Alpaca Market Data Readiness
Run alpaca_market_data_foundation_readiness_report_20260719T220337Z | Generated 2026-07-19T22:03:37.677385+00:00
Coverage Summary
Symbol/feed rows1382
Symbols1374
Bar rows1739408
Trade rows25159064
Quote rows25618653
Max market dates132
Provider calls0
Orders submitted0
Live tradingfalse
Source view: research.alpaca_market_data_operator_view. Trading mode: paper.
Feed And Readiness Groups
| Feed | Readiness | Symbol/feed Rows | Symbols | Bars | Trades | Quotes | Market Dates | Latest Bar | Latest Trade | Latest Quote |
|---|---|---|---|---|---|---|---|---|---|---|
| iex | trade_and_quote_training_seed_available | 8 | 8 | 222 | 669 | 997 | 1 | 2026-07-02T14:14:00+00:00 | 2026-07-02T14:15:25.596561+00:00 | 2026-07-02T14:15:28.804455+00:00 |
| sip | bar_training_seed_available | 45 | 45 | 4543 | 0 | 0 | 132 | 2026-07-14T04:00:00+00:00 | n/a | n/a |
| sip | trade_and_quote_training_seed_available | 1329 | 1329 | 1734643 | 25158395 | 25617656 | 54 | 2026-07-17T21:18:00+00:00 | 2026-07-17T21:18:56.788580+00:00 | 2026-07-17T21:19:53.123378+00:00 |
Live Market Stream Readiness
This section reads research.alpaca_market_stream_readiness_operator_view. It distinguishes always-on test-flow verification, production-feed authentication while markets are closed, and actual read-only event flow. Test-feed records never enter canonical equity tables.
Latest feed sessions2
Authenticated sessions2
Subscribed sessions2
Sessions with data1
Stream data events2
Canonical stream rows0
| Feed | Session Status | Readiness | Authenticated | Subscribed | Market Open | Data Events | Trades | Quotes | Bars | Canonical Rows | Completed | Error |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| sip | succeeded | authenticated_subscription_verified_market_closed | true | true | false | 0 | 0 | 0 | 0 | 0 | 2026-07-19T22:02:10.856225+00:00 | n/a |
| test | succeeded | test_stream_event_flow_verified | true | true | false | 2 | 1 | 1 | 0 | 0 | 2026-07-19T22:02:39.013602+00:00 | n/a |
Supervised Stream Controls
This section reads research.alpaca_market_stream_supervisor_readiness_operator_view. It records durable heartbeats, bounded in-connection buffer flushes, exponential reconnects, stale-feed detection, backpressure activation, and file kill-switch evidence. The supervisor remains read-only and cannot submit orders.
Latest feed supervisors2
Controls configured5/5
Test-flow runs2
Production subscriptions1
Market-hours flow runs0
Kill-switch runs1
Reconnect runtime runs0
Supervised data events2
| Feed | Status | Readiness | Connections | Reconnects | Stale | Backpressure | Data Events | Canonical Rows | Heartbeat | Termination | Orders |
|---|---|---|---|---|---|---|---|---|---|---|---|
| sip | succeeded | supervisor_authenticated_market_closed | 1 | 0 | 0 | 0 | 0 | 0 | 2026-07-19T22:02:10.949361+00:00 | target_duration_completed | 0 |
| test | killed | kill_switch_runtime_verified_read_only | 1 | 0 | 0 | 0 | 2 | 0 | 2026-07-19T22:02:39.105395+00:00 | kill_switch_requested | 0 |
Intraday Monitor Quality
This section reads paper.alpaca_intraday_monitor_operator_view to show whether recent quote, trade, bar, and spread evidence is good enough for stop-loss and execution-model review.
Monitor rows50
Monitor symbols50
Ready quote symbols0
Recent bars0
Recent trades0
Recent quotes0
Max quote age min1559.4884
Max spread bps433.8579
| Monitor Status | Rows | Symbols | Bars | Trades | Quotes | Max Quote Age Min | Avg Spread bps | Max Spread bps | Latest Observed | Operator Read |
|---|---|---|---|---|---|---|---|---|---|---|
| stale_after_hours | 50 | 50 | 0 | 0 | 0 | 1559.4884 | 45.5601 | 433.8579 | 2026-07-18T21:59:40.778727+00:00 | Latest quote/trade evidence is stale for live use; acceptable only as after-hours or replay monitor evidence. |
Current Candidate Intraday Coverage
This section reads paper.alpaca_intraday_opportunity_readiness_operator_view to show whether current top paper candidates have enough local SIP intraday bars, trades, and quotes for paper-only stop-loss research.
