Data health and honesty

Every data stream has a state:

• Live: data arrives on time.
• Delayed: data is late.
• Stale: data is too old to use.
• Disconnected: no connection.

Tactiq never shows old data as current. A grey candle means minutes are missing from that bar.

Measured, estimated and reasoned

• Measured: says how many cases it used and how it compares with random times.
• Estimated: comes from a model, such as the liquidation heatmap. It is labelled.
• Reasoned: comes from market mechanics, not from a test. It says "reasoned".

How Tactiq avoids flattering itself

• Closed bars only. A reading uses data up to the close. Recomputing 17,472 past 15-minute Flag bars (January to June 2024) from different starting points changed none.
• A random-time baseline for every reading, with a stricter bar for each extra test.
• Costs inside every R.
• No replay of the analyst. Forward tracking only.
• An audit gate of automated checks and fresh-eyes reviews before any release.

Limits

• Binance does not publish the history of the order book or of liquidations. Tactiq collects them live, so they start on the day Tactiq started watching.
• Liquidations are a sample: at most one per second.
• The footprint needs the trades of a bar. After a restart, Tactiq loads the last 24 hours again.
• Older bars lose inputs that exist only for recent bars, such as the footprint and big trades (about a day) and the book (now only).