5Quality
What we threw out today, and why. Every exclusion is counted and published. How much of the chain made it into the fit matters as much as the fit itself.
Last published session: 2026-11-06.
5.1Today, 2026-11-06
- Day verdict
- Passed
- Chain rows ingested
- 12,950
- Contracts used in fits
- 5,662
- Excluded from fits
- 56.3%
| Expiries fitted | 34 |
|---|---|
| Expiries rejected | 1 |
| Stale quotes | 14 |
| Adjusted contracts | 0 |
| Crossed markets, bid above ask | 0 0.00% |
|---|---|
| Locked markets, bid equals ask | 0 |
| Zero-bid contracts | 662 5.1% |
A day fails on structural problems, not cosmetic ones: crossed markets above 1% of the chain, a collapsed row count, or no expiry fitting at all.
5.2Expiries rejected today
An expiry is rejected rather than fitted badly. The reason is recorded with the parity fit that decided it.
| Days | Reason | Parity R² |
|---|---|---|
| 0 | expiry_not_in_future | — |
5.3Strike grid gaps
Increments more than twice the expiry's usual spacing. A gap is usually a missing listing rather than a missing quote, and it matters because the fit weights assume a roughly even strike grid.
| Expiry | After | Before | Gap | Expected |
|---|---|---|---|---|
| 2026-11-10 | 600.00 | 605.00 | 5.00 | 1.00 |
| 2026-11-10 | 605.00 | 610.00 | 5.00 | 1.00 |
| 2026-11-10 | 610.00 | 615.00 | 5.00 | 1.00 |
| 2026-11-10 | 615.00 | 620.00 | 5.00 | 1.00 |
| 2026-11-10 | 620.00 | 625.00 | 5.00 | 1.00 |
| 2026-11-10 | 625.00 | 630.00 | 5.00 | 1.00 |
| 2026-11-10 | 630.00 | 635.00 | 5.00 | 1.00 |
| 2026-11-10 | 635.00 | 640.00 | 5.00 | 1.00 |
| 2026-11-10 | 640.00 | 645.00 | 5.00 | 1.00 |
| 2026-11-10 | 645.00 | 650.00 | 5.00 | 1.00 |
| 2026-11-10 | 650.00 | 655.00 | 5.00 | 1.00 |
| 2026-11-10 | 655.00 | 660.00 | 5.00 | 1.00 |
5.4History
42 days archived. A sudden drop in rows usually means a broken data source rather than a quiet market, so each day is compared with the median of the previous 20 and an alert goes off if it falls.
5.5Equity coverage
What the equity capture holds as of 2026-11-06. A company is covered when its listing, its bars and a share count from its SEC filings all line up; the rest are funds, recent listings not yet in EDGAR's ticker file, or filers that report no share count.
| Listed symbols captured | 13,090 |
|---|---|
| Operating companies covered | 4,057 |
| With a sector | 4,005 |
| Daily history from | 2016-02-03 |
|---|---|
| Intraday sessions held | 20 |
| Fundamentals as of | 2026-11-01 |