ticker stringclasses 1
value | timestamp_utc timestamp[s]date 2026-01-06 14:30:00 2026-01-30 20:59:00 | metrics dict | data_1m listlengths 29 61 | data_5m listlengths 6 13 |
|---|---|---|---|---|
AAPL | 2026-01-06T14:30:00 | {
"market_phase": "OPEN_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 6.83,
"volatility_z_score": 6.36,
"price_change_from_window_open": -0.003925,
"outcomes": {
"future_return_30m": -0.0054,
"max_upside_30m": 0.006,
"max_drawdown_30m": -0.011,
... | [
{
"Datetime": "2026-01-06T14:30:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": -0.5487009874412808,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-06T14:30:00",
"is_anchor": true,
"Rel_Open": 0,
"Rel_High": 0.002029872499776554,
"Rel_Low": -0.009205746093581237,
"Rel_Close": -0.008943554229026766
},
{
"Datetime": "2026-01-06T14:35:00",
"is_anchor": false,
"Rel_Open": -0.008962298547155332,
"Re... |
AAPL | 2026-01-07T14:30:00 | {
"market_phase": "OPEN_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 6.4,
"volatility_z_score": 7.24,
"price_change_from_window_open": -0.004235,
"outcomes": {
"future_return_30m": -0.0032,
"max_upside_30m": 0.0058,
"max_drawdown_30m": -0.0035,
... | [
{
"Datetime": "2026-01-07T14:30:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": -0.6840410394667865,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-07T14:30:00",
"is_anchor": true,
"Rel_Open": 0,
"Rel_High": 0.0015573505496977976,
"Rel_Low": -0.00463403073504048,
"Rel_Close": -0.003228532006712546
},
{
"Datetime": "2026-01-07T14:35:00",
"is_anchor": false,
"Rel_Open": -0.003228532006712546,
"Re... |
AAPL | 2026-01-07T20:54:00 | {
"market_phase": "CLOSE_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 6.49,
"volatility_z_score": 5.94,
"price_change_from_window_open": -0.005167,
"outcomes": {
"future_return_30m": 0.0015,
"max_upside_30m": 0.002,
"max_drawdown_30m": -0.0006,
... | [
{
"Datetime": "2026-01-07T20:24:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.1558271497162811,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-07T20:25:00",
"is_anchor": false,
"Rel_Open": 0.00003713534232421233,
"Rel_High": 0.0006110982590647896,
"Rel_Low": -0.0002689392873354119,
"Rel_Close": -0.0000011677780605098216
},
{
"Datetime": "2026-01-07T20:30:00",
"is_anchor": false,
"Rel_Open": -0... |
AAPL | 2026-01-08T14:30:00 | {
"market_phase": "OPEN_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 7.07,
"volatility_z_score": 5.02,
"price_change_from_window_open": 0.002535,
"outcomes": {
"future_return_30m": -0.0028,
"max_upside_30m": 0.0029,
"max_drawdown_30m": -0.004,
... | [
{
"Datetime": "2026-01-08T14:30:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.8345022136896133,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-08T14:30:00",
"is_anchor": true,
"Rel_Open": 0,
"Rel_High": 0.005441205319051682,
"Rel_Low": -0.00048720993570209654,
"Rel_Close": 0.0038030467226352997
},
{
"Datetime": "2026-01-08T14:35:00",
"is_anchor": false,
"Rel_Open": 0.0036469919399071404,
"... |
AAPL | 2026-01-08T19:16:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Normal",
"volume_z_score": 6.33,
"volatility_z_score": 3.73,
"price_change_from_window_open": -0.003653,
"outcomes": {
"future_return_30m": 0.0027,
"max_upside_30m": 0.0028,
"max_drawdown_30m": -0.0004,
"l... | [
{
"Datetime": "2026-01-08T18:46:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.875,
"Distance_to_MA20": 0,
"is_anchor": ... | [
{
"Datetime": "2026-01-08T18:50:00",
"is_anchor": false,
"Rel_Open": 0.00038825878859463127,
"Rel_High": 0.00042715582056135056,
"Rel_Low": -0.0006997908098646668,
"Rel_Close": -0.0006608937778979475
