Notes

A news scan found the report of a penalty on July 25, 2026, at 10:00 local time, which was retrieved on September 12 at 08:07 UTC. The regulator imposed a fine of 3.521 billion RMB, which is 7.5% of TCOM's 2025 sales in China, amounting to 46.958 billion RMB, and also confiscated 1.658 billion RMB, making the subtotal 5.179 billion RMB. Additionally, the regulator required a refund of hotel reserves of 0.122 billion RMB, bringing the total to 5.301 billion RMB. The regulator ordered TCOM to stop exclusivity and lowest-across-platform price restrictions and to rectify its conduct, which the regulator said had been ongoing since 2020. The calculation of 7.5% of 46.958 billion RMB is 3.52185 billion RMB, but the official amount of 3.521 billion RMB will be used. The timing of payment, accounting provisioning, and actual cash paid have not been verified. This regulator's decision fills in the former amounts and remedies, and TCOM's acceptance on July 25 confirms receipt of the decision, but does not independently determine the business impact. https://www.samr.gov.cn/xw/zj/art/2026/art_46d2c74cbd7249f189622dd030e3c3a7.html

A news scan found the headline 'September 14-15 macro calendar verified'. Retrieved on September 12 at 08:04 UTC, the New York Federal Reserve calendar lists the September 15 Empire State Manufacturing Survey at 08:30 ET, which is 12:30 UTC. The calendar for September 14 is blank. The Bureau of Labor Statistics and Census have no listed releases for September 14-15, but this does not mean there are no other macro events. The Board will release CP13 at 13:00 ET and H15 at 16:15 ET on both days, and H10 on Monday at 16:15 ET. The Federal Open Market Committee will meet for two days on September 15-16, with a decision on September 16 at 14:00 ET and a press conference at 14:30 ET, which is outside the scope of the two-session period and will not be on Tuesday. Agency calendars are the primary source for their own releases, and the dates are tentative. https://www.newyorkfed.org/research/calendars/nationalecon_cal ; https://www.bls.gov/schedule/2026/09_sched.htm ; https://www.census.gov/economic-indicators/calendar-listview.html ; https://www.federalreserve.gov/newsevents/2026-september.htm

A news scan found the announcement that TCOM's July 25 penalty announcement has been recovered. On September 12, at 08:07 UTC, it was retrieved. The issuer announced on July 25 that it received and accepted an administrative penalty from the State Administration for Market Regulation, or SAMR, and planned to make changes. The original announcement did not include the amount of the fine or detailed remedies. A call was scheduled for July 27 at 08:00 ET. This announcement replaces the previous statement that the full issuer release was unrecovered, but it does not provide the full terms of the regulator. The issuer is an interested party, not an independent regulator. No probability or cash adjustment is implied. https://investors.trip.com/news-releases/news-release-details/tripcom-group-sincerely-accepts-administrative-penalty-decision

The current allocation of the HITI fund is as follows: the account has $850.99 and the fund has $102.12 in cash, with no owned trades, positions, or orders. The normal premium is 3%, which is $25.52, the conviction premium is 5%, which is $42.55, and the absolute premium is 6%, which is $51.06. The fund has three call premiums totaling $63, plus an assumed cost of $15, which equals a worst loss of $78, representing 76.38% of the fund and 9.17% of the account. The fund also has three put premiums totaling $48, plus $15, which equals $63, representing 61.69% of the fund. The full premium has a net profit target of $0.84 for a call and $0.64 for a put before costs, and $0.89 for a call and $0.69 for a put including a 0.05 round trip reserve. The intrinsic value mapped to reach either target is 0 to 10. A costed put review ceiling is set at 0.0590 at a fixed price of $2.53. There are no live option target stop odds, as the premium is considered risk, not an unvalidated stock average true range stop. 2026-09-12 run account context ; NumPy/vectorbt on https://runway.adityaperswal.workers.dev/data/stock-bars

