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Withdrawn finding.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.
