DATA RECEIPTS
Every feed. Its source.
Its honest state.
UPDATED 2026-08-03 · THIS PAGE IS THE CONTRACT
— FEEDS ON THE TABLE
— LIVE
— IN BUILD — AND LABELED
EVERY DELAY PUBLISHED
Most trading products describe their data in adjectives. We publish the table. Every panel on the terminal is listed here with where the data comes from, how delayed it is, and whether it is live today — including the parts that aren't yet. When something changes, this page changes first.
| FEED | SOURCE | LATENCY / DELAY | STATE |
|---|---|---|---|
| THE METHOD | |||
| The Levels — NQ dealing range, EQ, OTE | Computed server-side per session from NQ front-month bars (public delayed chart feed) — the method’s numbers, never hand-drawn | Delayed minutes · recomputed every 2 min | LIVE |
| THE PRINTS — the published record and its baseline | Each night’s printed levels archived at 22:03 ET, then scored against the tape: objective first, invalidated, or neither — with the driftless random-walk baseline computed per session | Archived at the print · scored once the CME day closes | LIVE |
| THE COMMITMENT — hash chain + Bitcoin anchor | Every record change seals a SHA-256 link chained to the one before it; each new hash is submitted to the public OpenTimestamps calendars for Bitcoin anchoring. Recompute it on the audit page — trust is not required | Sealed within minutes of a print or score · anchored shortly after | LIVE |
| The Penthaus indicator (invite-only TradingView script) | Granted per Corner member on TradingView; publication in progress | n/a | IN BUILD |
| THE GLASS | |||
| THE CASCADE DETECTOR — recognition, not prediction | Coincident forced-flow flag on 1-minute bars: 11 sector SPDRs + SPY/QQQ/IWM for uniformity and dispersion collapse, GLD/TLT/IEF/HYG/LQD for diversifier failure, corroborated by SPY one-way tape or a Nasdaq trade-halt cluster. Core rule requires three consecutive completed minutes. Minute bars ride Yahoo's undocumented v8 chart endpoint — keyless, no SLA, and most likely to throttle exactly during a real event; that dependency is printed on the panel. The final in-progress bar is always discarded. Never blended into THE PRESSURE GAUGE. | Yahoo 1m — measured seconds behind the tape · Nasdaq halts RSS — exchange-published, real-time | LIVE |
| THE PRESSURE GAUGE — conditions, not forecasts | An unweighted count of five conditions in the top quintile of their OWN published history: funding tails (FRED SOFR99−SOFR, since 2018-04), leveraged-fund crowding (CFTC Traders in Financial Futures, since 2016), carry compression (FRED VIXCLS since 1990 — LOW vol reads fragile), mandated cash calls, and credit (FRED HY OAS since 1996). No composite score and no all-clear state, both by design. | FRED T+1 — CFTC T+3–8 — each component prints its own window, lag and as-of date | LIVE |
| — of which: MANDATED CASH CALLS (clearinghouse margin notices) | CME / FICC / OCC advisory notices — the only input carrying genuine forward notice, since a margin increase is a dated cash call on existing positions. Needs a scraper, not an API. | 1–2 business days of notice when live | IN BUILD |
| VIX regime monitor | CBOE delayed-quote feed | 15-minute delayed, 90s refresh | LIVE |
| Index quotes (SPX, NDX, RUT, DJX, VIX, VVIX) | CBOE delayed-quote feed — answers the terminal’s command line; cash indices, labeled as such, never faked as futures | 15-minute delayed | LIVE |
| Vol curve (VIX9D / VIX / VIX3M / VIX6M + SKEW) | CBOE delayed-quote feed; contango/backwardation computed front vs 3M | 15-minute delayed, 2-min refresh | LIVE |
| SPX options desk (expected move, ATM IV, straddle theta, P/C, OI walls, 25Δ skew) | CBOE delayed SPX chain (~29k options), computed server-side; rolls past the settled 0DTE after 16:15 ET | 15-minute delayed, 5-min refresh | LIVE |
| Dealer gamma (net GEX, regime, flip, gamma walls) | Same CBOE chain — naive dealer model (long calls / short puts), all expiries, ±15% strikes. The model's assumptions are stated on the panel, because every GEX number anywhere rests on them. | 15-minute delayed, 5-min refresh | LIVE |
| MACRO — the big board (2s10s, 10Y, 10Y real, broad dollar, Fed balance sheet, 10Y breakeven, CPI YoY, HY credit spread, UMich sentiment) | FRED (St. Louis Fed) keyless CSV — DGS2/DGS10/T10Y2Y/DFII10/DTWEXBGS/WALCL + T10YIE breakevens, CPI YoY (computed), HY OAS credit spread, UMich sentiment — computed server-side | Yields print on a 1-business-day lag; balance sheet is weekly — the panel says so | LIVE |
| COT positioning (ES, NQ, CL, GC non-commercial net) | CFTC Commitments of Traders, public reporting API | Weekly — Tuesday data, Friday release; we say so on the panel | LIVE |
| Earnings calendar — index movers | Nasdaq’s published earnings calendar, filtered to the mega-caps that move NQ/ES — never the whole exchange | Refreshed hourly | LIVE |
| Event horizon (FOMC, NFP, CPI, OPEX, VIX expiry, roll) | Fed + BLS published calendars + exchange schedule rules, computed in ET | n/a — deterministic | LIVE |