Readiness gates4
Passed gates0
Review gates0
Partial gates3
Blocked gates1
| Gate | Status | Observed | Required | Gap / Excess | Gate Read | Operator Action |
|---|---|---|---|---|---|---|
| top_15_current_candidate_intraday_coverage | partial | 1 | 15 | 14 | Some current top-15 paper candidates have SIP intraday coverage, but backfill gaps remain. | Backfill SIP bars/trades/quotes for top-15 missing symbols before using intraday features for paper stop-loss training. |
| top_50_watchlist_intraday_coverage | partial | 5 | 50 | 45 | Some current top-50 watchlist candidates have SIP intraday coverage, but gaps remain. | Prioritize top-15 first, then backfill remaining top-50 symbols within provider budget. |
| top_15_backfill_queue | blocked | 14 | 0 | 14 | Top-15 SIP intraday backfill gaps are visible. | Run bounded Alpaca SIP market-data pulls for the listed top-15 symbols. |
| paper_intraday_training_guardrail | partial | 0 | 2 | 2 | Paper intraday coverage breadth is not sufficient for broad stop-loss model training. | Keep intraday stop-loss training review-gated and continue bounded top-candidate backfills. |
Execution Proxy Readiness
This section reads paper.alpaca_intraday_execution_proxy_readiness_operator_view to expose wide-spread, stale, or thin-context symbols before execution-sensitive training or paper-order sizing.
Readiness gates5
Passed gates1
Review gates1
Partial gates0
Blocked gates3
| Gate | Status | Observed | Required | Gap / Excess | Gate Read | Operator Action |
|---|---|---|---|---|---|---|
| top_15_execution_proxy_coverage | blocked | 0 | 15 | 15 | No current top-15 candidates have ready execution proxy evidence. | Review top-15 wide-spread, stale, or thin-context symbols before execution-sensitive model training. |
| top_50_execution_proxy_coverage | blocked | 0 | 50 | 50 | No current top-50 candidates have ready execution proxy evidence. | Refresh or review local intraday evidence for non-ready top-50 candidates. |
| top_50_wide_spread_review | review | 12 | 0 | 12 | Some top-50 candidates exceed the wide-spread execution-review threshold. | Segment wide-spread symbols before stop sizing, slippage assumptions, or paper execution. |
| top_50_thin_recent_context | passed | 0 | 0 | 0 | All top-50 candidates have monitor depth above the proxy thresholds. | Keep the read-only monitor scheduled after local market-data refreshes. |
| execution_proxy_training_guardrail | blocked | 2 | 5 | 3 | Execution proxy guardrails are not fully clean; keep execution-sensitive model work in review. | Resolve wide-spread/thin-context symbols and continue collecting actual paper fills before slippage-sensitive training. |
Intraday Stop-Loss Proxy Evidence
This section reads paper.stop_loss_intraday_proxy_readiness_operator_view and paper.stop_loss_intraday_proxy_evidence_operator_view. It estimates recent path drawdowns and fixed/volatility stop-trigger context from local 1-minute bars. It is not broker fill evidence and does not authorize training, paper orders, or live trading.
