Alpaca Execution Training Foundation
Generated 2026-07-19T17:02:03.148211+00:00 | run alpaca_execution_training_foundation_20260719T165924Z
historical_execution_proxy_training_seed_ready paper_fill_calibration_blocked
Decision Boundary
Use this dataset for execution-cost proxy pretraining only; collect actual paper fills before calibration, live sizing, or order authority.
This product uses historical SIP market microstructure for execution-cost proxy pretraining. It is not broker-fill evidence, does not enable live trading, and cannot submit orders.
Refresh
Feed sip, 2026-04-30 through 2026-07-17; 1734643 rows refreshed in 146.383 seconds.
Feature Status
| Feature Status | Rows | Symbols | Dates | First Minute | Latest Minute |
|---|---|---|---|---|---|
| thin_quote_context | 1294338 | 1327 | 54 | 2026-04-30T13:30:00+00:00 | 2026-07-17T19:59:00+00:00 |
| training_candidate | 228564 | 1323 | 23 | 2026-04-30T13:30:00+00:00 | 2026-07-17T19:59:00+00:00 |
| after_hours_review | 134849 | 1311 | 54 | 2026-04-30T20:00:00+00:00 | 2026-07-17T21:18:00+00:00 |
| missing_next_minute_label | 57598 | 1121 | 23 | 2026-04-30T13:30:00+00:00 | 2026-07-17T19:59:00+00:00 |
| missing_trade_context | 19294 | 675 | 24 | 2026-05-01T16:07:00+00:00 | 2026-07-17T19:58:00+00:00 |
Latest Market Dates
| Market Date | Rows | Training Candidates | Symbols | Median Spread bps |
|---|---|---|---|---|
| 2026-07-17 | 16044 | 390 | 50 | 15.3718423142383 |
| 2026-07-16 | 16246 | 584 | 50 | 17.29535695441 |
| 2026-07-15 | 18542 | 1733 | 63 | 14.9188785976254 |
| 2026-07-14 | 24972 | 5992 | 97 | 18.0638722435525 |
| 2026-07-13 | 30973 | 6645 | 95 | 12.7388535031847 |
| 2026-07-10 | 331818 | 182832 | 1237 | 13.2462863090169 |
| 2026-07-09 | 51069 | 866 | 150 | 34.2781202090313 |
| 2026-07-08 | 40270 | 2040 | 117 | 17.3322741488465 |
| 2026-07-07 | 277875 | 5615 | 999 | 14.4613159797542 |
| 2026-07-06 | 36355 | 216 | 114 | 20.3426321923102 |
| 2026-07-02 | 57279 | 5643 | 167 | 11.1375487267757 |
| 2026-07-01 | 57477 | 1764 | 167 | 13.2995369994007 |
| 2026-06-30 | 38832 | 1406 | 117 | 17.2389024565436 |
| 2026-06-29 | 37919 | 1034 | 107 | 22.6132484136689 |
| 2026-06-26 | 38010 | 1811 | 107 | 16.0293107396382 |
| 2026-06-25 | 37243 | 2107 | 107 | 16.345036785718 |
| 2026-06-24 | 36423 | 5591 | 107 | 17.2811059907834 |
| 2026-06-23 | 16132 | 0 | 50 | |
| 2026-06-22 | 16353 | 0 | 50 | |
| 2026-06-18 | 16193 | 0 | 50 |
Leakage Contract
Minute inputs are cut off at the end of the source minute. Next-minute labels become available one minute later and are stored in separate label columns. Temporal training must split by market date.