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alansynn
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scots

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string
timestamp
timestamp[us, tz=UTC]
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float64
ADAUSDT
2019-09-25T12:04:00
0.03694
0.03694
0.03694
0.03694
2,608.7
ADAUSDT
2019-09-25T12:05:00
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0.03692
0.03688
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3,038.3
ADAUSDT
2019-09-25T12:06:00
0.03688
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0.03688
0
ADAUSDT
2019-09-25T12:07:00
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ADAUSDT
2019-09-25T12:08:00
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0.03688
0.03688
0.03688
0
ADAUSDT
2019-09-25T12:09:00
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0.03674
0.03674
1,321.6
ADAUSDT
2019-09-25T12:10:00
0.03674
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0
ADAUSDT
2019-09-25T12:11:00
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ADAUSDT
2019-09-25T12:12:00
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ADAUSDT
2019-09-25T12:13:00
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ADAUSDT
2019-09-25T12:14:00
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ADAUSDT
2019-09-25T12:15:00
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ADAUSDT
2019-09-25T12:16:00
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ADAUSDT
2019-09-25T12:17:00
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ADAUSDT
2019-09-25T12:18:00
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ADAUSDT
2019-09-25T12:19:00
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0.03674
0
ADAUSDT
2019-09-25T12:20:00
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ADAUSDT
2019-09-25T12:21:00
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ADAUSDT
2019-09-25T12:22:00
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ADAUSDT
2019-09-25T12:23:00
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ADAUSDT
2019-09-25T12:24:00
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ADAUSDT
2019-09-25T12:25:00
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ADAUSDT
2019-09-25T12:26:00
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ADAUSDT
2019-09-25T12:27:00
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ADAUSDT
2019-09-25T12:28:00
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ADAUSDT
2019-09-25T12:29:00
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ADAUSDT
2019-09-25T12:30:00
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ADAUSDT
2019-09-25T12:31:00
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0.03681
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ADAUSDT
2019-09-25T12:32:00
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0.03737
0.03713
0.03721
7,327.9
ADAUSDT
2019-09-25T12:33:00
0.03737
0.03737
0.0372
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4,075.9
ADAUSDT
2019-09-25T12:34:00
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0
ADAUSDT
2019-09-25T12:35:00
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ADAUSDT
2019-09-25T12:36:00
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0
ADAUSDT
2019-09-25T12:37:00
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0.03745
8,176
ADAUSDT
2019-09-25T12:38:00
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0.03742
0.03732
0.03732
17,629
ADAUSDT
2019-09-25T12:39:00
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0.03731
0.03744
23,964
ADAUSDT
2019-09-25T12:40:00
0.03743
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0.03733
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9,710
ADAUSDT
2019-09-25T12:41:00
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9,385
ADAUSDT
2019-09-25T12:42:00
0.03727
0.03729
0.03722
0.03729
12,638
ADAUSDT
2019-09-25T12:43:00
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0.03731
0.03719
0.03722
18,749
ADAUSDT
2019-09-25T12:44:00
0.03733
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0.0372
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7,467.2
ADAUSDT
2019-09-25T12:45:00
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ADAUSDT
2019-09-25T12:46:00
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ADAUSDT
2019-09-25T12:47:00
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ADAUSDT
2019-09-25T12:48:00
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ADAUSDT
2019-09-25T12:49:00
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ADAUSDT
2019-09-25T12:50:00
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ADAUSDT
2019-09-25T12:51:00
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ADAUSDT
2019-09-25T12:52:00
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ADAUSDT
2019-09-25T12:53:00
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ADAUSDT
2019-09-25T12:54:00
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ADAUSDT
2019-09-25T12:55:00
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ADAUSDT
2019-09-25T12:56:00
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ADAUSDT
2019-09-25T12:57:00
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ADAUSDT
2019-09-25T12:58:00
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0
ADAUSDT
2019-09-25T12:59:00
0.03705
0.03705
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0
ADAUSDT
2019-09-25T13:00:00
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0.03705
0.03705
0
ADAUSDT
2019-09-25T13:01:00
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ADAUSDT
2019-09-25T13:02:00
0.03705
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0.03705
0
ADAUSDT
2019-09-25T13:03:00
0.03665
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0.03665
0.03665
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ADAUSDT
2019-09-25T13:04:00
0.03665
0.03665
0.03665
0.03665
0
ADAUSDT
2019-09-25T13:05:00
0.037
0.037
0.037
0.037
2,612.4
ADAUSDT
2019-09-25T13:06:00
0.037
0.037
0.037
0.037
0
ADAUSDT
2019-09-25T13:07:00
0.037
0.037
0.037
0.037
0
ADAUSDT
2019-09-25T13:08:00
0.037
0.037
0.037
0.037
0
ADAUSDT
2019-09-25T13:09:00
0.037
0.037
0.037
0.037
0
ADAUSDT
2019-09-25T13:10:00
0.037
0.037
0.037
0.037
0
ADAUSDT
2019-09-25T13:11:00
0.037
0.037
0.037
0.037
0
ADAUSDT
2019-09-25T13:12:00
0.03716
0.03716
0.03716
0.03716
1,882.4
ADAUSDT
2019-09-25T13:13:00
0.03716
0.03716
0.03716
0.03716
0
ADAUSDT
2019-09-25T13:14:00
0.03716
0.03716
0.03716
0.03716
0
ADAUSDT
2019-09-25T13:15:00
0.03716
0.03716
0.03716
0.03716
0
ADAUSDT
2019-09-25T13:16:00
0.03716
0.03716
0.03716
0.03716
0
ADAUSDT
2019-09-25T13:17:00
0.03716
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0
ADAUSDT
2019-09-25T13:18:00
0.03716
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0.03716
0
ADAUSDT
2019-09-25T13:19:00
0.03716
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0
ADAUSDT
2019-09-25T13:20:00
0.03716
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0
ADAUSDT
2019-09-25T13:21:00
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ADAUSDT
2019-09-25T13:22:00
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0
ADAUSDT
2019-09-25T13:23:00
0.03716
0.03716
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0
ADAUSDT
2019-09-25T13:24:00
0.03716
0.03716
0.03716
0.03716
0
ADAUSDT
2019-09-25T13:25:00
0.03716
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0.03716
0.03716
0
ADAUSDT
2019-09-25T13:26:00
0.03716
0.03716
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0.03716
0
ADAUSDT
2019-09-25T13:27:00
0.03716
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0.03716
0.03716
0
ADAUSDT
2019-09-25T13:28:00
0.03716
0.03716
0.03716
0.03716
0
ADAUSDT
2019-09-25T13:29:00
0.03716
0.03716
0.03716
0.03716
0
ADAUSDT
2019-09-25T13:30:00
0.03716
0.03716
0.03716
0.03716
0
ADAUSDT
2019-09-25T13:31:00
0.03731
0.03731
0.03731
0.03731
2,477
ADAUSDT
2019-09-25T13:32:00
0.03731
0.03731
0.03731
0.03731
0
ADAUSDT
2019-09-25T13:33:00
0.03731
0.03731
0.03731
0.03731
0
ADAUSDT
2019-09-25T13:34:00
0.03731
0.03731
0.03731
0.03731
0
ADAUSDT
2019-09-25T13:35:00
0.03731
0.03731
0.03731
0.03731
0
ADAUSDT
2019-09-25T13:36:00
0.03731
0.03731
0.03731
0.03731
0
ADAUSDT
2019-09-25T13:37:00
0.03731
0.03731
0.03731
0.03731
0
ADAUSDT
2019-09-25T13:38:00
0.03731
0.03731
0.03731
0.03731
0
ADAUSDT
2019-09-25T13:39:00
0.03783
0.03783
0.03783
0.03783
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ADAUSDT
2019-09-25T13:40:00
0.03783
0.03783
0.03783
0.03783
0
ADAUSDT
2019-09-25T13:41:00
0.03783
0.03783
0.03783
0.03783
0
ADAUSDT
2019-09-25T13:42:00
0.03783
0.03783
0.03783
0.03783
0
ADAUSDT
2019-09-25T13:43:00
0.03783
0.03783
0.03783
0.03783
0
End of preview. Expand in Data Studio

