Reference

Timed Trading — Data Dictionary

Practical eng reference for live KV blobs, API ticker fields, D1 tables, sessions, entitlement tiers, and central Discord/digest payloads.

Sources: price-data-pipeline rules, CONTEXT, shared-price-utils, feed outputs, price-stream, api.js, d1-schema, mirror-kernel, alerts, KV/D1 skills. TBD means not pinned from code — do not invent.

1. KV namespaces

Binding	Purpose
`KV`	Auth + sessions (`session:<sid>`, `user:<id>`)
`KV_TIMED`	Ticker snapshots + live state (`timed:*`)
`KV_TIMED_TRAIL`	5m bar trail for Markov (`trail:<TICKER>:<bucket_ts>`)
`KV_MODEL_CONFIG`	Operator model knobs (`model_config:gates`, `model_config:overlays`)

Prod reads need --env production. KV is eventually consistent (~60s).

2. `timed:prices` (KV_TIMED) — live price aggregate

2.1 Blob envelope

Name	Type/shape	Meaning	Owner/writer	Readers	Freshness / invariants	Do not confuse with
`timed:prices`	JSON object	Universe live quotes	tt-feed REST cron; PriceStream DO	`/timed/prices`, `/timed/all` overlay, health, SL feed, client poll	Writers must never omit per-row `q_ts`/`p_ts`; blob-level fields must survive partial DO rewrites	`timed:latest:<T>`; `timed:all` / snapshot
`.prices`	`{ [SYM]: row }`	Per-symbol short-key rows	Same	All consumers unwrap `.prices`	Always unwrap: `(await get)?.prices \|\| {}`	Top-level of the blob
`.updated_at`	number (ms)	Blob write time	Feed cron / DO flush	Health, notify hub	Poll freshness only — not value freshness	Per-row `t`, `q_ts`, `p_ts`
`.ticker_count`	number	Count of symbols in `.prices`	Feed cron	Ops / logs	—	Universe size in `SECTOR_MAP`
`._source`	string	Writer path label	Feed cron	Logs	TBD exact enum values	—
`.stale_symbols`	string[] (capped ~30)	Samples still stale after sweep	Feed cron	`/timed/health`, watchdog	Cleared / suppressed when market closed; DO must preserve on rewrite	Per-row missing `q_ts`
`.stale_symbol_count`	number	Full stale count	Feed cron	Health / watchdog	Same session gating as `stale_symbols`	`valueStaleCount` (writer-independent)
`.market_open`	boolean	RTH open flag at last write	Feed cron	Overlay / UI	DO preserves on rewrite	Client `isNyRegularMarketOpen()`

2.2 Per-symbol short keys

Name	Type	Meaning	Owner/writer	Readers	Freshness / invariants	Do not confuse with
`p`	number	Headline / RTH session price. Outside RTH for equities = today’s RTH close; live EXT print is `ahp`	REST + stream DO	Overlay, movers, SL	During RTH, live last; outside RTH must not become AH print	`ahp`; scoring `price`/`close`
`pc`	number	Previous regular-session close	REST + stream	Day change, overlay `prev_close`	Session-closed: preserve when TD zeros day fields	`p` (today close)
`dc`	number \| null	Day change $ (`p - pc`)	REST + stream	Overlay → `day_change`	Prefer TD native change; preserve when market closed if TD zeros	`ahdc`
`dp`	number \| null	Day change %	REST + stream	Overlay → `day_change_pct`, RTH movers	Same preserve rules as `dc`	`ahdp`; never raw UI `dailyChgPct` without `getDailyChange`
`dh` / `dl` / `dv`	number	Daily high / low / volume	REST + stream	`_live_daily_*`	—	Candle OHLC in D1
`t`	number (ms)	Poll / flush timestamp	Every writer tick	Legacy tick freshness only	Must not gate display freshness	`q_ts`, `p_ts`
`q_ts`	number (ms)	Vendor quote receipt stamp	REST: jittered `now`; stream: event `lastTs`; merge never regresses	`isPriceValueFresh`, client, health	Mandatory; jitter prevents batch lockstep aging	Vendor `trade_ts`; poll `t`
`p_ts`	number (ms)	Last time `p` actually moved	Writers on price change; merge never regresses	Freshness gates (with `q_ts`)	Mandatory	`q_ts` (receipt ≠ price move)
`ahp`	number	Extended-hours last print	REST/stream only when `!isNyRegularMarketOpen()`	EXT movers	Never write during RTH	`p`
`ahdc` / `ahdp`	number	EXT change $ / % vs RTH close	Same as `ahp`	`_ah_change*`	Same RTH gate; crypto excluded from EXT row UI	`dc`/`dp`
`session`	string (optional)	Vendor session hint	Some tick paths	Client tick day-change	Bare WS ticks often omit	Blob `.market_open`
`trade_ts`	number (optional)	Vendor last-trade time	REST parse	Forensics	Not used as `q_ts` after 2026-07-28 TD quantization fix	`q_ts`