The automated trading fund manager has completed the collector receipt and price-vintage audit for NOK at 06UTC. The audit found the following five collector outputs: 23504 at 16:06.8564, 23004 at 16:19.2953, 21004 at 46:11.8577, 19904 at 46:11.9168, and 19206 at 01:26.439. No job repair was needed. The audit also reviewed the following prices: NOK Sep 11 call option at 1.02 and put option at 1.12, CAG Sep 13 call option at 0.45 and put option at 0.27, and CAG Sep 15.5 call option at 0.20 and put option at 0.60, as well as LWC 57.5 call option at 0.38 and put option at 0.55. The audit checked former frozen hits for NOK, CAG, and LWC, and found no new backtests. The catalog and underlying assets were all regular session closed, with no orders placed. The current fund value is 102.12, which supersedes the previous values of 144.67 and 178.71. convex notes2551/2554/2565/2566/2579 ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline that as of September 12, 2026, at 06:02, there was no decision about Pixclara in the inspected primary sources. This is despite the original quotes from April 10, which mentioned a goal date of September 11, 2026. No decision was found, which does not necessarily mean it is pending or delayed. A prior query of the venue found 0 contracts, and study SN0 was not updated. There was no priced candidate and no order, and another fund monitor was untouched. https://telixpharma.com/news-views/ ; https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/

A news scan found the headline about HITI's Q2 operating growth versus cash conversion being reverified. As of June 15, for the quarter ending April 30, the company reported revenue of 179.3 million CAD, EBITDA of 13.9 million CAD, and free cash flow, or FCF, of 1.5 million CAD, which is a measure of a company's profitability, compared to 4.9 million CAD previously and 2.9 million CAD sequentially. The company's cash, including restricted cash, was 36.5 million CAD, down from 46.4 million CAD sequentially. The computed free cash flow to EBITDA ratio was 10.791367%, and the year-over-year free cash flow was -69.387755%. The cash decreased by 21.336207% quarter-over-quarter. The company's revenue from Remexian was 31.6 million CAD, with 7.6 tonnes sold, yielding a revenue proxy of 4.157895 CAD per gram, which is not the same as the retail unit price. A 27% gross margin implies a gross profit of 8.532 million CAD and a gross profit proxy of 1.122632 CAD per gram. The distribution inventory timing and product mix are not observed and do not affect cash per gram. Management attributes the weak free cash flow to working capital, specifically independent paid invoices that have not been recovered. The company notes that these metrics are for the given period and not forecasts, and expresses interest in its origin. https://hightideinc.com/high-tide-reports-second-quarter-2026-financial-results-featuring-record-revenue-of-179-3mm-and-adjusted-ebitda-of-13-9mm/

A news scan found the headline about High Tide Inc. On August 18, 2025, the issuer of HITI quotes said that the financial results for the third fiscal quarter would be released on September 15, 2025, after the markets close. The actual results for September 15 were reported separately on the company's website at https://hightideinc.com/high-tide-reports-financial-results-for-third-fiscal-quarter-featuring-record-revenue-and-adjusted-ebitda-along-with-positive-free-cash-flow-and-net-income/. Prior to this, the quarter was missing from the report, with no explicit justification given for its omission, which has now been recovered. The frozen forecast for N9 will be preserved, but the new population of N10 final releases has a growth rate of 0.815217% starting from September 16. The preliminary report on August 18 was preceded by 28 days, and the preliminary report on August 4, 2026, precedes September 14 by 41 days. For 2026, the minimum growth rates are 30% for revenue, 27% for gross profit, and 43% for EBITDA, with sales in Germany exceeding 10 tonnes, representing a 33% increase from the previous quarter and a 60% increase from the same quarter last year, which was already public information. There were two releases from the issuer that were not independently corroborated, and there was no initial news reaction inferred from the date-only preliminary hour. https://hightideinc.com/high-tide-announces-preliminary-q3-2025-guidance/ ; https://hightideinc.com/high-tide-announces-preliminary-q3-2026-guidance/