},
{
"Datetime": "2026-01-08T18:55:00",
"is_anchor": false,
"Rel_Open": -0.0... |
AAPL | 2026-01-09T14:30:00 | {
"market_phase": "OPEN_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 6.66,
"volatility_z_score": 5.31,
"price_change_from_window_open": 0.001042,
"outcomes": {
"future_return_30m": -0.0116,
"max_upside_30m": 0.0028,
"max_drawdown_30m": -0.0118,
... | [
{
"Datetime": "2026-01-09T14:30:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.35986328125,
"Distance_to_MA20": 0,
"is_a... | [
{
"Datetime": "2026-01-09T14:30:00",
"is_anchor": true,
"Rel_Open": 0,
"Rel_High": 0.003861003861003861,
"Rel_Low": -0.001505848063465251,
"Rel_Close": -0.001505848063465251
},
{
"Datetime": "2026-01-09T14:35:00",
"is_anchor": false,
"Rel_Open": -0.001370227474963803,
"Re... |
AAPL | 2026-01-12T14:30:00 | {
"market_phase": "OPEN_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 7.51,
"volatility_z_score": 5.7,
"price_change_from_window_open": 0.001156,
"outcomes": {
"future_return_30m": -0.0047,
"max_upside_30m": 0.0022,
"max_drawdown_30m": -0.0112,
... | [
{
"Datetime": "2026-01-12T14:30:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.31249006580411354,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-12T14:30:00",
"is_anchor": true,
"Rel_Open": 0,
"Rel_High": 0.0033151587811650514,
"Rel_Low": -0.005743765519219392,
"Rel_Close": -0.00531978282768927
},
{
"Datetime": "2026-01-12T14:35:00",
"is_anchor": false,
"Rel_Open": -0.005321312177020538,
"Re... |
AAPL | 2026-01-12T20:50:00 | {
"market_phase": "CLOSE_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 5.17,
"volatility_z_score": 4.91,
"price_change_from_window_open": -0.001687,
"outcomes": {
"future_return_30m": -0.0005,
"max_upside_30m": 0.0014,
"max_drawdown_30m": -0.0013,
... | [
{
"Datetime": "2026-01-12T20:20:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": -0.44561522773623385,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-12T20:20:00",
"is_anchor": false,
"Rel_Open": 0,
"Rel_High": 0.00023006963292659222,
"Rel_Low": -0.00019168568602937847,
"Rel_Close": 0.00007665086956608235
},
{
"Datetime": "2026-01-12T20:25:00",
"is_anchor": false,
"Rel_Open": 0.00003838394689721376,
... |
AAPL | 2026-01-13T14:30:00 | {
"market_phase": "OPEN_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 7.58,
"volatility_z_score": 6.34,
"price_change_from_window_open": 0.002087,
"outcomes": {
"future_return_30m": 0.0025,
"max_upside_30m": 0.0098,
"max_drawdown_30m": -0.0034,
... | [
{
"Datetime": "2026-01-13T14:30:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.486500604860882,
"Distance_to_MA20": 0,
"... | [
{
"Datetime": "2026-01-13T14:30:00",
"is_anchor": true,
"Rel_Open": 0,
"Rel_High": 0.00544992136462832,
"Rel_Low": -0.0012754582974206442,
"Rel_Close": 0.0039038719884799448
},
{
"Datetime": "2026-01-13T14:35:00",
"is_anchor": false,
"Rel_Open": 0.00394244360257932,
"Rel_... |
AAPL | 2026-01-13T19:14:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Level_1",
"volume_z_score": 7.62,
"volatility_z_score": 2.11,
"price_change_from_window_open": -0.004435,
"outcomes": {
"future_return_30m": 0.001,
"max_upside_30m": 0.0025,
"max_drawdown_30m": -0.0004,
"l... | [
{
"Datetime": "2026-01-13T18:44:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": -0.830451000339098,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-13T18:45:00",
"is_anchor": false,
"Rel_Open": -0.0008448425404062279,
"Rel_High": 0.00032638181093504464,
"Rel_Low": -0.0009023841810412365,
"Rel_Close": -0.0003456014220637151
},
{
"Datetime": "2026-01-13T18:50:00",
"is_anchor": false,
"Rel_Open": -0.0... |
