# Data coverage and health Sources are independent operators, not URL counts. A mirror of the same filing adds an access route, not independent financial evidence. Coverage varies by instrument: a provider listed below does not promise every new IPO or ETF. | Surface / entry | Assets and fields | Sources and independence | Failure behavior | |---|---|---|---| | US quotes (`analyze-us`, `us-quotes`) | US stocks/ETFs: price, prior close, day change, range, volume | Nasdaq, Eastmoney, Finnhub, Yahoo, Alpha Vantage, Polygon, Tencent; key-dependent providers require existing credentials | Completeness/freshness-ranked fallbacks; missing requested tickers prevent whole-leg write; incomplete data explicitly flagged | | HK quotes (`analyze-hk`) | HK stocks/ETFs: price, prior close, range, volume | Tencent + Eastmoney cross-check; Stooq and Yahoo fallback | Disagreement is surfaced; OHLC-only Stooq cannot invent a previous close; new IPO coverage may effectively be Tencent-only | | Daily / intraday bars (`bars`, quant, intraday recommendations) | Registered equities, ETFs and underlying indices; OHLCV and sessions | Tencent daily plus asset-specific history providers; intraday provider coverage is separate | Canonical merge rejects conflicts and records them; gaps and stale sessions reported by integrity; no invented bars | | FX (`fx`) | USD/HKD conversion | Frankfurter (ECB), ExchangeRate-API Open, Yahoo | 4h cache; Open API checks base, success and provider age; all routes fail → explicitly stale cache, then explicitly labelled peg estimate; cached-only readers return unavailable when absent | | Fund flows (`fundflow`) | Provider-covered HK/US instruments; daily classified order-size net flows | Eastmoney only (one operator) | `status=unavailable` on empty/failed response, not zero flow; source and latest data date included. This is vendor-classified order flow, not audited institutional cash movements | | Financial statements / fundamentals (`fundamentals`, `filings`) | HK/US issuer periods: revenue, profit, EPS, margins, balance/cash-flow items | Eastmoney for HK/US; SEC XBRL for US (independent access, issuer-reported facts) | Empty Eastmoney result is explicitly unavailable; US exchange-suffix retry is the same source; SEC needs a configured identifying contact, not an API key. ETFs require underlying look-through | | Disclosures / catalysts | US SEC forms, HK announcements, earnings and official event dates | SEC submissions/full-text, Nasdaq/Finnhub mirrors, HKEXnews, Tencent; mirrors do not count as new underlying facts | Source status and publication time retained; date-only mirrors cannot manufacture acceptance times | | Macro (`macro`) | VIX, 10Y yield, DXY, HSI/HSTECH, SPX, Nasdaq Composite, F&G and Fed releases | Stooq/Tencent/Yahoo according to symbol; Cboe official VIX fallback; CNN; Federal Reserve | `coverage` reports each quote's availability/date independently. A current SPX cannot hide stale VIX. New-producer snapshots recheck series dates on brief read and omit bad rows | | Official yield curve (`macro`) | 14 Treasury par maturities from 1 month to 30 years, 10Y−2Y and 10Y−3M in basis points | US Treasury public CSV, independent of Yahoo; also supplies the dated 10Y fallback | No interpolation of missing tenors; same-date spreads only; max 7 calendar-day observation age, explicit dates account for bond holidays | | Personal analyst research (`fundamentals --analysts`) | US issuer recommendation counts and already-reported quarterly EPS estimate/actual/surprise | Existing Finnhub free key; two requests per issuer, cached 24h | Private stdout/ignored cache only; denied/rate-limited/missing states explicit; historical EPS estimates are not forward consensus | | Personal credit spread (`macro --credit-spreads`) | Moody's Baa corporate yield minus 10Y Treasury, percentage points and bps | FRED public CSV, no key required for this download | Private stdout/ignored cache only; observation date/lag preserved; over 7 days is stale; not high-yield OAS | | Volatility structure / tail risk (`macro`) | Cboe VIX (30-day), VIX9D, VIX3M, SKEW; same-session VIX/VIX3M ratio | Cboe official daily CSVs (one independent operator, four series) | Requires latest completed US session; missing prior session means unknown change; mismatched dates mean no ratio. Daily closes, not intraday ticks or return forecasts. Included in brief context; three added indices shown with dates | | News / attention / statements | Per-issuer HK/US headlines, publication times, market flashes; Reddit attention and public-person statements | Tencent, Eastmoney, Google News RSS, Yahoo RSS, 同花顺, Finnhub; DeepSeek/Tavily search; Reddit and individual statement sources | Per-source status, cache windows and evidence timestamps; unavailable is not “no news”. Search requires existing credentials. Attention is not analyst consensus | | Portfolio risk (`portfolio-risk`, `integrity`) | Exposure, concentration, underlying leverage, beta, range/stop checks, cash and P&L