2.3 Freshness constants

Name	Value	Meaning
`PF_FRESH_MS`	10 min	RTH value-fresh window
`VALUE_STALE_PAGE_GRACE_MS`	10 min	Extra grace before Discord/health page (≥20 min stale)
`PF_VALUE_FRESH_MS_CLOSED`	26 h	Outside-RTH value-fresh window
`PF_STALE_JITTER_MAX_MS`	8 min	REST `q_ts` jitter window
Page threshold	≥40 symbols value-stale in RTH/preopen	`price_value_freshness` + `/timed/health`

Invariant: Stream DO must own every symbol present in timed:prices or DO rewrite can clobber cron q_ts on orphans.

3. Other critical KV blobs

Name	Type/shape	Meaning	Owner/writer	Readers	Freshness / invariants	Do not confuse with
`timed:latest:<TICKER>`	Large JSON (~150–200 KB)	Full scoring payload	Scoring / ingest / rescore (tt-engine)	Rails, admin, hydrate	Stale if scoring skip/OOM; not a live price source	Slim index `timed:all:snapshot`
`timed:all:snapshot`	Slim JSON index	Universe index for `/timed/all` fast path	Scoring tail	`/timed/all`, options/desk	Must pass max-age at read	Full payload in `timed:latest:*`
`timed:all`	`{ data, updated_at }`	Dashboard universe map (micro-cache)	`/timed/all` assembly	Pages UI	5-min fast path must `overlayTimedPricesRow`	`timed:all:snapshot`
`timed:investor:scores`	Object keyed by ticker	Investor kanban / scores	Investor compute cron	Investor UI	Purge must clear companion keys	`/timed/all` trader graph
`timed:investor:rank`	Ranked list	Investor rank order	Scoring cron (~*/5)	Investor dashboard	Single-ticker rescore does not refresh this	Trader `rank` on snapshot
`timed:capture:latest:<T>`	JSON	Latest ingest capture	`POST /timed/ingest-capture`	Market internals, local smoke	Best local exercise path	`timed:latest:` scoring blob
`timed:capture:trail:<T>`	JSON array	Short capture history	Ingest	Internals	TBD retention	D1 `timed_trail`
`timed:cloud-pivot:desk`	Desk JSON	Cloud Pivot desk state	Scoring tick only	`/timed/plays/today`	Gate on `scanned`; no empty fallback writes	Action rings
`timed:opt-dt-actions`	Action ring (cap 500)	Index option day-trade paper actions	Options DT engine	Portfolio DT P&L, coverage	Include TRIM in round accounting	`account_ledger`
`timed:opt-dt-book:<signalId>`	Book JSON	Open DT paper book per signal	DT engine	Mirror / UI	—	`timed:opt-dt-carry:<T>`
`timed:opt-dt-carry:<T>`	Carry JSON	Per-underlying carry / book pointer	DT engine	Re-entry / lean	—	Mirror row
`timed:opt-dt-mirror:<signalId>`	Mirror state	Broker mirror flags	options-auto-mirror	Coverage, reconcile	—	`timed:opt-dt-mirror-log`
`timed:opt-dt-mirror-log`	Log ring	DT mirror attempt outcomes	Mirror + coverage	`model_broker_coverage`	Entry declines with reason are terminal	Per-signal mirror key
`timed:opt-dt:last-close:<T>`	stamp	Last DT close for re-entry cooldown (10 min)	DT engine	Entry gate	—	Reduce-unreconciled keys
`timed:opt-dt:reduce-unreconciled`	map	Fired reduces not yet reconciled	Mirror Stage 5b	Health	Keys off `reconcile` state	Partner-close keys
`timed:brief:claim:{date}:{type}`	claim	Daily brief generate lease	Brief cron	Brief cron	Prevents double evening email race	`daily_briefs` D1 row
`bridge:client:recent`	ring	Bridge order dispatch ring	Broker bridge client	Coverage, catch-up	Records model qty; accepted_qty separate	D1 `mirror_order_attempt`
`timed:trades:all`	array (legacy/cache)	Paper trade list used by feed SL loop	Trade simulation	Feed SL breach	Prefer D1 `trades` for authority	D1 `trades`
`timed:cache:candle-tf-counts`	counts JSON	Candle coverage gaps (1h TTL)	Candle ingest helpers	Onboard / gap detection	Bust with ingestion-status	Scanning `ticker_candles` GROUP BY