YAML Metadata Warning:empty or missing yaml metadata in repo card

Check out the documentation for more information.

SCOTS Data Runbook

Status: compact active data guide. Historical source notes were removed from repo; use fresh scripts/data_manager.py outputs for evidence.

Current data authority:

  1. Dataset registry in scripts/data_manager.py
  2. Fresh status/health/manifest outputs from scripts/data_manager.py
  3. Human-readable pointer: data/DATA_MANIFEST.md
  4. Current alpha policy: AGENTS.md and docs/SCOTS_CURRENT_ALPHA_DIRECTION.md

Required checks before promotion work 

uv run python scripts/data_manager.py status --active-window-days 90
uv run python scripts/data_manager.py health --active-window-days 90
uv run python scripts/data_manager.py manifest --all

If any promotion-relevant source is stale or below positive-volume/liquidity gates, repair data first or mark the candidate raw_frontier / data_blocked.

Current SCOTS promotion datasets

Use Dataset id / path Notes
US 5min research us_yahoo_merged / data/parquet/5min/us_yahoo_merged/ohlcv/ canonical local 5min lane when coverage/volume gates pass
US daily research yahoo_daily / data/parquet/daily/us/ daily broad baseline lane
US daily expansion yahoo_daily_r3000 / data/parquet/daily/us_r3000/ expansion only with available-at-t eligibility evidence
ETF/ETP sleeves etf_5min, etf_daily cash-purchased ETP sleeve; report embedded leverage/inverse separately
KR 5min/daily kospi_5min, kis_daily KIS credentials required for refresh

Hard gates

  • Promotion volume must come from trusted positive-volume OHLCV sources; proxy-derived volume is research-only.
  • No stale zero-volume bars in fill evidence.
  • Report true positive volume, ADV or median dollar-volume, participation cap, fill count, and slippage/spread stress for serious candidates.
  • Archived non-equity derivative-market notes are historical only; SCOTS promotion remains cash equities plus cash-purchased ETF/ETN/ETP products unless AGENTS.md is explicitly changed.
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