Recordings
Week 11 — 104 million book updates
The live store was files on the Lightsail host, one UTC day per name. I deleted those copies. This is the layout, plus the one scan that still has counts.
| ws_books_YYYYMMDD.jsonl | Best bid and ask updates. Later gzip. No order sizes in the early files. |
|---|---|
| ws_books_l2_YYYYMMDD.jsonl | Started later. Depth at the ask — was this cheap ticket actually fillable? |
| live.log | LAT_DETAIL rows. Identifiers private; hashes in EVIDENCE.md. |
| Join key | Gamma market id, five-minute slot, side. |
| One scan | 104.5 million BBO updates, 12,929 markets. One stale-ask trigger. Apparent crosses gone in ≤ 0.02s. |
A data point is an update, not a candle and not a fill. Without size, “would I have been filled” stays open even when the price looks cheap. August coverage is missing. The public CSV is anonymized market-resolution accounting — a different object.
I know how to rotate daily JSONL on a VPS and how to count a stream. I cannot replay those days from this site. The files are gone.
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