AAPL | 2026-01-14T20:02:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Normal",
"volume_z_score": 5.7,
"volatility_z_score": 5.76,
"price_change_from_window_open": 0.002598,
"outcomes": {
"future_return_30m": 0.0067,
"max_upside_30m": 0.0068,
"max_drawdown_30m": -0.0016,
"lab... | [
{
"Datetime": "2026-01-14T19:32:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.8620367122647025,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-14T19:35:00",
"is_anchor": false,
"Rel_Open": 0.0005427003548671124,
"Rel_High": 0.0013569283562177702,
"Rel_Low": 0.0004263989707741602,
"Rel_Close": 0.0010855190224342175
},
{
"Datetime": "2026-01-14T19:40:00",
"is_anchor": false,
"Rel_Open": 0.001201... |
AAPL | 2026-01-14T20:55:00 | {
"market_phase": "CLOSE_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Level_1",
"volume_z_score": 6.1,
"volatility_z_score": 2.66,
"price_change_from_window_open": -0.000231,
"outcomes": {
"future_return_30m": 0.001,
"max_upside_30m": 0.0019,
"max_drawdown_30m": -0.002,
... | [
{
"Datetime": "2026-01-14T20:25:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.39267109753893814,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-14T20:25:00",
"is_anchor": false,
"Rel_Open": 0,
"Rel_High": 0.0008855090907723773,
"Rel_Low": -0.0002690481382340976,
"Rel_Close": 0.000846972938221848
},
{
"Datetime": "2026-01-14T20:30:00",
"is_anchor": false,
"Rel_Open": 0.0008855090907723773,
"... |
AAPL | 2026-01-15T17:34:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Normal",
"volume_z_score": 5.11,
"volatility_z_score": 2.13,
"price_change_from_window_open": -0.004057,
"outcomes": {
"future_return_30m": 0.0001,
"max_upside_30m": 0.0011,
"max_drawdown_30m": -0.0037,
"l... | [
{
"Datetime": "2026-01-15T17:04:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.5455049944506104,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-15T17:05:00",
"is_anchor": false,
"Rel_Open": 0.00009624034735723419,
"Rel_High": 0.0010192087517685632,
"Rel_Low": -0.00018461715413771877,
"Rel_Close": 0.0005769726190343455
},
{
"Datetime": "2026-01-15T17:10:00",
"is_anchor": false,
"Rel_Open": 0.000... |
AAPL | 2026-01-15T17:35:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Normal",
"volume_z_score": 6.57,
"volatility_z_score": 6.96,
"price_change_from_window_open": -0.006249,
"outcomes": {
"future_return_30m": 0.0023,
"max_upside_30m": 0.0032,
"max_drawdown_30m": -0.0016,
"l... | [
{
"Datetime": "2026-01-15T17:05:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": -0.10012210012221398,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-15T17:05:00",
"is_anchor": false,
"Rel_Open": 0,
"Rel_High": 0.000922879586159388,
"Rel_Low": -0.0002808304742725605,
"Rel_Close": 0.00048068601028851133
},
{
"Datetime": "2026-01-15T17:10:00",
"is_anchor": false,
"Rel_Open": 0.00048068601028851133,
... |
AAPL | 2026-01-15T20:59:00 | {
"market_phase": "CLOSE_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 6.86,
"volatility_z_score": 2.68,
"price_change_from_window_open": 0.003106,
"outcomes": null
} | [
{
"Datetime": "2026-01-15T20:29:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.6666666666666666,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-15T20:30:00",
"is_anchor": false,
"Rel_Open": 0.0004950974333499669,
"Rel_High": 0.0005436828684082451,
"Rel_Low": -0.0006989192584725,
"Rel_Close": -0.00014717831790824772
},
{
"Datetime": "2026-01-15T20:35:00",
"is_anchor": false,
"Rel_Open": -0.00019... |
AAPL | 2026-01-16T14:30:00 | {
"market_phase": "OPEN_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 7.59,
"volatility_z_score": 4.2,
"price_change_from_window_open": 0.001239,
