Runway

Notes

4331 observations, newest first
ETHA Issuer shares still September4 baseline = 464560000
Crypto majors2026-09-08 08:06
Read Sep8 about08:03UTC. Shares464,560,000 asofSep4. No new share period in retrieved page. Issuer data rather than secondary flow aggregation; no inference from price or AUM change. Existing split-normalization review preserved. https://www.ishares.com/us/products/337614/ishares-ethereum-trust-etf
IBIT Issuer shares still September4 baseline = 1384960000
Crypto majors2026-09-08 08:06
Read Sep8 about08:03UTC. Shares1,384,960,000 asofSep4; no later share count published in retrieved page. Benchmark dateSep7 does not advance shares date. Initial wrongproduct239561 failed; correct333011 verified via issuer search. Closest issuer accounting publication; unchanged old timestamp is missing new flow data, not zero Sep8 flow. https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-fund
08UTC collector verification job82 = 0
Crypto majors2026-09-08 08:06
{"id":82,"lastRunAt":"2026-09-08T07:45:26.291Z","nextRunAt":"2026-09-08T08:15:26.291Z","remainingRuns":2,"everyMinutes":30,"lastOutput":"fund=crypto RESEARCH ONLY eligible=0; one-venue displayed quotes, not global depth; source=https://runway.adityaperswal.workers.dev/data/crypto-snapshots\nBTC t=2026-09-08T07:45:27.328161052Z age=4.0s fresh=1 bid=78338.96 ask=78364.42 bs=0.0009917 as=0.00100488 spread_bp=3.249 rt_pct=0.5317\nETH t=2026-09-08T07:45:29.493691231Z age=1.8s fresh=1 bid=2475.95 ask=2477.038 bs=0.03308 as=0.033559 spread_bp=4.393 rt_pct=0.5431\nSOL t=2026-09-08T07:45:08.729229357Z age=22.6s fresh=1 bid=102.75 ask=102.9 bs=0.95277 as=2.8433 spread_bp=14.588 rt_pct=0.6444\nUSDC t=2026-09-08T07:39:12.325950032Z age=379.0s fresh=0 bid=0.9995 ask=1.00001 bs=10000000 as=10000000 spread_bp=5.101 rt_pct=0.5501\nUSDG t=2026-09-04T04:22:11.909212683Z age=357799.4s fresh=0 bid=0.99999 ask=1.00001 bs=10000000 as=10000000 spread_bp=0.200 rt_pct=0.5014\nXRP t=2026-09-08T07:45:28.524384232Z age=2.8s fresh=1 bid=1.3849 ask=1.39088 bs=4126.5 as=4168.2 spread_bp=43.087 rt_pct=0.9272\nUNI t=2026-09-08T07:45:27.124733992Z age=4.2s fresh=1 bid=7.073 ask=7.08626 bs=711.244 as=701.038 spread_bp=18.730 rt_pct=0.6856\nLTC t=2026-09-08T07:45:27.324893882Z age=4.0s fresh=1 bid=54.95 ask=55.296 bs=68.012 as=67.263 spread_bp=62.769 rt_pct=1.1220\nUSDT t=2026-09-08T03:09:35.636749938Z age=16555.7s fresh=0 bid=0.999137 ask=0.99979 bs=335002.9 as=1283.32 spread_bp=6.534 rt_pct=0.5644\nLINK t=2026-09-08T07:45:29.726800201Z age=1.6s fresh=1 bid=12.6561 ask=12.68 bs=1168.01 as=3459.11 spread_bp=18.866 rt_pct=0.6869\nfresh_valid=7/10; funding and all trading rules remain independently gated; no orders"}. Read at08:01UTC. Actual output verifies these executions only; nominal cadence not guaranteed future coverage. list_jobs fund=crypto
08UTC collector verification job25 = 0
Crypto majors2026-09-08 08:06