The issuer earnings for Aug25issuer were retrieved on September 12. The quote says that the earnings will be released after financial markets close on Monday, September 14, 2026. A call is scheduled for September 15 at 11:30 ET. The October 16 expiry is 32 calendar days later. The prior session exit on September 11 during regular trading hours has already passed. This analysis does not allow for holding through Monday. https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/

A data scan found the following information: Retrieved on September 12, the next update is null, and there are no reference closes or tasks. The catalog includes the following contracts: a contract with the symbol HITI261016C00002500, price 0.21, dated September 11, 2026, with open interest of 4917 as of September 10, 2026, a multiplier of 100, and size of 100; a contract with the symbol HITI261016C00005000, price 0.05, dated September 10, 2026, with open interest of 1619 as of September 10, 2026, a multiplier of 100, and size of 100; a contract with the symbol HITI261016C00007500, price 0.03, dated September 8, 2026, with open interest of 345 as of September 10, 2026, a multiplier of 100, and size of 100; a contract with the symbol HITI261016P00002500, price 0.16, dated September 10, 2026, with open interest of 4070 as of September 10, 2026, a multiplier of 100, and size of 100; a contract with the symbol HITI261016P00005000 with no price, date, or open interest; and a contract with the symbol HITI261016P00007500 with no price, date, or open interest. option_contracts

A command was run to test the momentum strategy on the stock HITI. The test used 20 days of past data to make decisions and looked at 1000 days of trading. The results showed that the stock had 685 trading days, or bars, and the strategy made a return of 26.21 percent. In the same time, buying and holding the stock would have made 55.25 percent. The strategy had a maximum loss of 44.74 percent at one point. It made successful trades 29.63 percent of the time, with an average gain of 1.08 percent per trade. There were 27 trades in total. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: 926 daily SIP all bars, with entry at the lag open and exit at the previous close before AMC earnings. The training period was 2024-25 and the holdout period was 2026, which was already examined previously, so this is a retrospective replication and not a fresh out-of-sample test. The fees were 10 basis points per side and the slippage was 10 basis points at the baseline and 30 basis points under stress, with an initial investment of 1000. The returns, drawdown, and win rates are given in percent. The results were as follows: for a lag of 2, the return was 2.1345 percent, the drawdown was 1.3973 percent, and the win rate was 66.6667 percent, with 3 trades, and a slippage of 10 basis points. For a lag of 2 and a slippage of 30 basis points, the return was 0.9162 percent, the drawdown was 1.5939 percent, and the win rate was 33.3333 percent, with 3 trades. For a lag of 3 and a slippage of 10 basis points, the return was -4.7624 percent, the drawdown was 5.3978 percent, and the win rate was 33.3333 percent, with 3 trades. For a lag of 3 and a slippage of 30 basis points, the return was -5.8984 percent, the drawdown was 6.3388 percent, and the win rate was 33.3333 percent, with 3 trades. For a lag of 5 and a slippage of 10 basis points, the return was -2.6317 percent, the drawdown was 5.3640 percent, and the win rate was 66.6667 percent, with 3 trades. For a lag of 5 and a slippage of 30 basis points, the return was -3.7931 percent, the drawdown was 5.7380 percent, and the win rate was 33.3333 percent, with 3 trades. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line: 926 daily SIP all bars, with entry at the open and exit at the close before AMC earnings. This training data is from 2024 to 2025, and the held-out data from 2026 was already examined previously, so this retrospective replication is not a fresh out-of-sample test. The fees are 10 basis points per side, with slippage at 10 and a baseline of 30 for stress testing, starting with 1000. The returns, drawdown, and wins are in percent. The results are as follows: for a lag of 2, in the train phase, with 10 basis points of slippage, the return was 3.8429 percent, the drawdown was 7.8305 percent, the win rate was 42.8571 percent, and there were 7 events. For a lag of 2, in the train phase, with 30 basis points of slippage, the return was 0.9756 percent, the drawdown was 8.7472 percent, the win rate was 42.8571 percent, and there were 7 events. For a lag of 3, in the train phase, with 10 basis points of slippage, the return was 4.4386 percent, the drawdown was 7.0722 percent, the win rate was 57.1429 percent, and there were 7 events. For a lag of 3, in the train phase, with 30 basis points of slippage, the return was 1.5549 percent, the drawdown was 8.0962 percent, the win rate was 57.1429 percent, and there were 7 events. For a lag of 5, in the train phase, with 10 basis points of slippage, the return was 3.8673 percent, the drawdown was 11.9156 percent, the win rate was 42.8571 percent, and there were 7 events. For a lag of 5, in the train phase, with 30 basis points of slippage, the return was 0.9993 percent, the drawdown was 13.1399 percent, the win rate was 42.8571 percent, and there were 7 events. https://runway.adityaperswal.workers.dev/data/stock-bars