"outcomes": {
"future_return_30m": -0.0071,
"max_upside_30m": 0.0015,
"max_drawdown_30m": -0.0073,
... | [
{
"Datetime": "2026-01-16T14:30:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.5332892528355628,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-16T14:30:00",
"is_anchor": true,
"Rel_Open": 0,
"Rel_High": 0.002711005640432976,
"Rel_Low": -0.0005810395312538044,
"Rel_Close": 0.0005033863636309912
},
{
"Datetime": "2026-01-16T14:35:00",
"is_anchor": false,
"Rel_Open": 0.0005615375941795819,
"R... |
AAPL | 2026-01-16T20:50:00 | {
"market_phase": "CLOSE_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 5.38,
"volatility_z_score": 4.81,
"price_change_from_window_open": -0.002342,
"outcomes": {
"future_return_30m": -0.0004,
"max_upside_30m": 0.0012,
"max_drawdown_30m": -0.0017,
... | [
{
"Datetime": "2026-01-16T20:20:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.5498931949954227,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-16T20:20:00",
"is_anchor": false,
"Rel_Open": 0,
"Rel_High": 0.0006241229785545436,
"Rel_Low": -0.000624599499248229,
"Rel_Close": 0.0005850482816723351
},
{
"Datetime": "2026-01-16T20:25:00",
"is_anchor": false,
"Rel_Open": 0.0005464501054835902,
"... |
AAPL | 2026-01-16T20:59:00 | {
"market_phase": "CLOSE_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 5.19,
"volatility_z_score": 2.89,
"price_change_from_window_open": -0.00259,
"outcomes": null
} | [
{
"Datetime": "2026-01-16T20:29:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.3658834299664327,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-16T20:30:00",
"is_anchor": false,
"Rel_Open": 0.00010389230371294652,
"Rel_High": 0.0004552436840449182,
"Rel_Low": -0.00036469534594647855,
"Rel_Close": 0.00020147005226902817
},
{
"Datetime": "2026-01-16T20:35:00",
"is_anchor": false,
"Rel_Open": 0.00... |
AAPL | 2026-01-20T14:30:00 | {
"market_phase": "OPEN_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 7.42,
"volatility_z_score": 7.28,
"price_change_from_window_open": 0.007802,
"outcomes": {
"future_return_30m": -0.0076,
"max_upside_30m": 0.0012,
"max_drawdown_30m": -0.0103,
... | [
{
"Datetime": "2026-01-20T14:30:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.8107025343480634,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-20T14:30:00",
"is_anchor": true,
"Rel_Open": 0,
"Rel_High": 0.009029340734610496,
"Rel_Low": -0.0005940117213075871,
"Rel_Close": 0.006178024043878197
},
{
"Datetime": "2026-01-20T14:35:00",
"is_anchor": false,
"Rel_Open": 0.005979999993956929,
"Rel... |
AAPL | 2026-01-20T20:29:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Normal",
"volume_z_score": 6.02,
"volatility_z_score": 3.58,
"price_change_from_window_open": -0.00562,
"outcomes": {
"future_return_30m": 0.005,
"max_upside_30m": 0.006,
"max_drawdown_30m": -0.0083,
"labe... | [
{
"Datetime": "2026-01-20T19:59:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.769264305177221,
"Distance_to_MA20": 0,
"... | [
{
"Datetime": "2026-01-20T20:00:00",
"is_anchor": false,
"Rel_Open": 0.00041601284756455614,
"Rel_High": 0.0010642016617642468,
"Rel_Low": -0.00007009785574132423,
"Rel_Close": 0.00039579944471854607
},
{
"Datetime": "2026-01-20T20:05:00",
"is_anchor": false,
"Rel_Open": 0.00... |
AAPL | 2026-01-20T20:59:00 | {
"market_phase": "CLOSE_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 6.18,
"volatility_z_score": 3.41,
"price_change_from_window_open": 0.004152,
"outcomes": null
} | [
{
"Datetime": "2026-01-20T20:29:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": -0.34482123595798003,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-20T20:30:00",
