depth capture regime

Capture regime of the symbol-day's depth tape, stamped once per day: live is our own recorded L2 stream (2026-07-26 onward), chd is the vendor's depth (the repaired May and June 2026 window and the 2026-08-20 exception), none means the day has no sound depth, so every depth reading on it is Absent. Absent on Hyperliquid, which is not classified.

Observed: stamped once for the whole symbol-day from the capture era
Unit: label
States: none, chd, live

Example: A recorded state of "live" is one of the exact states this reading can hold.

Use in Research

Technical details

Field ID

feature.depth_source

Valid query operators

is, is any of

Editable query preset

This preset is a starting point, not a recommendation. Edit it before running the search.

{
  "schema_version": "research_query.v2",
  "normalization_version": "archive_normalization.v1",
  "feature_version": "feature_defs.v1",
  "target": "record_occurrences",
  "where": {
    "all": [
      [
        "feature.depth_source",
        "eq",
        "live"
      ],
      [
        "times.anchor_time",
        "gte",
        "2025-07-15T00:00:00.000Z"
      ]
    ]
  },
  "sort": [
    "times.anchor_time",
    "desc"
  ],
  "page": {
    "limit": 5,
    "cursor": null
  }
}

The search reports how often the record held this condition and what followed. It does not decide whether an idea works.

Read alongside

Order-book imbalance feature.book_imbalance
book capture regime feature.book_source
cost of buying 100k from the book feature.depth_cost_ask_100k_bps
cost of selling 100k into the book feature.depth_cost_bid_100k_bps
normalized spread feature.spread_norm
order-book imbalance rank feature.book_imbalance_pctrank