reconciliation | Derived from ledger, canonical bars, registry and FX; not another independent data vendor | Missing evidence stays unknown; integrity distinguishes arithmetic errors, quote warnings and rejected bar conflicts | ## Health entry points - `clawock integrity`: ledger conservation, missing quotes, previous-close coverage, dated canonical bars, conflicts and source distribution. Its CLI writes an audit artifact; `portfolio.integrity.check(path)` is the read-only API. - `clawock validate-sidecar macro|sentiment|…`: publication shape and usable coverage gates. Macro accepts partial coverage, but never a new snapshot with zero healthy market quotes. See `publish/artifacts.py` for each sidecar. - `strategies.plugins.morning_scans.Scans`: file freshness, market-session gate, then per-series filtering and coverage in the brief's macro reading. - `ops/system_check.py`: host/configuration, scheduled scan delivery, calendar horizon, benchmark freshness, read budgets and publication checks. - Dashboard data-health card: generated-file freshness, integrity, product delivery and scheduled jobs. A recent file timestamp alone is not proof that all its upstream series worked; inspect the per-source/per-series fields. ## Source contracts and gaps Cboe CSVs are linked from its [historical data page](https://www.cboe.com/tradable_products/vix/vix_historical_data/). Only latest closes, their genuine previous closes and provenance are retained; full downloaded history is not archived by this scanner. Fetches have 10-second timeouts and at most four concurrent macro tasks. No account or subscription is created. Refer to [third-party data](../legal/third-party-data.md) for rights. ExchangeRate-API's [Open API](https://www.exchangerate-api.com/docs/free) updates daily and requires attribution: **[Rates by ExchangeRate-API](https://www.exchangerate-api.com/)**. It replaces exchangerate.host's key-required endpoint. The returned base must be USD and the provider update must be no more than 96 hours old. It is a daily reference conversion rate, not an executable FX quote. Remaining coverage gaps include reliable HK IPO backup quotes, independent order-flow definitions, forward analyst consensus/revisions and publicly redistributable credit spreads. Private credit and historical analyst readings are available through the commands above; the official Treasury curve is public. DXY can remain unavailable during Yahoo throttling; 10Y now has an official fallback. Do not relabel futures, different indices, short interest or news sentiment as substitutes for those fields. A proposed paid route needs instrument coverage, licensing/redistribution terms and a current vendor quote; no subscription, registration or contractual commitment is made by this code. ## Free accounts and low-frequency use The implementation reuses an existing Finnhub key from the environment or the workspace `.api_keys`; it does not create duplicate accounts to increase quota. An analyst query uses two calls per issuer per 24 hours. Missing credentials, 403 entitlement refusals and 429 responses are distinct; no premium endpoint is silently substituted. Free usage can still have personal-use restrictions. - [Finnhub terms](https://finnhub.io/terms-of-service) restrict redistribution of data **and derived results**. New analyst output remains private and is not added to brief contexts, public JSON, historical snapshots or scheduled jobs. - [FRED BAA10Y notes](https://fred.stlouisfed.org/series/BAA10Y) identify Moody's copyright. The private command preserves that series identity and definition; it is not a public dashboard feed. The public CSV needs no FRED API key. - [Treasury data](https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_yield_curve) provide all 14 maturities in one request per macro scan, without registration. The correct path is `/resource-center/data-chart-center/`, not `/resource-center-data-chart-center/`. - [Alpha Vantage](https://www.alphavantage.co/support/#api-key) offers a free 25-request/day key. Its Treasury endpoint works with the existing key, but using one official CSV avoids spending separate calls per maturity. A generic free plan does not entitle every endpoint. - [Twelve Data Hong Kong](https://twelvedata.com/exchanges/xhkg) requires Pro+; its Basic free US quota does not provide general HK coverage. - [EODHD free EOD](https://eodhd.com/financial-apis/api-for-historical-data-and-volumes) advertises one year of history, 20 calls/day and no card requirement. This is a candidate for a separately verified HK close, not an implemented live-price replacement; symbol identity, observation time and account entitlement still require an actual returned quote. These private commands are opt-in and write no `assets/data` output. Cache files live in `.cache/private-market-data/` with mode 0600 and a 24-hour TTL; failed refreshes never masquerade as successful cached reads. Do not copy their results into public artifacts without the relevant redistribution permission.