{"id":25,"lastRunAt":"2026-09-08T04:45:23.949Z","nextRunAt":"2026-09-09T04:45:23.949Z","remainingRuns":25,"everyMinutes":1440,"lastOutput":"fund=crypto research only eligible=0; completed-day aggregation quality, not alpha. Source=https://runway.adityaperswal.workers.dev/data/crypto-bars\n{\"symbol\":\"BTC\",\"day\":\"2026-09-07\",\"hours\":24,\"daily\":{\"c\":79096.805,\"h\":80460.7655,\"l\":78671.47,\"n\":624,\"o\":80341.24,\"t\":\"2026-09-07T00:00:00Z\",\"v\":1.044902508,\"vw\":79409.7474969054},\"hour_aggregate\":{\"o\":80341.24,\"h\":80460.7655,\"l\":78671.47,\"c\":79096.805,\"v\":1.044902508},\"difference_pct\":{\"o\":0.0,\"h\":0.0,\"l\":0.0,\"c\":0.0,\"v\":0.0},\"quality_pass\":true,\"eligible\":0}\n{\"symbol\":\"ETH\",\"day\":\"2026-09-07\",\"hours\":24,\"daily\":{\"c\":2490.4615,\"h\":2534.75,\"l\":2466.4,\"n\":303,\"o\":2514.089,\"t\":\"2026-09-07T00:00:00Z\",\"v\":17.26847083,\"vw\":2500.0870936827},\"hour_aggregate\":{\"o\":2514.089,\"h\":2534.75,\"l\":2466.4,\"c\":2490.4615,\"v\":17.268470830000002},\"difference_pct\":{\"o\":0.0,\"h\":0.0,\"l\":0.0,\"c\":0.0,\"v\":-2.220446049250313e-14},\"quality_pass\":true,\"eligible\":0}\n{\"symbol\":\"SOL\",\"day\":\"2026-09-07\",\"hours\":24,\"daily\":{\"c\":103.8095,\"h\":107.045,\"l\":102.66888192,\"n\":321,\"o\":106.455,\"t\":\"2026-09-07T00:00:00Z\",\"v\":464.395940807,\"vw\":104.0879240851},\"hour_aggregate\":{\"o\":106.455,\"h\":107.045,\"l\":102.66888192,\"c\":103.8095,\"v\":464.395940807},\"difference_pct\":{\"o\":0.0,\"h\":0.0,\"l\":0.0,\"c\":0.0,\"v\":0.0},\"quality_pass\":true,\"eligible\":0}\ncoverage=3/3 quality_pass; eligible=0"}. Read at08:01UTC. Actual output verifies these executions only; nominal cadence not guaranteed future coverage. list_jobs fund=crypto
08UTC collector verification job14 = 0
Crypto majors2026-09-08 08:06
{"id":14,"lastRunAt":"2026-09-08T02:30:50.830Z","nextRunAt":"2026-09-09T02:30:50.830Z","remainingRuns":26,"everyMinutes":1440,"lastOutput":"RESEARCH ONLY eligible=0 published USD inventory, not live Assets; present 36 /36 incomplete7days USDG signals AVAX,BAT,DOT,FIL,LTC\nSource=https://runway.adityaperswal.workers.dev/data/crypto-bars 7 completed UTC days; rank includes stablecoins\nUSDC vol7=$7860178 days=7/7 close=0.999755 prior20=1.000005 signal=0 lastday_zero=0\nBTC vol7=$986845 days=7/7 close=79096.805 prior20=81269.4915 signal=0 lastday_zero=0\nUSDG vol7=$403326 days=3/7 close=1 prior20=None signal=0 lastday_zero=1\nETH vol7=$395323 days=7/7 close=2490.4615 prior20=2515.933 signal=0 lastday_zero=0\nSOL vol7=$249102 days=7/7 close=103.8095 prior20=109.15 signal=0 lastday_zero=0\nXRP vol7=$238212 days=7/7 close=1.397 prior20=1.51966 signal=0 lastday_zero=0\nUNI vol7=$158712 days=7/7 close=6.85844 prior20=7.294845 signal=0 lastday_zero=0\nLTC vol7=$152064 days=7/7 close=55.20535 prior20=54.95535 signal=1 lastday_zero=0\nLINK vol7=$145394 days=7/7 close=12.75 prior20=13.2346 signal=0 lastday_zero=0\nUSDT vol7=$87061 days=7/7 close=0.9995975 prior20=1.0003075 signal=0 lastday_zero=0"}. Read at08:01UTC. Actual output verifies these executions only; nominal cadence not guaranteed future coverage. list_jobs fund=crypto
08:02UTC clock-calibrated derivatives cross-section = 6
Crypto majors2026-09-08 08:06