A stress test was run using NumPy with a seed of 91206, 100,000 paths, and 10 events with resampling. The test compared independent and identically distributed events to perfectly dependent shared-event draws. Three hypothetical sequential contract tickets with fixed premiums were used, starting with a fund of 102.12. No live orders or fees were considered. The test looked at the intrinsic value of the options after a hypothetical event, without trying to predict actual option exit prices or timing. The Half Kelly strategy was used with an optimization grid from 0 to 0.5, then halved. The results were as follows: for independent events, the median terminal value was 63.52, the 5th percentile was 40.18, the 95th percentile was 102.02, the probability of profit was 0.04567, and the probability of losing half the book was 0.22568; for common events, the median terminal value was 59.77, the 5th percentile was 39.12, the 95th percentile was 142.56, the probability of profit was 0.10043, and the probability of losing half the book was 0.49927. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on September 12, the cost of mapping was calculated with an S value of 2.53 and a K value of 2.5, based on a call catalog from September 11 with a value of 21 and a put catalog from September 10 with a value of 16, which was considered stale compared to the September 11 spot value. The calculation assumed a round-trip cost of $0.05 per share, which is equivalent to $5 per contract, and did not account for the measured spread. The intrinsic proxy excluded the residual value for 32 days and did not include option profit or loss. The data included details about a put option, including its price, premium, and cost, with the following specifics: the put option had a price of $0.16, a premium of $16, a costed hurdle percentage of 9.486166007905132, and 1 hit. The coverage percentage was 10, and the Wilson 95 percentage was between 1.7876213095073616 and 40.41500267952289. The mean intrinsic premium was 0.571515402496617, the mean intrinsic all-in value was 0.43544030666408917, and the maximum intrinsic premium was 2.1550925925925943. The zero intrinsic percentage was 30, and the half Kelly value was 0. The data also included information about phases, with a train phase having 7 events and 1 hit, and a holdout phase having 3 events and 0 hits. Additionally, the bootstrap fraction greater than or equal to 40 was 0.01298, the target 3R option before exit cost was 0.64, and the target hits intrinsic value was based on the provided data. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars

A stress test was run using NumPy with a seed of 91206, simulating 100,000 paths with 10 independent and identically distributed events, and also with perfectly dependent shared-event draws. The test involved three hypothetical sequential contract tickets with a fixed premium and an initial fund of 102.12. No live orders were used and no fee or slippage empirical data was considered. The test simulated a post-event intrinsic liquidation scenario, which is not a forecast of actual option exit, and did not model timing, implied volatility, or residual value. The Half Kelly method was used with a full optimization grid from 0 to 0.5, then halved. The results were as follows: for independent and identically distributed events, the median terminal value was 30.54, the 5th percentile terminal value was 24.12, the 95th percentile terminal value was 63.90, the probability of profit was 0.00112, and the probability of loss of half the book was 0.72988. For common events, the median terminal value was 24.12, the 5th percentile terminal value was 24.12, the 95th percentile terminal value was 124.20, the probability of profit was 0.1006, and the probability of loss of half the book was 0.8994. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on September 12, the cost of mapping was $2.53 for S and $2.5 for K, with a call catalog on September 11 at $21 and a put catalog on September 10 at $16, which is stale compared to the September 11 spot price. The assumed round trip cost is $0.05 per share, which is $5 per contract, and does not include the measured spread. The intrinsic proxy, which is a way to estimate the value of an option, excludes the 32 days residual value and does not include option profit and loss. The data shows that the call has a premium of $0.21, a costed hurdle percentage of 9.09%, and a coverage percentage of 10%. The Wilson 95 percentage, a statistical measure, is between 1.79 and 40.42. The mean intrinsic premium is $0.21 and the mean intrinsic all-in is $0.17. The maximum intrinsic premium is $1.59 and the zero intrinsic percentage is 70%. The half Kelly, a betting strategy, is 0. The data is divided into phases, with a train phase of 7 events and 0 hits, and a holdout phase of 3 events and 1 hit. The bootstrap fraction greater than or equal to 40 is 0.01227. The target 3R option before exit cost is $0.84 and the target hits intrinsic is not specified in the given data. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data: Spearman is a statistical measure, and two-sided nominal p-values are used to test hypotheses. The results of exploratory four tests show no selection or out-of-sample validation of filters. There are small trend groups, with 5 out of 5 groups showing a specific trend. Pre-announcement matched N1 is not a probability. The data includes the following indicators: above_sma50, which has a Spearman value of 0.17407765595569782 and a p-value of 0.6305360755569764, rsi14, which has a Spearman value of 0.11515151515151514 and a p-value of 0.7514196523258485, atr_pct, which has a Spearman value of -0.4424242424242424 and a p-value of 0.20042268671194213, and mom20, which has a Spearman value of 0.3696969696969697 and a p-value of 0.29305007529282234. The data also includes the following statistics: above50, which has 5 observations, a mean percentage of -2.4950137657686877, a median absolute percentage of 2.2831050228310446, 0 call hits, and 0 put hits, below50, which has 5 observations, a mean percentage of -3.5604048492937412, a median absolute percentage of 8.230452674897126, 1 call hit, and 1 put hit, and preliminary2025, which has 1 observation, a mean percentage of 0.8152173913043459, a median absolute percentage of 0.8152173913043459, 0 call hits, and 0 put hits. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'HITI Sep11 completed daily indicator baseline'. Measured on September 12, using 926 SIP all daily bars since January 2023, the following indicators were calculated: Simple Moving Average, or SMA, with 20 and 50 day periods, Average True Range, or ATR, with a 20 day period, and Relative Strength Index, or RSI, with a 14 day period. The results were as follows: SMA with a 20 day period was 2.501, SMA with a 50 day period was 2.3244, momentum over 20 days was 9.051724137931028, RSI was 56.263135424542334, and historical volatility, or rv, over 20 days was 36.111155699136525, with an atr20 of 0.08098999999999994 and a c value of 2.53. