001. Neither leads; they move in the same minute.\n- **Pacifica:** −0.016, +0.025, +0.082, **+0.754**, **+0.310**, +0.033, +0.058. Hyperliquid leads by about one minute.\n- **dYdX:** +0.050, −0.128, −0.224, +0.229, −0.005, +0.141, −0.011, from only 34 pairs. Can't be determined.\n\n**Largest \\|close dislocation\\| vs Hyperliquid:**\n- **edgeX:** 5.52 bp at 06:27 UTC (edgeX lower).\n- **ApeX:** 5.60 bp at 07:12 UTC (ApeX lower).\n- **Pacifica:** 10.70 bp at 13:31 UTC (Pacifica lower).\n- **dYdX:** 66.36 bp at 14:29 UTC (dYdX higher; a brief buying spike that closed the next minute).\n\n**Judgement calls:**\n1. I used edgeX BTCUSDC because BTCUSD has no data after August.\n2. Returns only count when both of a venue's adjacent minutes have bars, with no filling in. Each lag uses only the minutes where both series have values. Carrying prices forward is only a check, and it doesn't change any conclusion.\n3. Dislocations only use minutes where both venues have a bar, with no stale prices carried forward.\n4. The server leaves out minutes with fewer than 3 trades. That removes 610 Pacifica minutes and 277 dYdX minutes, and I can't get them back. So the Pacifica and dYdX maximums only cover minutes with at least 3 trades, and a bigger dislocation could sit in a left-out minute.\n5. The dislocations are the raw figures I was asked for. The steady edgeX/ApeX discount (−3.1 and −2.1 bp medians, partly the USDT/USDC quoting) is left in, with the figures net of it given above.\n6. All times are the exchanges' own timestamps, and minutes are labelled by bar start.","ttft_ms":1881,"type":"result","duration_ms":127408,"uuid":"e25af2b3-24e9-4eff-9c1b-a0eb6cb394ee","ttft_stream_ms":1156,"time_to_request_ms":48,"first_content_frame_ms":1156,"queued_turn_count":0,"result_index":0}