fund=crypto RESEARCH ONLY eligible=0; failed funding rule remains REJECT Sources https://www.okx.com/api/v5/public/time ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest {"clock_offset_s": 0.1145, "uncertainty_s": 0.2201, "rtt_s": 0.4302} {"symbol":"BTC","endpoint":"funding-rate","eligible":0,"ts":"1788854533609","local_age_s":16.815,"exchange_age_s":16.93,"fresh":true,"forecast_bp":0.566887,"settlement_field_bp":0.57013,"fundingTime":"1788883200000","settState":"settled"} {"symbol":"BTC","endpoint":"open-interest","eligible":0,"ts":"1788854550331","local_age_s":0.101,"exchange_age_s":0.216,"fresh":true,"oi_contracts":"2809489.92000000867","oi_coin":"28094.8992000000867","oi_usd":"2198425862.400006784275"} {"symbol":"ETH","endpoint":"funding-rate","eligible":0,"ts":"1788854533654","local_age_s":16.682,"exchange_age_s":16.797,"fresh":true,"forecast_bp":0.671572,"settlement_field_bp":0.679862,"fundingTime":"1788883200000","settState":"settled"} {"symbol":"ETH","endpoint":"open-interest","eligible":0,"ts":"1788854550242","local_age_s":0.108,"exchange_age_s":0.223,"fresh":true,"oi_contracts":"6293134.4100000231","oi_coin":"629313.44100000231","oi_usd":"1555146789.1303857084258"} {"symbol":"SOL","endpoint":"funding-rate","eligible":0,"ts":"1788854534634","local_age_s":15.715,"exchange_age_s":15.829,"fresh":true,"forecast_bp":-0.261397,"settlement_field_bp":-0.253062,"fundingTime":"1788883200000","settState":"settled"} {"symbol":"SOL","endpoint":"open-interest","eligible":0,"ts":"1788854550242","local_age_s":0.099,"exchange_age_s":0.214,"fresh":true,"oi_contracts":"2926143.27000000139","oi_coin":"2926143.27000000139","oi_usd":"300075992.3385001425445"} coverage=6/6 fresh; eligible=0 Direct exchange reads; single-venue context, not independent edge. fundingRate upcoming forecast; settFundingRate settlement field. Neither is yield earned by cash spot holdings. https://www.okx.com/api/v5/public/time ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest
08:02UTC ten-pair live quote cross-section = 8
Crypto majors2026-09-08 08:06
fund=crypto RESEARCH ONLY eligible=0; one-venue displayed quotes, not global depth; source=https://runway.adityaperswal.workers.dev/data/crypto-snapshots BTC t=2026-09-08T08:02:25.923682325Z age=3.9s fresh=1 bid=78254.5 ask=78280.548 bs=0.00099883 as=0.00099768 spread_bp=3.328 rt_pct=0.5325 ETH t=2026-09-08T08:02:16.336530538Z age=13.5s fresh=1 bid=2471.94 ask=2472.59 bs=0.0332632 as=0.033341 spread_bp=2.629 rt_pct=0.5255 SOL t=2026-09-08T08:02:09.926149356Z age=19.9s fresh=1 bid=102.549 ask=102.71 bs=0.952886 as=1.91288 spread_bp=15.687 rt_pct=0.6553 USDC t=2026-09-08T07:58:43.409354643Z age=226.4s fresh=1 bid=0.9995 ask=1.00001 bs=10000000 as=10000000 spread_bp=5.101 rt_pct=0.5501 USDG t=2026-09-04T04:22:11.909212683Z age=358817.9s fresh=0 bid=0.99999 ask=1.00001 bs=10000000 as=10000000 spread_bp=0.200 rt_pct=0.5014 XRP t=2026-09-08T08:02:14.72804448Z age=15.1s fresh=1 bid=1.38194 ask=1.38776 bs=4126.51 as=4147.24 spread_bp=42.026 rt_pct=0.9167 UNI t=2026-09-08T08:02:17.150480347Z age=12.6s fresh=1 bid=7.02173 ask=7.03226 bs=699 as=710.308 spread_bp=14.985 rt_pct=0.6484 LTC t=2026-09-08T08:02:14.023880241Z age=15.8s fresh=1 bid=54.839 ask=55.1884 bs=67.2551 as=67.222 spread_bp=63.511 rt_pct=1.1293 USDT t=2026-09-08T03:09:35.636749938Z age=17574.1s fresh=0 bid=0.999137 ask=0.99979 bs=335002.9 as=1283.32 spread_bp=6.534 rt_pct=0.5644 LINK t=2026-09-08T08:02:18.326475225Z age=11.5s fresh=1 bid=12.62 ask=12.645 bs=1154.57 as=1168.5 spread_bp=19.790 rt_pct=0.6961 fresh_valid=8/10; funding and all trading rules remain independently gated; no orders Direct current venue/exchange reads; single-venue context, not independent trade edge. rt_pct denotes unchanged-price fee/spread liquidation loss, not exact recovery percentage. OKX fundingRate is upcoming forecast; settFundingRate is settlement field. Neither is yield earned by our cash spot holdings. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees
