Data & Markets

Data ownership

StockVyze currently uses Massive for the selected U.S. market-data lane. PostgreSQL stores canonical settled daily history. A bounded in-process hot window accelerates recent reads, while deeper formulas load only the required PostgreSQL tail. Tiingo remains an explicit rollback/comparison provider.

The application provides:

• split-adjusted daily OHLCV;
• session-aware current prices and intraday charts;
• company profiles, fundamentals, and normalized quarterly statements;
• technical indicators calculated from the selected real price series.

Symbol search and scan universes

Symbol search uses the active U.S. listing catalog. Catalog identity is independent of market cap, fundamentals, candle history, and scan eligibility. A listing can therefore be searchable and chartable even when it does not qualify for the default market scan.

Broad identities

• u:us-stocks: active common stocks, common ADRs, preferred stocks, units, and structured products.
• u:us-etfs: active ETFs, funds, ETNs, exchange-traded vehicles, and single-security ETFs.

These IDs describe membership. They do not put every symbol or every historical bar in RAM, and they do not promise that every member has enough stored history for every formula. Broad scans report their effective date and actual included/dropped coverage.

Warrants and rights are excluded from these broad universes. A known warrant or right may still be opened directly when the catalog and provider can resolve it.

Tradable market

u:market is the default operational scanning universe, not the complete listing catalog.

Its stock leg contains active common stocks and common ADRs with:

• adjusted close of at least $5;
• fresh provider market cap of at least $500M;
• average volume of at least 100,000 shares.

The bulk financial-ratios feed is preferred. When it omits an otherwise eligible stock, the market builder can use the provider's point-in-time company overview for market cap and average the stock's available bars across the latest 20 market sessions for volume. A newly listed stock can qualify from the real sessions it has; missing bars are not invented.

Its exchange-traded-product leg contains the broad ETF/fund/ETN types with:

• adjusted close of at least $5;
• finalized target-day volume of at least 100,000 shares;
• no fixed top-N cap and no company-market-cap requirement.

If neither provider source has a usable market cap, the stock stays out of market without disappearing from search or us-stocks.

The retained u:us-all-liquid, u:us-1b-plus, and u:etf-major IDs keep their existing meanings for saved-source compatibility.

Price history and formulas

Recent formulas normally use the hot window. A formula requiring more retained bars, such as sma(600), loads a bounded canonical PostgreSQL tail.

History is never fabricated:

• a mature listing can calculate a long lookback when enough real bars exist;
• a recent listing returns unavailable for a lookback longer than its life;
• unavailable symbols are dropped with coverage reported, or fail in strict mode.

The catalog does not bulk-download history for every listing. Opening a catalog-only symbol may use the existing bounded one-symbol backfill path and persist real provider bars.

Dates, sessions, and freshness

Default scans use the latest completed EOD unless a live session is explicitly requested. Always check the displayed effective date before comparing a scan with a broker or a live chart.

During the regular session, StockVyze uses provider REST snapshots rather than a streaming NBBO/order-book feed. Poll cadence, session selection, and the displayed valuation point can therefore differ from a broker's executable quote. Use a broker for order-entry truth.

After the closing bell, an exact-date adjusted provider response may update what users see before canonical settlement finishes. Provisional versus settled is an internal process; the UI exposes the effective date and warns only when the best available value is stale.

Coverage and performance

Scan results include alignment metadata:

• requested symbols;
• included and dropped symbols;
• coverage percentage;
• effective anchor date;
• the cache/PostgreSQL route used.

The hot cache follows u:market. Broad identity universes are loaded from PostgreSQL on demand and are not added to the realtime sweep merely because they exist.

For faster formula iteration, start with a short watchlist and then run the validated formula against the desired universe.

Fundamentals

Fundamental data is independent of listing identity and candle coverage. Company fundamentals may lag while the provider ingests filings. ETFs and non-standard listings often have limited or inapplicable company-statement fields.

A missing market cap or financial ratio is represented as unavailable, not zero. Filters such as f.market_cap > 500M naturally exclude unavailable values.

Symbol conventions

Use the current U.S.-listed symbol:

• AAPL — Apple
• TSM — Taiwan Semiconductor ADR
• SPY — SPDR S&P 500 ETF

Class-share symbols use the canonical provider/application form, such as BRK.A, BRK.B, GOOG, and GOOGL.

Use Cmd+K to search by symbol or company name. If a listing is searchable but not in market, open it directly or use a broad identity source.

Known limits

• OTC and international primary listings are not part of the selected U.S. catalog.
• Delisted symbols are not part of current-universe membership.
• Historical point-in-time scans use current universe membership unless a separate historical membership source exists.
• Newly listed symbols cannot satisfy lookbacks longer than their real history.
• Daily history is split-adjusted under the selected Massive basis; changing provider or adjustment basis requires a deliberate rebuild.

Reporting a data issue

Include:

1. symbol;
2. effective date/session;
3. scan, chart, or formula involved;
4. expected and observed value;
5. whether the comparison source used adjusted or unadjusted prices.

This is enough to trace the provider response, canonical PostgreSQL row, alignment decision, and serving route.