Readiness gates6
Passed gates4
Review gates0
Partial gates1
Blocked gates1
| Gate | Status | Observed | Required | Gap / Excess | Gate Read | Operator Action |
|---|---|---|---|---|---|---|
| current_symbol_intraday_proxy_coverage | partial | 41 | 50 | 9 | Every current stop-loss candidate should have local 1-minute bar proxy evidence before using intraday path context. | Backfill or refresh local bars for missing current stop-loss candidates before broad selector use. |
| intraday_proxy_session_depth | blocked | 4 | 50 | 46 | A 20-session recent intraday path gives the selector enough local bars to compare fixed and volatility stop behavior. | Refresh or backfill intraday bars for symbols with thin path evidence. |
| stop_trigger_context_observed | passed | 11 | 1 | 0 | At least some current candidates should show observed local path stress before deriving stop-trigger examples from bars. | Use observed trigger context for research-only selector feature design. |
| high_trigger_friction_review | passed | 0 | 0 | 0 | Symbols with frequent estimated stop triggers need friction review before stop-loss automation. | No high-trigger-friction symbol is visible in the current proxy evidence. |
| paper_fill_separation_guardrail | passed | 1 | 1 | 0 | Intraday bar proxy evidence is explicitly separated from reconciled paper-fill slippage evidence. | Do not use this proxy view as fill/slippage proof; keep paper-fill sample gates in force. |
| live_trading_guardrail | passed | 1 | 1 | 0 | This readiness view is read-only and cannot authorize live trading. | Keep live trading disabled; this is research evidence only. |
Proxy symbols41
Full-depth symbols4
Partial-depth symbols27
Avg sessions7.1707
Latest proxy date2026-07-17
Worst low return bps-946.3171
| Symbol | Rank | Feed | Sessions | Latest Date | Worst Low bps | Fixed 2% Triggers | Fixed 5% Triggers | Volatility Triggers | Proxy Status | Trigger Context | Operator Action |
|---|---|---|---|---|---|---|---|---|---|---|---|
| FCN | 1 | sip | 10 | 2026-07-15 | -385.4721 | 3 | 0 | 0 | intraday_stop_proxy_partial_depth | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| ROL | 2 | sip | 10 | 2026-07-15 | -946.3171 | 4 | 1 | 1 | intraday_stop_proxy_partial_depth | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| ICE | 3 | sip | 11 | 2026-07-17 | -259.2209 | 1 | 0 | 0 | intraday_stop_proxy_partial_depth | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| G | 4 | sip | 10 | 2026-07-15 | -356.7873 | 3 | 0 | 0 | intraday_stop_proxy_partial_depth | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| DPZ | 5 | sip | 7 | 2026-07-15 | -301.3079 | 2 | 0 | 0 | intraday_stop_proxy_partial_depth | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| YUMC | 7 | sip | 2 | 2026-07-10 | -214.0033 | 1 | 0 | 0 | intraday_stop_proxy_thin | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| ULTA | 8 | sip | 7 | 2026-07-15 | -258.8046 | 2 | 0 | 0 | intraday_stop_proxy_partial_depth | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| T | 9 | sip | 1 | 2026-07-10 | 0.0 | 0 | 0 | 0 | intraday_stop_proxy_thin | low_trigger_context_review | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| SPH | 11 | sip | 2 | 2026-07-10 | -67.1141 | 0 | 0 | 0 | intraday_stop_proxy_thin | low_trigger_context_review | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| ZUMZ | 12 | sip | 1 | 2026-07-07 | -151.9415 | 0 | 0 | 0 | intraday_stop_proxy_thin | low_trigger_context_review | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| CIGI | 13 | sip | 6 | 2026-07-15 | -337.6884 | 3 | 0 | 0 | intraday_stop_proxy_partial_depth | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| CECO | 14 | sip | 2 | 2026-07-10 | -434.9747 | 1 | 0 | 0 | intraday_stop_proxy_thin | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| EXLS | 15 | sip | 6 | 2026-07-09 | -424.3743 | 2 | 0 | 0 | intraday_stop_proxy_partial_depth | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| HAS | 16 | sip | 2 | 2026-07-10 | -230.4738 | 1 | 0 | 0 | intraday_stop_proxy_thin | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| LPLA | 18 | sip | 1 | 2026-07-10 | -137.4603 | 0 | 0 | 0 | intraday_stop_proxy_thin | low_trigger_context_review | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| JOUT | 19 | sip | 2 | 2026-07-10 | -147.2618 | 0 | 0 | 0 | intraday_stop_proxy_thin | low_trigger_context_review | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| JEF | 20 | sip | 1 | 2026-07-10 | -214.568 | 1 | 0 | 0 | intraday_stop_proxy_thin | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| EYE | 21 | sip | 10 | 2026-07-15 | -259.6741 | 3 | 0 | 0 | intraday_stop_proxy_partial_depth | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| CME | 22 | sip | 2 | 2026-07-10 | -195.1684 | 0 | 0 | 0 | intraday_stop_proxy_thin | low_trigger_context_review | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| NFG | 23 | sip | 9 | 2026-07-14 | -294.7448 | 1 | 0 | 0 | intraday_stop_proxy_partial_depth | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| EQT | 24 | sip | 20 | 2026-07-17 | -338.2558 | 3 | 0 | 0 | intraday_stop_proxy_depth_ready | observed_stop_trigger_context | Use this local bar path as research context for stop-loss selector design; paper-fill and live gates still apply. |
| PEGA | 25 | sip | 6 | 2026-07-09 | -506.2696 | 3 | 1 | 0 | intraday_stop_proxy_partial_depth | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| MSFT | 26 | sip | 20 | 2026-07-14 | -478.836 | 11 | 0 | 0 | intraday_stop_proxy_depth_ready | observed_stop_trigger_context | Use this local bar path as research context for stop-loss selector design; paper-fill and live gates still apply. |
| LCII | 27 | sip | 10 | 2026-07-15 | -591.6265 | 2 | 1 | 1 | intraday_stop_proxy_partial_depth | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
| DSGX | 28 | sip | 12 | 2026-07-17 | -318.0556 | 7 | 0 | 0 | intraday_stop_proxy_partial_depth | observed_stop_trigger_context | Use as review-only context until at least 20 recent intraday sessions are available for this symbol. |
Market Data Training Policy
This derived policy converts landed Alpaca bars, trades, quotes, monitor quality, candidate coverage, and execution-proxy gates into model-use guardrails. It is report-only evidence and does not authorize orders or live trading.