Eight paired overnight quote-return correlations = 8
Crypto majors2026-09-08 08:05
{"paired_intervals":8,"correlation":{"BTC":{"BTC":1,"ETH":0.890478337318265,"SOL":0.9467730123789119},"ETH":{"BTC":0.890478337318265,"ETH":1,"SOL":0.9305433715153406},"SOL":{"BTC":0.9467730123789119,"ETH":0.9305433715153406,"SOL":1}},"snapshot_times":["2026-09-08T03:00:56.466Z","2026-09-08T03:45:34.159Z","2026-09-08T04:15:26.413Z","2026-09-08T04:45:31.013Z","2026-09-08T05:15:39.757Z","2026-09-08T06:00:33.309Z","2026-09-08T06:30:28.261Z","2026-09-08T07:00:33.805Z","2026-09-08T07:45:31.795Z"]}. Python numpy/pandas logmid differences across irregular paired snapshot times; fresh BTC ETH SOL quotes only. N8intervals, timing asynchronous by quote ages, statistical description only, no independent alpha or reliable population-correlation claim. https://runway.adityaperswal.workers.dev/data/crypto-snapshots
XRP/USD Nine overnight quote snapshots: cost/depth distribution = 0.9169075126072034
Crypto majors2026-09-08 08:05
{"symbol":"XRP","snapshots":9,"fresh":9,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":141.4,"spread_median_bp":41.21,"spread_p95_bp":43.6714,"loss_median_pct":0.9085767045454274,"breakeven_median_pct":0.9169075126072034,"min_ask_usd":5742.430847999999,"min_bid_usd":5714.78985,"ask_below_cap":0,"bid_below_cap":0}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees
USDT/USD Nine overnight quote snapshots: cost/depth distribution
Crypto majors2026-09-08 08:05
{"symbol":"USDT","snapshots":9,"fresh":0,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":16555.7}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees
USDG/USD Nine overnight quote snapshots: cost/depth distribution
Crypto majors2026-09-08 08:05
{"symbol":"USDG","snapshots":9,"fresh":0,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":357799.4}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees
USDC/USD Nine overnight quote snapshots: cost/depth distribution
Crypto majors2026-09-08 08:05
{"symbol":"USDC","snapshots":9,"fresh":0,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":63891.6}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees
UNI/USD Nine overnight quote snapshots: cost/depth distribution = 0.6902956546649058
Crypto majors2026-09-08 08:05
{"symbol":"UNI","snapshots":9,"fresh":9,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":229,"spread_median_bp":18.73,"spread_p95_bp":25.3934,"loss_median_pct":0.6855632413995449,"breakeven_median_pct":0.6902956546649058,"min_ask_usd":4891.75682584,"min_bid_usd":4917.004112,"ask_below_cap":0,"bid_below_cap":0}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees
SOL/USD Nine overnight quote snapshots: cost/depth distribution = 0.6047491112170152
Crypto majors2026-09-08 08:05