"is_anchor": false,
"Rel_Open": -0.0008141209202180219,
"Rel_High": -0.0005422503725874984,
"Rel_Low": -0.002686654938820005,
"Rel_Close": -0.0024322382691615405
},
{
"Datetime": "2026-01-20T20:35:00",
"is_anchor": false,
"Rel_Open": -0.00... |
AAPL | 2026-01-21T19:27:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Level_1",
"volume_z_score": 5.74,
"volatility_z_score": 7.14,
"price_change_from_window_open": 0.00248,
"outcomes": {
"future_return_30m": 0.0146,
"max_upside_30m": 0.0174,
"max_drawdown_30m": -0.0041,
"la... | [
{
"Datetime": "2026-01-21T18:57:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": -0.5008917197454598,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-21T19:00:00",
"is_anchor": false,
"Rel_Open": 0.0007318560380356676,
"Rel_High": 0.0009758080507142235,
"Rel_Low": -0.0003655557626403996,
"Rel_Close": 3.722563775497791e-7
},
{
"Datetime": "2026-01-21T19:05:00",
"is_anchor": false,
"Rel_Open": 0,
"... |
AAPL | 2026-01-21T19:45:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Level_1",
"volume_z_score": 6.14,
"volatility_z_score": 4.92,
"price_change_from_window_open": 0.017934,
"outcomes": {
"future_return_30m": -0.0021,
"max_upside_30m": 0.005,
"max_drawdown_30m": -0.0048,
"l... | [
{
"Datetime": "2026-01-21T19:15:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": -0.26358148893453853,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-21T19:15:00",
"is_anchor": false,
"Rel_Open": 0,
"Rel_High": 0.0001736858545994445,
"Rel_Low": -0.0005693346609328202,
"Rel_Close": -0.00004064459977243136
},
{
"Datetime": "2026-01-21T19:20:00",
"is_anchor": false,
"Rel_Open": 0,
"Rel_High": 0,
... |
AAPL | 2026-01-22T18:58:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Level_1",
"volume_z_score": 6.36,
"volatility_z_score": 5.99,
"price_change_from_window_open": -0.002413,
"outcomes": {
"future_return_30m": 0.0018,
"max_upside_30m": 0.0036,
"max_drawdown_30m": -0.0014,
"... | [
{
"Datetime": "2026-01-22T18:28:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.5772844726332174,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-22T18:30:00",
"is_anchor": false,
"Rel_Open": -0.00009975928735227531,
"Rel_High": -0.00004991007664970454,
"Rel_Low": -0.0013761790646950156,
"Rel_Close": -0.001316347838662277
},
{
"Datetime": "2026-01-22T18:35:00",
"is_anchor": false,
"Rel_Open": -0.... |
AAPL | 2026-01-23T20:40:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Level_1",
"volume_z_score": 7.62,
"volatility_z_score": 5.08,
"price_change_from_window_open": 0.001734,
"outcomes": {
"future_return_30m": -0.0018,
"max_upside_30m": 0.0017,
"max_drawdown_30m": -0.0027,
"... | [
{
"Datetime": "2026-01-23T20:10:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.6666666666663509,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-23T20:10:00",
"is_anchor": false,
"Rel_Open": 0,
"Rel_High": 0.0010887092531610808,
"Rel_Low": -0.00012096769479579025,
"Rel_Close": 0.0007883205013845223
},
{
"Datetime": "2026-01-23T20:15:00",
"is_anchor": false,
"Rel_Open": 0.0007459879611915291,
... |
AAPL | 2026-01-27T18:34:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Normal",
"volume_z_score": 7.02,
"volatility_z_score": 2.39,
"price_change_from_window_open": -0.002433,
"outcomes": {
"future_return_30m": -0.0005,
"max_upside_30m": 0.0007,
"max_drawdown_30m": -0.0017,
"... | [
{
"Datetime": "2026-01-27T18:04:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": -0.061971830985915494,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-27T18:05:00",
"is_anchor": false,
"Rel_Open": -0.000015458815899204772,