4. API ticker / score fields

Used by /timed/all, /timed/prices consumers, cards, rails. Live + proprietary fields are tier-gated (Section 7).

4.1 Price + day-change aliases

Name	Type	Meaning	Owner/writer	Readers	Freshness / invariants	Do not confuse with
`price` / `close`	number	Snapshot / RTH close fields	Scoring + overlay	Headline outside RTH	Outside RTH overlay sets `close = pf.p` when value-fresh	`_live_price`; `ahp`
`_live_price`	number	Live feed overlay of `p`	overlay / client merge	RTH headline when fresh	Gated by `q_ts`/`p_ts`	EXT print
`_live_prev_close`	number	Overlay of `pc`	Overlay	`getDailyChange` source 1	—	Scoring `prev_close`
`prev_close` / aliases	number	Prior close aliases	Server must emit aliases	`getDailyChange` chain	Prefer live pc; heal splits	`pc` short key only in prices blob
`day_change` / aliases	number	Day $ change aliases	Overlay / snapshot	Fallback only — UI must recompute via `getDailyChange`	Do not trust blindly	`ahdc`
`day_change_pct` / aliases	number	Day % aliases	Same	Same	Same	`ahdp`; raw `dailyChgPct`
`_ah_price` / `_ah_change*`	number	EXT overlay	Overlay when `!marketOpen`	EXT movers row	Cleared during RTH; crypto excluded	Headline price
`_rth_session_close`	number	Client merge lock of RTH close	Frontend merge	Headline outside RTH	—	`prev_close`
`_quote_receipt_ts`	number	Client alias of `q_ts`	Overlay	`getPriceReceiptAgeMs`	Never use poll `t`	`_price_updated_at`
`_price_value_ts`	number	Client alias of `p_ts`	Overlay	Freshness	—	`_price_updated_at`
`_price_updated_at`	number	Max of blob/updated + receipt stamps	Overlay	Age labels	Not the sole freshness gate	`scored_at`

Rule: getDailyChange(t) in react-app/shared-price-utils.js is the only allowed daily-change computation for UI. Prefer (headlinePrice − prevClose).