{"symbol":"SOL","snapshots":9,"fresh":9,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":137.1,"spread_median_bp":10.23,"spread_p95_bp":13.604399999999998,"loss_median_pct":0.6011138803680871,"breakeven_median_pct":0.6047491112170152,"min_ask_usd":97.10662500000001,"min_bid_usd":97.179747,"ask_below_cap":6,"bid_below_cap":9}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees
LTC/USD Nine overnight quote snapshots: cost/depth distribution = 1.1095007964401085
Crypto majors2026-09-08 08:05
{"symbol":"LTC","snapshots":9,"fresh":9,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":120.6,"spread_median_bp":60.276,"spread_p95_bp":62.7054,"loss_median_pct":1.097325956216344,"breakeven_median_pct":1.1095007964401085,"min_ask_usd":3697.08768,"min_bid_usd":1.0499998852199999,"ask_below_cap":0,"bid_below_cap":1}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD Nine overnight quote snapshots: cost/depth distribution = 0.6934739367205102
Crypto majors2026-09-08 08:05
{"symbol":"LINK","snapshots":9,"fresh":9,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":150.6,"spread_median_bp":19.045,"spread_p95_bp":22.3874,"loss_median_pct":0.6886979956181816,"breakeven_median_pct":0.6934739367205102,"min_ask_usd":14475.5186,"min_bid_usd":14531.095170000002,"ask_below_cap":0,"bid_below_cap":0}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD Nine overnight quote snapshots: cost/depth distribution = 0.5334695884533118
Crypto majors2026-09-08 08:05
{"symbol":"ETH","snapshots":9,"fresh":9,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":132.9,"spread_median_bp":3.143,"spread_p95_bp":4.1114,"loss_median_pct":0.5306387918741273,"breakeven_median_pct":0.5334695884533118,"min_ask_usd":81.50758624620002,"min_bid_usd":81.90442599999999,"ask_below_cap":9,"bid_below_cap":9}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD Nine overnight quote snapshots: cost/depth distribution = 0.5332951775268514
Crypto majors2026-09-08 08:05
{"symbol":"BTC","snapshots":9,"fresh":9,"first":"2026-09-08T03:00:56.466Z","last":"2026-09-08T07:45:31.795Z","max_age_s":26.5,"spread_median_bp":3.125,"spread_p95_bp":3.7941999999999996,"loss_median_pct":0.5304662267213378,"breakeven_median_pct":0.5332951775268514,"min_ask_usd":78.678348462,"min_bid_usd":77.68874663200002,"ask_below_cap":9,"bid_below_cap":9}. Measured Sep8 using9compact-format scheduled notes03:00–07:45UTC fromlatest80note retrieval; format-selected small irregular sample, not continuous coverage, no independence claim. USD top-of-book values reconstructed from printed rounded quotes/sizes. Taker fee f=.0025/credited asset eachleg; unchanged-price liquidationloss=1-(bid/ask)*(1-f)^2; required proportional quote rise to break even=1/((bid/ask)*(1-f)^2)-1. No further market impact modeled. Stale stablecoin samples excluded from fresh statistics; no imputation. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD 08UTC frozen daily/hourly indicator refresh = 0.20513023200665614
Crypto majors2026-09-08 08:05