| Globex session clock | CME session rules (Sun 18:00 – Fri 17:00 ET, 17:00 daily halt) | n/a — deterministic | LIVE |
| The Month (event calendar × your sessions) | Exchange schedule rules + PUBLISHED agency calendars, computed in ET on-device: the Fed's FOMC list (2026–2027), the BLS CPI schedule (2026 — a published list, never a guessed rule), BLS-published NFP dates where they deviate from first-Friday (Jan 9 / Jul 2 in 2026), OPEX, quad witching, VIX expiry, quarterly roll, weekly claims, month/quarter end. Releases with no published list here (PPI, PCE, GDP) are deliberately NOT generated — the live FinancialJuice calendar carries those. | n/a — deterministic | LIVE |
| THE WIRE | |||
| Headline wire | FinancialJuice (sanctioned widget) | Real-time | LIVE |
| Economic calendar | FinancialJuice (sanctioned widget) | Real-time at release | LIVE |
| SEC filings tape (Form 4, 8-K, 13D) | SEC EDGAR full-text search, linked to the actual filings | Minutes after filing, 2-min cache | LIVE |
| Congress trades tracker | Senate eFD / disclosure APIs — sample cards shown today | Filings carry the STOCK Act's 45-day lag; we say so | IN BUILD |
| Finance-X monitor | Curated 30–50 account list via polling aggregator | 2–5 min poll target | IN BUILD |
| THE PUSH | |||
| Alert rules (event warnings, vol regime, hot headlines, keywords) | Your rules, evaluated in the terminal against the feeds above | Fire on-device while the terminal is open; background push via OneSignal | LIVE |
| Background push triggers (VIX regime change, new 13D) with Corner-first priority routing | Scheduled poller → OneSignal; Corner devices fire first, the floor follows 25s later | Every 5 min · key set, poller deployed; each trigger below is listed with its own state | LIVE |
| THE RANGE PRINTED — the method’s numbers, pushed at the close of the window | Computed by /api/levels off NQ front-month bars, fired by the same 5-minute poller — dealing range, EQ, bias, the OTE pocket and the objective, Corner desks first | Once per session in the 22:03–23:30 ET window, the moment the range is printed | LIVE |
| THE OVERNIGHT — the morning push (VIX · gamma regime · expected move, before the open) | Scheduled weekday composer over the live endpoints (archive snapshot as fallback) → OneSignal, Corner devices 25s first | Weekdays ~07:00 ET · composed from the live endpoints, archive snapshot as fallback | IN BUILD |
| YOUR DESK | |||
| Your desk (accounts, rails, consistency) | Your browser only — localStorage, never uploaded | n/a — local | LIVE |
| The Sheet (pre-market briefing: session, horizon, vol, SPX, gamma, COT, protocol) | Composed on-device from the feeds above — each line inherits its source's state, and the sheet says which feeds are live vs sim | Recomposed every 60s; copyable | LIVE |
| Your Edge (P&L split by dealer gamma regime, vol regime, trade number, session day, protocol compliance) | Your logged trades × the market conditions each was taken in — both stamped and computed on your device, never uploaded. Needs 8 trades to start, 3 per bucket to report. | n/a — local, recomputed on every trade | LIVE |
| The Actuary (survival odds — Monte Carlo over your logged trades × your account rails) | Computed on your device from your own trade log and account settings — resampled history, never uploaded, never a prediction | n/a — local, 4,000 paths, recomputed on demand | LIVE |
| The Protocol (discipline layer: session light, trade log, violation ledger) | Your rules + the event horizon and vol regime above — evaluated on-device, never uploaded | n/a — local, re-evaluated every 10s | LIVE |
| THE CORNER OFFICE | |||
| Corner cohort chat (capped desk room) | Private Discord, verify-gated, opens when the first founding seats fill — an empty room is worse than a waitlist | n/a | IN BUILD |
| Early API access (Corner) | Read endpoints over the same archive that powers /api/history | n/a | IN BUILD |
| Daily market archive (gamma, COT, vol curve, expected move) + /api/history export | Scheduled snapshot after each US close — the Corner "extended history" dataset, growing from day one. The export endpoint requires a Corner/Top Floor seat key (per-member auth ships with the billing portal) | Weekdays 21:30 UTC | LIVE |
The rules we hold ourselves to
- No fake tape. Anything simulated is labeled SIM or SAMPLE on the panel itself, not in a footnote.
- Delays are disclosed, not hidden. Delayed data says so on the panel that shows it.
- Cash is cash. We show cash indices from CBOE and label them cash — we do not dress them up as ES or NQ.
- Public-record intel, honestly framed. Congressional filings lag by law. That's positioning context, not front-running, and our copy says so.
- Your desk is yours. Account balances and rails never leave your device. We couldn't sell them if we wanted to — we don't have them.
Something on this page look wrong? Tell the desk: desk@penthaus.org.