4.2 Proprietary / model fields (redacted for Member + anon)

Name	Type	Meaning	Owner/writer	Readers	Notes
`rank` / `score` / `dynamicScore` / `conviction` / `entry_quality`	number	Ranking / conviction	Scoring	Pro+ UI	In `PROPRIETARY_SNAPSHOT_FIELDS`
`sl` / `tp` / `tp1..3` / `targets` / …	number / obj	Stops & targets	Scoring / plan	Pro+	Redacted for free/anon
`kanban_stage` / `trade_plan` / `regime_forecast`	string / obj	Stage + plan	Scoring	Rails	—
`_breakout_watch` / `breakout`	obj	Breakout watch badge	Scoring	UI	Field contract tested vs worker
`_news_summary`	obj/string	News stamp from D1	Scoring cron	Rank context	—
`_journey`	obj	Journey phases	Scoring	Journey UI	Redacted Members
`investor_score` / breakdown	number / obj	Long-term score	Investor compute	Investor page	Via investor KV more than `/timed/all`
`tf_tech`	multi-TF obj	Multi-TF tech bundle	Scoring	Charts / ST	Large; missing W/M → backfill
`rootStrategy`	obj	Mode / confluence	Scoring	Verdict	—
`_redacted`	boolean `true`	Snapshot stripped for tier	`redactTickerSnapshot`	Clients	Presence means prices+scores removed

Live price field set stripped together with proprietary set for unentitled tiers — see LIVE_PRICE_SNAPSHOT_FIELDS / PROPRIETARY_SNAPSHOT_FIELDS in worker/api.js.

5. D1 tables (core)

Database: timed-trading-ledger (prod). Schemas are mostly lazy CREATE TABLE IF NOT EXISTS; worker/d1-schema.sql is the documented baseline.

5.1 Trades / paper / ledger

Name	Type/shape (key columns)	Meaning	Owner/writer	Readers	Freshness / invariants	Do not confuse with
`trades`	`trade_id` PK; ticker, direction, entry_/exit_, status, trimmed_pct, pnl, setup_, …	Short-term model / paper trades	Trade simulation / kanban	Portfolio, autopsy, coverage, CIO	Live rows typically `run_id` null/empty	`backtest_run_trades`; `investor_positions`
`trades.shares` / `notional`	REAL	Size fields	Backfill / entry writers	Account summary, Size column	DDL site TBD	Options DT contracts
`trade_events`	event_id PK; trade_id, type, price, qty_pct_*	Trade lifecycle events	Simulation	Autopsy / ledger rebuild	Unique (trade_id, type, ts)	Mirror order attempts
`positions`	position_id PK; ticker, direction, status, qty, cost_basis, SL/TP	Execution adapter position rows	Simulation / sync	Catch-up, share backfill	`position_id` often == `trade_id`	`investor_positions`; `model_position`
`account_ledger`	ledger_id; mode (trader/investor/day_trade); cash_delta; balance	Cash + realized P&L books	Ledger writers per book	Portfolio equity curves	Day Trader sleeve uses `mode=day_trade` + $25k start	Option DT actions only in KV ring
`data_audit_log`	audit_id; op, scope, caller, rows_affected	Forensic log of destructive ops	Best-effort helpers	Ops forensics	Never throws into caller path	Broker audit rings
`alerts`	alert_id; ticker, side, rank, discord_sent, payload_json	Alert ledger / dedupe	Alert pipeline	Discord status / dedupe	Unique ticker+ts	Discord webhook embeds

5.2 Investor

Name	Key columns	Meaning	Owner/writer	Readers	Notes
`investor_positions`	id PK; ticker, status, shares, cost_basis, avg_entry, peak_price, thesis*, …	Long-term book	Investor compute / DCA / rebalance	Investor UI, mirror, peak heal	`peak_price` must be SELECTed or MFE trim understates
`investor_lots`	id; position_id; action; shares; price; value; ts; reason	Lot log (buys/sells)	Same	PnL / monthly; chunked fetch (≤80 ids / IN)	D1 100-bind cap

