Generated data alignment
SMTの分析可能期間は両系列の共通時刻のみ。欠損バーは補間しない。 両系列はDatabento。MESの2026-09-18以前の実限月切替は未検証。
| Field | MNQ | MES |
|---|---|---|
| Source | Databento GLBX.MDP3 | Databento GLBX.MDP3 |
| Continuous | True MNQ.c.0 | True |
| Local SMT-source interval | 5m | 5m |
| Rollover | vendor continuous mapping, local forward-only gap adjustment | local forward-only at known 2026-09-18 roll |
| Back adjustment | vendor none; local forward-only | vendor none; local forward-only from known roll |
| Contract column | symbol | symbol |
| Timezone | America/New_York, DST-aware | America/New_York, DST-aware |
| Session | ETH | ETH |
| Coverage | 2025-01-01 18:00:00-05:00 .. 2026-09-25 16:55:00-04:00 | 2025-01-01 18:00:00-05:00 .. 2026-09-25 16:55:00-04:00 |
| Missing volume bars | 0 | 0 |
| Duplicate bars | 0 (loader rejects duplicates) | 0 (loader rejects duplicates) |
Alignment quality
- MNQ-only bars in overlap: 719
- MES-only bars in overlap: 252
- Exact matched bars: 121858
- Timestamp mismatches / unmatched bars: 971
- Missing ratio (union denominator): 0.7905%
- Overlap UTC: 2025-01-01T23:00:00+00:00 .. 2026-09-25T20:55:00+00:00
SMT availability
Computed: 5m, 10m, 15m, 30m, 60m, 90m, 4h, 1d, 1w. Unavailable: {'3m': 'requires source bars dividing 3m; current=5m'}. 5m系列から3mを再構成しない。
取得・ロール・過去スナップショットの詳細は reports/data_specification.md。
元データ・Pine本文はライセンスによりGit管理外。
Data source docs: https://databento.com/docs/examples/symbology/continuous