Pitfield St Derivatives data archive

Quality

What the pipeline threw away today, and why. Every exclusion is counted and published rather than silently dropped, the share of a chain that did not make it into a fit is part of the result, not an implementation detail.

Today, 2026-09-07

Chain rows ingested2,106
Contracts used in fits645
Excluded from fits69.4%
Expiries fitted13
Expiries rejected0
Crossed markets (bid > ask) 0 of chain 0.00%
Locked markets (bid = ask)0
Zero-bid contracts 403 of chain 19.1%
Stale quotes0
Adjusted contracts0

Day verdict: passed a day fails on structural problems (crossed markets above 1% of the chain, a collapsed row count, or no expiry fitting at all), not on cosmetic ones.

History

140 days archived. A sudden drop in row count means a broken source, not a quiet market, so it is tracked against a trailing 20-day median and raises an alarm rather than a shrug.