5.3 Universe / candles / captures

Name	Key columns	Meaning	Owner/writer	Readers	Notes
`ticker_index`	ticker PK; first/last_seen	Universe membership	Onboard / scoring	Registry, dead-weight	Every Selected name needs sector + candles + score
`ticker_latest`	ticker PK; ts; kanban_stage; payload_json	D1 fallback cache of latest payload	Scoring tail sync	`/timed/all` fallback	Fingerprint must not store full payload in isolate memory
`ticker_candles`	(ticker, tf, ts) PK; ohlcv; session	Multi-TF OHLCV	Bar cron / live sync / backfill	Charts, scoring, peak heal	Never unbounded GROUP BY
`timed_trail`	(ticker, ts) PK; scores + payload_json	Historical ingest trail	Ingest	Replay / time-travel	Keyset-page large scans
`ingest_receipts`	receipt_id PK; ticker, ts, payload_hash	Idempotent raw webhook receipts	Ingest	Dedup / forensics	—
`ticker_news`	(discovery module)	News facts	news-tracker	Scoring `_news_summary`	—
`ticker_profiles` / `sector_profiles`	profile rows	Fundamentals / sector	Onboard	Rank context	—

5.4 Broker mirror / intents

Name	Key columns	Meaning	Owner/writer	Readers	Freshness / invariants	Do not confuse with
`model_position`	position_id PK; lane; signal_id; qty; status; seq	Entangled-mirror model position	Mirror kernel	Converge / coverage	Sleeve qty derived from fills	Paper KV book
`model_leg`	(position_id, seq); event; remaining_after	Model leg events	Kernel	Reconstruct remaining	Unique (position_id, event, remaining_after)	`trade_events`
`mirror_sleeve`	(position_id, account_id); status; divergence_reason	Per-account sleeve	Kernel	Converge	`broker_account_id` is join key across tenants	Ring row
`mirror_order_attempt`	client_order_id PK; filled_qty; status; reason	Every account order attempt before send	Kernel / bridge	Coverage	Never truncate client_order_id entropy	`bridge:client:recent`
`mirror_dispatch_outbox`	(position_id, seq); status pending	Durable reduce dispatch	Kernel	Cron + converge drain	Phase-2 queue precursor	Broker intents
`broker_intents`	id PK; trade_id; side; qty; status pending; order_json	Deferred reducer places that did not place	`recordBrokerIntent`	Drain cron / heal	Terminal outcomes not stored as pending	Mirror attempts (placed path)

Manifest / sync columns such as broker_remaining_qty, sync_drift_count live on broker-mirror tables — full equity manifest table name TBD (see skills/broker-bridge.md).

5.5 Briefs / CIO / learning

Name	Meaning	Owner	Notes
`daily_briefs`	Morning/evening brief content + prediction levels	Daily brief cron	Claim KV before OpenAI
`daily_market_snapshots`	Per-date macro snapshot	Brief	—
`market_events`	Econ calendar incl. FOMC	Brief / FSD	Curated FOMC snap; purge horizon-bound
`ai_cio_decisions`	CIO approve/reject + outcomes	CIO service	Filter `is_replay=0` for live stats
`learning_proposals`	Loop-2 proposals	Learning	See `skills/learning-loops.md`
`decision_records`	Decision audit	Decision records module	—

Many research/backtest tables exist — omitted here; accuracy over completeness.

6. Session concepts

Name	Type	Meaning	Owner	Readers	Invariants	Do not confuse with
RTH	session	NY regular hours (~09:30–16:00 ET; half-days 13:00)	`isNyRegularMarketOpen()` / market-calendar	Feed writers, overlay, UI	Calendar must match worker + frontend	Extended hours
EXT / AH	session	Pre/post regular session	Feed when `!RTH`	EXT movers row	Hidden during RTH; persists when closed	Headline `p`
PRE	session	04:00–09:30 ET weekday	Client helpers	Tick day-change gating	PRE tick dayChg can be gap vs prev close	RTH day %
Crypto 24/7	symbols	BTCUSD, ETHUSD	Feed + UI	—	No EXT row; excluded from equity value-stale accounting	Equity AH fields
Value-stale exclude	set	SPX, VIX, NDX, … + crypto	feed-outputs	Health	Futures/indices use other lanes	Equity universe