| Policy Area | Status | Observed | Required | Gap / Review | Ratio | Model Usage Policy | Operator Action |
|---|---|---|---|---|---|---|---|
| historical_bar_training_seed_gate | historical_bar_training_seed_ready | 132 | 60 | 0 | 2.2 | bar_features_research_allowed | Use local Alpaca bars as research features; keep daily FMP price history as the canonical close series. |
| quote_trade_microstructure_seed_gate | quote_trade_microstructure_seed_ready | 25159064 | 100000 | 0 | 251.5906 | microstructure_features_research_allowed | Use landed quote/trade rows for spread, liquidity, and execution-proxy research. |
| intraday_monitor_quality_gate | intraday_monitor_review_required | 0 | 50 | 50 | 0.0 | monitor_features_review_only | Review wide-spread, stale, or missing symbols before sizing execution-sensitive paper plans. |
| current_candidate_intraday_coverage_gate | current_candidate_intraday_coverage_review_required | 0 | 4 | 4 | 0.0 | candidate_intraday_features_review_only | Refresh or review current candidate intraday coverage before using it in selector training. |
| execution_proxy_quality_gate | execution_proxy_review_required | 1 | 5 | 4 | 0.2 | execution_proxy_not_fill_evidence | Keep wide-spread or stale-context symbols out of sizing and stop-loss-sensitive training. |
| intraday_stop_loss_proxy_gate | intraday_stop_loss_proxy_review_required | 4 | 6 | 2 | 0.6667 | bar_path_proxy_review_only | Keep intraday stop proxy evidence review-only until coverage, session-depth, and trigger-context gates are clean. |
| paper_stop_loss_training_context_gate | paper_stop_loss_market_context_blocked | 1 | 5 | 4 | 0.2 | market_context_only_until_gates_clear | Do not train or size stop-loss decisions from market context until monitor, candidate, and proxy gates clear. |
| live_market_stream_foundation_gate | live_market_stream_foundation_ready | 2 | 2 | 0 | 1.0 | read_only_stream_features_allowed_paper_only | Test event flow and a production stock-feed subscription are verified; keep the collector bounded and paper-only. |
| supervised_live_market_stream_gate | supervised_market_stream_controls_ready_soak_pending | 4 | 5 | 1 | 0.8 | supervised_stream_runtime_not_yet_model_authority | Supervisor controls, test flow, production subscription, and kill switch are verified; complete a market-hours soak before runtime-ready status. |
| live_trading_guardrail | safe_live_disabled | 1 | 1 | 0 | 1.0 | no_orders_from_market_data_foundation | Market-data foundation is read-only and live trading is disabled. |
| aggregate_market_data_training_policy | market_data_training_research_only_review_required | 4 | 10 | 6 | 0.4 | research_only_until_monitor_proxy_and_stop_context_clear | Keep this as research-only evidence until every market-data and stop-context gate clears. |
Latest Ingest Request Summary
| Data Type | Rows Upserted |
|---|---|
| bars | 16044 |
| quotes | 49888 |
| trades | 48734 |
| HTTP Status | Requests |
|---|---|
| 200 | 150 |