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Measurements

Record continuity

The measurement

As of
2026-10-11
Author
Arhan Canli
Content hash
sha256:0fc477ef62f17d17bc6c2e4235741abe5a2ae33b0723e9d5eb35c65c3b37c38e
Days since go live
18
Go live date
2026-09-24
Max gap rate threshold
0.200000
Passes
no
Schema
canli.alphac-record-continuity.v1
Worst gap rate
0.611111

Correction

Documentation
docs/design/CORRECTION_ALPACA_SESSION_DATE_CONTINUITY.md
Raw marks rewritten
no
Status
CORRECTED

Withdrawn finding. The v1 UTC-calendar audit called 2026-08-10 a systemic gap. The three Alpaca rows stamped 2026-08-11T00:00:00Z are the finalized 2026-08-10 XNYS closes.

How a gap is classified. Crypto marks and expectations use UTC calendar dates. Alpaca 1D midnight-UTC marks map to the preceding XNYS session; equity expectations come from XNYS sessions, so weekends and exchange holidays are legitimate absences.

Sleeves

Alphaforge

Calendar days marked
7
Database
var/trading_crypto_perp.sqlite
Database exists
yes
Days expected
18
Days marked
7
Days since go live
18
Expected calendar
UTC_24_7
Gap rate
0.611111
Legitimate absences
0
Longest consecutive gap
11
Mark date convention
UTC_CALENDAR_DATE
Real gaps
11
Trades 24 7
yes

Real gap days

  • 2026-10-01
  • 2026-10-02
  • 2026-10-03
  • 2026-10-04
  • 2026-10-05
  • 2026-10-06
  • 2026-10-07
  • 2026-10-08
  • 2026-10-09
  • 2026-10-10
  • 2026-10-11

Alphamax

Calendar days marked
12
Database
var/trading_equity.sqlite
Database exists
yes
Days expected
11
Days marked
11
Days since go live
18
Expected calendar
XNYS
Gap rate
0
Legitimate absences
6
Longest consecutive gap
0
Mark date convention
ALPACA_1D_CLOSE_D_STAMPED_D_PLUS_1_00_UTC
Real gaps
0
Trades 24 7
no

Legitimate absence days

  • 2026-09-26
  • 2026-09-27
  • 2026-10-03
  • 2026-10-04
  • 2026-10-10
  • 2026-10-11

Alphavintage

Calendar days marked
12
Database
var/trading_alphavintage.sqlite
Database exists
yes
Days expected
11
Days marked
11
Days since go live
18
Expected calendar
XNYS
Gap rate
0
Legitimate absences
6
Longest consecutive gap
0
Mark date convention
ALPACA_1D_CLOSE_D_STAMPED_D_PLUS_1_00_UTC
Real gaps
0
Trades 24 7
no

Legitimate absence days

  • 2026-09-26
  • 2026-09-27
  • 2026-10-03
  • 2026-10-04
  • 2026-10-10
  • 2026-10-11

Managed futures

Calendar days marked
12
Database
var/trading_managed_futures.sqlite
Database exists
yes
Days expected
11
Days marked
11
Days since go live
18
Expected calendar
XNYS
Gap rate
0
Legitimate absences
6
Longest consecutive gap
0
Mark date convention
ALPACA_1D_CLOSE_D_STAMPED_D_PLUS_1_00_UTC
Real gaps
0
Trades 24 7
no

Legitimate absence days

  • 2026-09-26
  • 2026-09-27
  • 2026-10-03
  • 2026-10-04
  • 2026-10-10
  • 2026-10-11

Systemic note. Dates that are expected and missing on EVERY sleeve's own calendar are systemic (the tick did not run or did not mark) rather than a fault in any one sleeve.

Threshold basis. Declared, not fitted. A threshold derived from today's gap rate would pass whatever the gap rate happens to be, which is not a threshold.

What this does not measure. Whether a mark is CORRECT; only whether one exists. A sleeve marking the same equity every day would show a perfect continuity record and a frozen curve. That is the publish gate's job (check_published_state), not this one's.

Check it yourself

Every figure above is read from /glassbox/record_continuity.json, the artifact the engine wrote.

All 89 measurements · The glass box · The research library