"Rel_High": 0.001788186817916346,
"Rel_Low": -0.00024570148300402737,
"Rel_Close": 0.001442822817259112
},
{
"Datetime": "2026-01-27T18:10:00",
"is_anchor": false,
"Rel_Open": 0.001... |
AAPL | 2026-01-27T20:30:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Normal",
"volume_z_score": 5.8,
"volatility_z_score": 3.18,
"price_change_from_window_open": -0.000751,
"outcomes": {
"future_return_30m": -0.0049,
"max_upside_30m": 0.0005,
"max_drawdown_30m": -0.0052,
"l... | [
{
"Datetime": "2026-01-27T20:00:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.5714285714285714,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-27T20:00:00",
"is_anchor": false,
"Rel_Open": 0,
"Rel_High": 0.0008535687279675877,
"Rel_Low": -0.0002117179418854223,
"Rel_Close": 0
},
{
"Datetime": "2026-01-27T20:05:00",
"is_anchor": false,
"Rel_Open": 0.000019268447541181607,
"Rel_High": 0.0004... |
AAPL | 2026-01-28T19:29:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Normal",
"volume_z_score": 5.11,
"volatility_z_score": 2.36,
"price_change_from_window_open": -0.002502,
"outcomes": {
"future_return_30m": 0.0046,
"max_upside_30m": 0.0049,
"max_drawdown_30m": -0.0005,
"l... | [
{
"Datetime": "2026-01-28T18:59:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": -0.6679019073570838,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-28T19:00:00",
"is_anchor": false,
"Rel_Open": -0.00035189183925964194,
"Rel_High": 0.00044967934766017954,
"Rel_Low": -0.002463362200635386,
"Rel_Close": -0.0019550342130987292
},
{
"Datetime": "2026-01-28T19:05:00",
"is_anchor": false,
"Rel_Open": -0.0... |
AAPL | 2026-01-28T19:30:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Normal",
"volume_z_score": 5.49,
"volatility_z_score": 3.79,
"price_change_from_window_open": -0.001213,
"outcomes": {
"future_return_30m": 0.0038,
"max_upside_30m": 0.0043,
"max_drawdown_30m": -0.0012,
"l... | [
{
"Datetime": "2026-01-28T19:00:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.24000000000006647,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-28T19:00:00",
"is_anchor": false,
"Rel_Open": 0,
"Rel_High": 0.0008018533525708741,
"Rel_Low": -0.002112213632115659,
"Rel_Close": -0.0016037067051411925
},
{
"Datetime": "2026-01-28T19:05:00",
"is_anchor": false,
"Rel_Open": -0.0016819523132708253,
... |
AAPL | 2026-01-28T20:59:00 | {
"market_phase": "CLOSE_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 6.29,
"volatility_z_score": 4.04,
"price_change_from_window_open": 0.000097,
"outcomes": null
} | [
{
"Datetime": "2026-01-28T20:29:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.5,
"Distance_to_MA20": 0,
"is_anchor": fa... | [
{
"Datetime": "2026-01-28T20:30:00",
"is_anchor": false,
"Rel_Open": 0.00017543009830631404,
"Rel_High": 0.0003704978941842304,
"Rel_Low": -0.0008190705132591949,
"Rel_Close": -0.0005655656900621467
},
{
"Datetime": "2026-01-28T20:35:00",
"is_anchor": false,
"Rel_Open": -0.00... |
AAPL | 2026-01-29T14:30:00 | {
"market_phase": "OPEN_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 6.83,
"volatility_z_score": 6.69,
"price_change_from_window_open": 0.002751,
"outcomes": {
"future_return_30m": -0.0094,
"max_upside_30m": 0.0034,
"max_drawdown_30m": -0.0105,
... | [
{
"Datetime": "2026-01-29T14:30:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.4302994432833188,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-29T14:30:00",
"is_anchor": true,
"Rel_Open": 0,
"Rel_High": 0.006122317694518662,
"Rel_Low": -0.00209248858680215,
"Rel_Close": -0.0017049731813796778
},
{
"Datetime": "2026-01-29T14:35:00",
"is_anchor": false,
"Rel_Open": -0.0014918810969821884,
"R... |