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'HITI 15-minute underlying hurdle audit 2026-06-16'. On September 12, a retrieval was done from 9:30 to 16:00 New York time. The underlying thresholds were mapped from the current values of S2.53, K2.5, and C0.21, plus P0.16, with an assumed cost of 0.05. This did not include option fills or stop and target forecasts. On June 16, 2026, the status was 200, with 26 data points and no missing values. The call level was 2.454545454545454 and the put level was 2.0365612648221347. There were 26 call sample hits at the following times: 2026-06-16T13:30:00Z, 2026-06-16T13:45:00Z, 2026-06-16T14:00:00Z, 2026-06-16T14:15:00Z, 2026-06-16T14:30:00Z, 2026-06-16T14:45:00Z, 2026-06-16T15:00:00Z, 2026-06-16T15:15:00Z, 2026-06-16T15:30:00Z, 2026-06-16T15:45:00Z, 2026-06-16T16:00:00Z, 2026-06-16T16:15:00Z, 2026-06-16T16:30:00Z, 2026-06-16T16:45:00Z, 2026-06-16T17:00:00Z, 2026-06-16T17:15:00Z, 2026-06-16T17:30:00Z, 2026-06-16T17:45:00Z, 2026-06-16T18:00:00Z, 2026-06-16T18:15:00Z, 2026-06-16T18:30:00Z, 2026-06-16T18:45:00Z, 2026-06-16T19:00:00Z, 2026-06-16T19:15:00Z, 2026-06-16T19:30:00Z, and 2026-06-16T19:45:00Z. There were no put sample hits. The call any high was true and the put any low was false. The minute open was 2.59 and the minute close was 2.51. The daily open was 2.59 and the daily close was 2.52. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=HITI&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'HITI 15-minute underlying hurdle audit 2026-03-18'. This is a data line: on September 12, a retrieval was done from 9:30 to 16:00 New York time, which is called Regular Trading Hours or RTH. The underlying thresholds were mapped from the current levels of S2.53, K2.5, C0.21, and P0.16, with an added assumed cost of 0.05. This does not include option fills or stop and target forecasts. The data from March 18, 2026, shows a status of 200, with 26 data points and no missing values. The call level was 2.7163636363636363 and the put level was 2.2537944664031624. There were no call sample hits or put sample hits, and no call any high or put any low. The minute open was 2.7, the minute close was 2.46, the daily open was 2.7, and the daily close was 2.45. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=HITI&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'HITI 15-minute underlying hurdle audit 2026-01-30'. This is a data line: on September 12, a retrieval was done from 9:30 to 16:00 New York time. The underlying thresholds were mapped from current values of S2.53, K2.5, C0.21, and P0.16, with an assumed cost of 0.05. This does not include option fills or stop and target forecasts. On January 30, 2026, the status was 200, with 26 data points and no missing values. The call level was 2.650909090909091 and the put level was 2.1994861660079055. The minute open was 2.39 and the minute close was 2.23. The daily open was 2.39 and the daily close was 2.23. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=HITI&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'HITI 15-minute underlying hurdle audit 2025-09-16'. On September 12, data was retrieved from 9:30 to 16:00 New York time. The underlying thresholds were mapped from the current prices: S2.53, K2.5, C0.21, and P0.16, with an assumed cost of 0.05. This did not include option fills or stop and target forecasts. On September 16, 2025, the status was 200, with 26 data points and no missing values. The call level was 4.0145 and the put level was 3.3309. There were no call sample hits or put sample hits, and no call any high or put any low. The minute open was 3.78, the minute close was 3.715, the daily open was 3.78, and the daily close was 3.71. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=HITI&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'HITI 15-minute underlying hurdle audit 2025-06-17'. This is a data line: Sep 12 retrieval, from 9:30 to 16:00 New York time. Underlying thresholds were mapped from current values of S2.53, K2.5, C0.21, and P0.16, with an assumed cost of 0.05. This does not include option fills or stop and target forecasts. A system report from 2025-06-17 shows the following data: the status was 200, there were 26 items, no items were missing, and there is no next item. The call level was 2.4218 and the put level was 2.0094. There were no call sample hits and no put sample hits. The call did not reach a high and the put did not reach a low. The minute open was 2.19 and the minute close was 2.255. The daily open was 2.19 and the daily close was 2.25. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=HITI&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'HITI 15-minute underlying hurdle audit 2025-03-18'. This is a data line: on September 12, a retrieval was done from 9:30 to 16:00 New York time, which is called Regular Trading Hours or RTH. The underlying thresholds were mapped from the current prices of S2.53, K2.5, and C0.21, and P0.16, with an added assumed cost of 0.05. This does not include option fills or stop and target forecasts. On March 18, 2025, the status was 200, with 26 data points and no missing information, and the next step is false. The call level was 2.650909090909091 and the put level was 2.1994861660079055. There were no call sample hits, but there were put sample hits at 13:45, 14:00, 14:15, 14:30, 14:45, 15:00, 15:15, 15:30, 15:45, 16:00, 16:15, 16:30, 16:45, 17:00, 17:15, 17:30, 17:45, 18:00, 18:15, 18:30, 18:45, 19:00, 19:15, 19:30, and 19:45. The call any high was false and the put any low was true. The minute open was 2.2, the minute close was 2.075, the daily open was 2.2, and the daily close was 2.07. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=HITI&timeframe=15Min&feed=sip&adjustment=all