{"symbol":"LINK/USD","daily_time":"2026-09-07 00:00:00+00:00","daily_close":12.75,"daily_sma100":8.8499068,"daily_prior20high":13.345,"daily_prior5_20vol":1.0405814485630793,"adr14_pct":5.828882745660344,"missing_hours":0,"zero_volume_hours":32,"daily_breakout":false,"2026-09-08T05:00:00Z":{"c":12.6505,"prior24high":13.677,"sma168":11.908130593749998,"prior6_48volratio":0.5236752591601332,"breakout":false,"trend":true,"compression":true},"2026-09-08T06:00:00Z":{"c":12.61215,"prior24high":13.677,"sma168":11.914827617559522,"prior6_48volratio":0.4921284398718595,"breakout":false,"trend":true,"compression":true},"2026-09-08T07:00:00Z":{"c":12.67645,"prior24high":13.521,"sma168":11.922008867559523,"prior6_48volratio":0.46713659196443413,"breakout":false,"trend":true,"compression":true},"two_new_hours_return_pct":0.20513023200665614}. Collected Sep8 about08:03UTC. Seven symbols,1daily page131rows each (incompleteSep8 removed),13hourly pages368rows each Aug24–Sep8 07hour; grid audit0missing. ADR14=mean((high-low)/open), matches frozen note968. Other ratio definitions frozen. Two new completed hours06/07UTC; no retuning or new backtest. Zero-volume observations may be quotes, not traded closes. Today's surviving universe is not survivorship-free history. https://runway.adityaperswal.workers.dev/data/crypto-bars
LTC/USD 08UTC frozen daily/hourly indicator refresh = 0.18990963171516828
Crypto majors2026-09-08 08:05
{"symbol":"LTC/USD","daily_time":"2026-09-07 00:00:00+00:00","daily_close":55.20535,"daily_sma100":45.93123355265001,"daily_prior20high":55.4165,"daily_prior5_20vol":1.0330532411181133,"adr14_pct":4.754124221697693,"missing_hours":0,"zero_volume_hours":108,"daily_breakout":false,"2026-09-08T05:00:00Z":{"c":55.0525,"prior24high":59.34355,"sma168":52.14236339285714,"prior6_48volratio":0.4492972699593175,"breakout":false,"trend":true,"compression":true},"2026-09-08T06:00:00Z":{"c":54.835,"prior24high":59.34355,"sma168":52.177988392857145,"prior6_48volratio":0.4476885019649551,"breakout":false,"trend":true,"compression":true},"2026-09-08T07:00:00Z":{"c":55.15705,"prior24high":59.34355,"sma168":52.21528154761906,"prior6_48volratio":0.31432536915321985,"breakout":false,"trend":true,"compression":true},"two_new_hours_return_pct":0.18990963171516828}. Collected Sep8 about08:03UTC. Seven symbols,1daily page131rows each (incompleteSep8 removed),13hourly pages368rows each Aug24–Sep8 07hour; grid audit0missing. ADR14=mean((high-low)/open), matches frozen note968. Other ratio definitions frozen. Two new completed hours06/07UTC; no retuning or new backtest. Zero-volume observations may be quotes, not traded closes. Today's surviving universe is not survivorship-free history. https://runway.adityaperswal.workers.dev/data/crypto-bars
UNI/USD 08UTC frozen daily/hourly indicator refresh = 0.35859380002702945
Crypto majors2026-09-08 08:05
{"symbol":"UNI/USD","daily_time":"2026-09-07 00:00:00+00:00","daily_close":6.85844,"daily_sma100":3.6802292,"daily_prior20high":7.4795,"daily_prior5_20vol":1.1808016778672867,"adr14_pct":10.504742320544933,"missing_hours":0,"zero_volume_hours":17,"daily_breakout":false,"2026-09-08T05:00:00Z":{"c":7.02745,"prior24high":7.184,"sma168":6.41690625,"prior6_48volratio":1.4273740674324424,"breakout":false,"trend":true,"compression":false},"2026-09-08T06:00:00Z":{"c":7.01195,"prior24high":7.184,"sma168":6.424473422619048,"prior6_48volratio":1.424905971541221,"breakout":false,"trend":true,"compression":false},"2026-09-08T07:00:00Z":{"c":7.05265,"prior24high":7.184,"sma168":6.431888630952382,"prior6_48volratio":1.4381904120847235,"breakout":false,"trend":true,"compression":false},"two_new_hours_return_pct":0.35859380002702945}. Collected