AAPL | 2026-01-29T20:59:00 | {
"market_phase": "CLOSE_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 6.55,
"volatility_z_score": 4.83,
"price_change_from_window_open": -0.000445,
"outcomes": null
} | [
{
"Datetime": "2026-01-29T20:29:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.041698449021103486,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-29T20:30:00",
"is_anchor": false,
"Rel_Open": 0.00007738980607274115,
"Rel_High": 0.0003290543662796901,
"Rel_Low": -0.0014712333820160505,
"Rel_Close": -0.0005807189264864189
},
{
"Datetime": "2026-01-29T20:35:00",
"is_anchor": false,
"Rel_Open": -0.00... |
AAPL | 2026-01-30T14:30:00 | {
"market_phase": "OPEN_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 7.45,
"volatility_z_score": 7.07,
"price_change_from_window_open": 0.00143,
"outcomes": {
"future_return_30m": 0.0034,
"max_upside_30m": 0.0056,
"max_drawdown_30m": -0.0131,
... | [
{
"Datetime": "2026-01-30T14:30:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.14777634318262017,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-30T14:30:00",
"is_anchor": true,
"Rel_Open": 0,
"Rel_High": 0.0070346568540946616,
"Rel_Low": -0.011698315556179333,
"Rel_Close": -0.004565647000121333
},
{
"Datetime": "2026-01-30T14:35:00",
"is_anchor": false,
"Rel_Open": -0.004565647000121333,
"R... |
AAPL | 2026-01-30T18:53:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Normal",
"volume_z_score": 5.39,
"volatility_z_score": 3.52,
"price_change_from_window_open": 0.006553,
"outcomes": {
"future_return_30m": 0.0048,
"max_upside_30m": 0.0061,
"max_drawdown_30m": -0.003,
"lab... | [
{
"Datetime": "2026-01-30T18:23:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.8083466849774456,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-30T18:25:00",
"is_anchor": false,
"Rel_Open": 0.003100017878961117,
"Rel_High": 0.004826601020262272,
"Rel_Low": 0.003080378564550423,
"Rel_Close": 0.004767683077030189
},
{
"Datetime": "2026-01-30T18:30:00",
"is_anchor": false,
"Rel_Open": 0.0047676830... |
AAPL | 2026-01-30T20:33:00 | {
"market_phase": "CORE_SESSION",
"event_type": "PURE_ANOMALY",
"anomaly_strength": "Normal",
"volume_z_score": 5.29,
"volatility_z_score": 2.04,
"price_change_from_window_open": 0.009415,
"outcomes": {
"future_return_30m": -0.0041,
"max_upside_30m": 0.0046,
"max_drawdown_30m": -0.0097,
"l... | [
{
"Datetime": "2026-01-30T20:03:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": -0.16505595116941438,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-30T20:05:00",
"is_anchor": false,
"Rel_Open": -0.0005028528891042241,
"Rel_High": 0.0014343071708739596,
"Rel_Low": -0.0021301193628275733,
"Rel_Close": 0.0013567450981599894
},
{
"Datetime": "2026-01-30T20:10:00",
"is_anchor": false,
"Rel_Open": 0.0014... |
AAPL | 2026-01-30T20:59:00 | {
"market_phase": "CLOSE_AUCTION",
"event_type": "MARKET_LIQUIDITY",
"anomaly_strength": "Normal",
"volume_z_score": 5.09,
"volatility_z_score": 5.72,
"price_change_from_window_open": -0.001046,
"outcomes": null
} | [
{
"Datetime": "2026-01-30T20:29:00",
"Price_Velocity": 0,
"Price_Acceleration": 0,
"Log_Return": 0,
"Volume_Momentum": 0,
"Money_Flow_Ratio": 1,
"Volume_Ratio": 1,
"Volatility_Z_Score": 0,
"Vol_Z_Change": 0,
"Bar_Intensity": 0.9310716208939149,
"Distance_to_MA20": 0,
... | [
{
"Datetime": "2026-01-30T20:30:00",
"is_anchor": false,
"Rel_Open": 0.0006479435458478509,
"Rel_High": 0.0031887281555496865,
"Rel_Low": 0.00026293701824251864,
"Rel_Close": 0.002649813006899806
},
{
"Datetime": "2026-01-30T20:35:00",
"is_anchor": false,
"Rel_Open": 0.002649... |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.