7. Entitlement tiers

Code tier	User meaning	Live prices	Proprietary scores / SL/TP	UI gate
`admin`	Admin / API key locally	Yes	Yes	`_ttIsPro` true (admin)
`pro`	Paying Pro or VIP (VIP collapsed → pro)	Yes	Yes	`window._ttIsPro`
`free`	Member (signed in, never paid) — not a product “free plan”	No	No	`_ttIsPro` false
`anon`	Not signed in	No	No	false

Name	Meaning	Owner	Notes
`canAccessLivePrices(tier)`	`tier ∈ {admin, pro}`	`worker/api.js`	Gates `/timed/prices`, ws-ticket, unredacted `/timed/all`
`redactTickerMapForTier`	Strips live + proprietary fields; sets `_redacted:true`	API assembly	Cache keys include tier bucket
Footer attribution	“Market data powered by Twelve Data”	Frontend	Licensing — required

8. Discord / digest / alert fields

8.1 Transport

Name	Meaning	Owner	Notes
Lane `trade`	Model trade lifecycle → `DISCORD_WEBHOOK_URL`	`notifyDiscord`	Default lane
Lane `general`	Briefs / intel → `DISCORD_GENERAL_WEBHOOK_URL`	Same	Falls back to trade if unset (logged)
Lane `system`	Ops / cron failures → `DISCORD_SYSTEM_WEBHOOK_URL`	Same	Username suffix `• Ops`
`DISCORD_ENABLE`	Must be `"true"`	Env	Otherwise skipped
Embed limits	title <256, field.value <1024, total <6000	Discord API	400 on bust — check worker logs

8.2 D1 `alerts` row

See Section 5.1 — discord_sent, discord_status, discord_error, payload_json, dedupe_day.

8.3 Representative embed payloads

Kind	Typical fields	Lane
Cron failure	title `Cron Failure: {op}`, error text	system
Weekly investor digest	Market Health, Portfolio Summary, Stage Changes, Top Accumulation, Sector Rotation	general
Investor zone / thesis	ticker, Long Term Score, Confidence, RS Rank, Zone Type, Signals, optional AI CIO guidance	trade
Investor open / add / trim	Shares, Price, Value, Stage, Score	trade
Broker coverage clean/fail	title `BROKER COVERAGE · …`	system
Daily brief	Markdown/content from `daily_briefs`	general

Exact field lists for every trade embed variant: TBD (see worker/alerts.js + discord helpers).

9. Related health / watch fields

Name	Location	Meaning
`valueStaleCount` / `valueStaleSymbols`	`/timed/health`	Writer-independent count from `timed:prices` rows
`price_value_freshness`	Cron tombstone / Discord	Pages when ≥40 symbols >20m stale in RTH/preopen
`deployedSha` / `workerRole`	`/timed/health`, `/timed/version`	Deploy verification

10. Biggest gaps still TBD

Full trades column inventory in prod — shares / notional / run_id / trim_price and other ALTERs used in queries but not all present in d1-schema.sql CREATE; confirm with PRAGMA table_info(trades) on prod.
Equity broker manifest table / KV schema — broker_remaining_qty, sync_drift_count, suppress flags; exact storage object not fully traced (skills/broker-bridge.md).
Complete Discord trade open/close embed field map — investor + digest covered; ST entry/exit and options DT embeds need a dedicated pass.
Exhaustive KV key catalog — dozens of timed:opt-dt:*, coo:*, bridge:*, investor stage keys; only operationally critical ones listed.
Research/backtest/calibration D1 surface — intentionally deferred.
timed:latest payload field encyclopedia — tf_tech alone is large; document incrementally via snapshot/rescore skills.

Approximate dictionary entries: ~95. Source: docs/data-dictionary.md.