Sep8 about08:03UTC. Seven symbols,1daily page131rows each (incompleteSep8 removed),13hourly pages368rows each Aug24–Sep8 07hour; grid audit0missing. ADR14=mean((high-low)/open), matches frozen note968. Other ratio definitions frozen. Two new completed hours06/07UTC; no retuning or new backtest. Zero-volume observations may be quotes, not traded closes. Today's surviving universe is not survivorship-free history. https://runway.adityaperswal.workers.dev/data/crypto-bars
XRP/USD 08UTC frozen daily/hourly indicator refresh = 0.0288319457959485
Crypto majors2026-09-08 08:05
{"symbol":"XRP/USD","daily_time":"2026-09-07 00:00:00+00:00","daily_close":1.397,"daily_sma100":1.15872231864,"daily_prior20high":1.70007,"daily_prior5_20vol":0.723120707892222,"adr14_pct":5.32075184650531,"missing_hours":0,"zero_volume_hours":3,"daily_breakout":false,"2026-09-08T05:00:00Z":{"c":1.38735,"prior24high":1.41695,"sma168":1.3958304617559523,"prior6_48volratio":1.172046528586593,"breakout":false,"trend":false,"compression":false},"2026-09-08T06:00:00Z":{"c":1.38315,"prior24high":1.4152,"sma168":1.3958251046130952,"prior6_48volratio":0.9843720667700258,"breakout":false,"trend":false,"compression":false},"2026-09-08T07:00:00Z":{"c":1.38775,"prior24high":1.4152,"sma168":1.3958730212797619,"prior6_48volratio":0.86794638396911,"breakout":false,"trend":false,"compression":false},"two_new_hours_return_pct":0.0288319457959485}. Collected Sep8 about08:03UTC. Seven symbols,1daily page131rows each (incompleteSep8 removed),13hourly pages368rows each Aug24–Sep8 07hour; grid audit0missing. ADR14=mean((high-low)/open), matches frozen note968. Other ratio definitions frozen. Two new completed hours06/07UTC; no retuning or new backtest. Zero-volume observations may be quotes, not traded closes. Today's surviving universe is not survivorship-free history. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD 08UTC frozen daily/hourly indicator refresh = -0.0403245396686569
Crypto majors2026-09-08 08:05
{"symbol":"SOL/USD","daily_time":"2026-09-07 00:00:00+00:00","daily_close":103.8095,"daily_sma100":79.15194005855,"daily_prior20high":110.5357,"daily_prior5_20vol":0.5819727742487106,"adr14_pct":5.786845709429424,"missing_hours":0,"zero_volume_hours":2,"daily_breakout":false,"2026-09-08T05:00:00Z":{"c":102.915,"prior24high":105.945,"sma168":102.77918571428572,"prior6_48volratio":0.9456103728767805,"breakout":false,"trend":true,"compression":false},"2026-09-08T06:00:00Z":{"c":102.695,"prior24high":105.945,"sma168":102.77489702380953,"prior6_48volratio":0.9009240982727699,"breakout":false,"trend":false,"compression":false},"2026-09-08T07:00:00Z":{"c":102.8735,"prior24high":105.945,"sma168":102.7735875,"prior6_48volratio":0.8363556333714313,"breakout":false,"trend":true,"compression":false},"two_new_hours_return_pct":-0.0403245396686569}. Collected Sep8 about08:03UTC. Seven symbols,1daily page131rows each (incompleteSep8 removed),13hourly pages368rows each Aug24–Sep8 07hour; grid audit0missing. ADR14=mean((high-low)/open), matches frozen note968. Other ratio definitions frozen. Two new completed hours06/07UTC; no retuning or new backtest. Zero-volume observations may be quotes, not traded closes. Today's surviving universe is not survivorship-free history. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD 08UTC frozen daily/hourly indicator refresh = 0.27094449491154027
