Check the data clocks
Separate price, candle, open-interest and model times before reading a level.
In this article 5 sections
One chart, several clocks
Quotes, candles, open interest and models update on different schedules. Read each timestamp separately.
A put wall approached from below
Review SPY’s $760.00 test and a completed-candle plan.
Choose a checkpoint for 1-minute detail. Later prices stay hidden.
Watch the approach. A put wall does not guarantee support.
Historical review. Plans are hypothetical; fills, delivered signals and a trading edge are not proved.
- Context
- Preopen walls: call $770.00, put $760.00. XNAS.ITCH prices approached from below. The 15-minute-delayed model was stale; alerts were suppressed. Pause until model timing and a fresh broker quote are verified. No order was authorized.
- Wait for
- Wait for the 10:20–10:24 block to finish. It tested $760.00 and closed $759.40; the hypothetical condition is known at 10:25 ET.
- Execution
- Hypothetical sell-limit reference: $759.40 after 10:25; no fill assumed. Verify quote, spread and borrow. Size ≤ floor(risk budget / $0.71), further capped by buying power and borrow, with costs reserved. No order was submitted.
- Invalidation
- Stop reference $760.11: $0.01 above the completed $760.10 high. Reference risk is $0.71 per share; this is an illustration, not a calibrated rule or guaranteed fill.
- Management
- 1R target: $758.69. Confirm broker acceptance and position state; manage only an actual fill. Spreads, slippage, gaps and fees affect exits. No option or futures payoff is inferred.
The 10:29 range contained $758.69, observable at 10:30. Price did not reach $760.11 afterward. No entry or exit fill is proven; no realized P&L follows.
Source, timestamps & selection
- Candles
- Databento XNAS.ITCH · venue OHLCV, not consolidated SIP volume. These are venue bars, not a consolidated market tape.
- Model source
- Tradier sandbox · original archived native model. Source delay: 900 seconds.
- Model built
2026-09-10T11:01:00.870180+00:00- First recorded
2026-09-10T11:03:54.609730+00:00- Open interest timestamp
- Unknown. No point-in-time open-interest clock was supplied.
- Evidence limit
- A local producer cycle recorded this model before the cash open. The producer log is mutable and has no independently sealed receipt. The first and selected records report stale=true and alerts_suppressed=true; no enabled alert, trader broadcast or execution is proved. Exact OI availability is unknown. The chart uses a different price provider. Bar-end times are the earliest theoretical observation times after a minute closes, not proven client delivery times.
- Why this day
- Four editorial examples selected after reviewing all 12 SPY/QQQ/IWM sessions from September 8–11, 2026. Hindsight selection is explicit. Untouched levels, recrossings and the invalidation-first case remain visible; no hit rate or predictive performance is claimed.
The producer record is mutable. “First recorded” describes the recorded archive; it is not proof that a trader received the same levels at that instant.
Archive fingerprints
- resource-case-study-census.json
af9379d9eb6802044356957fd6cf9a96b203eb57bddafd844c2d56ebf679de85 - cycles.parquet
c7ff45da2a4ddd432d1dec3763bf6a065c46d8f0430327d3adde618d38b0f4b9 - contracts-SPY.parquet
b7393e04904dc43c15265ab9c003a4cc166e3f2061685ad080f82dddfcbbb36e - SPY-preview.json
4b9a7844f626916b43816b53b61761a5cc0d629c74dcd99d7ca461f7bf3b0065
Explore the concept with a simplified model
Read status first
Check provider, as-of time, delay and coverage. Stale or missing inputs limit every dependent metric.
- Live: within that source’s freshness policy.
- Delayed: behind the market by the stated amount.
- Stale: older than the expected update interval.
- Unavailable: no valid value supplied.
Fresh price, older model
A fictional page at 10:02 ET may show a 10:01 quote, a candle ending 10:00, prior-session open interest and a 09:20 model. These are four separate clocks.
Streaming price does not refresh open interest. Historical evaluation also needs the input version and corrections actually available at the decision time.
When an input fails
Missing or invalid market output must be clear. A labeled demo can teach controls; it must never silently replace a failed market source.
Sources and editorial notes
Read the primary references and editorial policy
Published by GEXfreak. Prism by GEXfreak is the product described in these guides. Definitions reference the primary sources below; examples and tool-selection checklists are GEXfreak’s own illustrations. This is product education, not independent investment research.
These sources explain options mechanics and data. They do not endorse Prism or validate the predictive value of its levels. Undated pages are marked below; the checked date is when the source was reviewed.
- Market Data — Options Industry Council (OCC). Publication date not stated. Checked .
- Frequently Asked Questions — Cboe DataShop. Publication date not stated. Checked .
For the product’s calculation and data boundaries, read Prism’s methodology.
Check your chart’s clocks.
Open source details and compare each timestamp.
Demo values are fictional. Create an account to save your layout; review current access conditions on the pricing page.