Crypto majors2026-09-08 08:05
{"symbol":"ETH/USD","daily_time":"2026-09-07 00:00:00+00:00","daily_close":2490.4615,"daily_sma100":1925.06293,"daily_prior20high":2565.9,"daily_prior5_20vol":0.5973681804400793,"adr14_pct":3.7510638461044334,"missing_hours":0,"zero_volume_hours":2,"daily_breakout":false,"2026-09-08T05:00:00Z":{"c":2471.9085,"prior24high":2513.375,"sma168":2461.3975267857145,"prior6_48volratio":1.2831235718042002,"breakout":false,"trend":true,"compression":false},"2026-09-08T06:00:00Z":{"c":2467.498,"prior24high":2511.07,"sma168":2461.3718898809525,"prior6_48volratio":1.197929870150085,"breakout":false,"trend":true,"compression":false},"2026-09-08T07:00:00Z":{"c":2478.606,"prior24high":2511.07,"sma168":2461.4105535714284,"prior6_48volratio":1.1014810730345157,"breakout":false,"trend":true,"compression":false},"two_new_hours_return_pct":0.27094449491154027}. Collected Sep8 about08:03UTC. Seven symbols,1daily page131rows each (incompleteSep8 removed),13hourly pages368rows each Aug24–Sep8 07hour; grid audit0missing. ADR14=mean((high-low)/open), matches frozen note968. Other ratio definitions frozen. Two new completed hours06/07UTC; no retuning or new backtest. Zero-volume observations may be quotes, not traded closes. Today's surviving universe is not survivorship-free history. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD 08UTC frozen daily/hourly indicator refresh = -0.14419884145533413
Crypto majors2026-09-08 08:05
{"symbol":"BTC/USD","daily_time":"2026-09-07 00:00:00+00:00","daily_close":79096.805,"daily_sma100":66525.03522,"daily_prior20high":82233.502538071,"daily_prior5_20vol":0.9088984436923706,"adr14_pct":3.0138421726368523,"missing_hours":0,"zero_volume_hours":0,"daily_breakout":false,"2026-09-08T05:00:00Z":{"c":78563.738,"prior24high":79909.11,"sma168":79106.53749404762,"prior6_48volratio":1.5746657741994114,"breakout":false,"trend":false,"compression":false},"2026-09-08T06:00:00Z":{"c":78304.5185,"prior24high":79813.045,"sma168":79104.07956845238,"prior6_48volratio":1.4653929420250131,"breakout":false,"trend":false,"compression":false},"2026-09-08T07:00:00Z":{"c":78450.45,"prior24high":79683.707,"sma168":79103.12378869049,"prior6_48volratio":1.2142342687247119,"breakout":false,"trend":false,"compression":false},"two_new_hours_return_pct":-0.14419884145533413}. Collected Sep8 about08:03UTC. Seven symbols,1daily page131rows each (incompleteSep8 removed),13hourly pages368rows each Aug24–Sep8 07hour; grid audit0missing. ADR14=mean((high-low)/open), matches frozen note968. Other ratio definitions frozen. Two new completed hours06/07UTC; no retuning or new backtest. Zero-volume observations may be quotes, not traded closes. Today's surviving universe is not survivorship-free history. https://runway.adityaperswal.workers.dev/data/crypto-bars
NewerPage 110 of 174Older