{ "tool_id": "art-707-tsv-tier-cap-ladder", "note": "Synthetic golden vectors F1-F10 (no external data). F1 first breach no pause. F2 second breach pauses 3 months. F3 affiliate-only breach counts. F4 tier_1 vs tier_2 caps (25 vs 250 bps). F5 75th vs 76th tier_1 symbol. F6 month-end clamp (31 Jan + 3m = 30 Apr). F7 missing ADV = INDETERMINATE. F8-F10 refusals (invalid tier, undeclared venue, duplicated row). golden_hash pinned via node golden-parity.test.mjs --update. human_sign_off: PENDING.", "vectors": [ { "name": "F1_first_breach_no_pause", "note": "First volume breach in a stock requires no action: a single breach day produces no pause window and TRADING as-of (91 FR 60175).", "policy_parameters": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [], "stocks": [ { "symbol": "AAA", "tier": "tier_1", "prior_month_adv_shares": 400000 } ], "daily_volume": [ { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "AAA", "shares": 1001 } ], "as_of_date": "2026-10-11" }, "output_payload": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [], "as_of_date": "2026-10-11", "per_stock": [ { "symbol": "AAA", "tier": "tier_1", "prior_month_adv_shares": 400000, "volume_cap_bps": 25, "daily_cap_shares": 1000, "daily": [ { "date": "2026-10-01", "volume_shares": 1001, "cap_shares": 1000, "breached": true } ], "breach_dates": [ "2026-10-01" ], "prior_breach_dates": [], "breach_count_including_prior": 1, "first_breach_pass_used": true, "pause_windows": [], "paused_as_of": "TRADING" } ], "symbol_count": [ { "date": "2026-10-01", "tier": "tier_1", "distinct_symbols": 1, "symbol_cap": 75, "breached": false } ], "status_as_of": { "AAA": "TRADING" }, "obligations": [], "assumptions": [ "Reset-window assumption: the order states no reset or look-back window for the volume-breach ladder, so the node applies none — the first-breach pass is consumed once per stock across all supplied data (prior_breaches plus the replayed window) and is never restored (91 FR 60175).", "Pause arithmetic assumption: a pause starts on the breach date and the stock may resume trading three calendar months from that date (91 FR 60175), with month-end clamping when the day does not exist (31 Jan + 3 months = 30 Apr); the resume date itself is a trading day (the window is [start, resume_date)).", "Rounding statement (the only rounding): the daily volume cap in integer shares is floor(prior_month_adv_shares x 25/10000) for tier_1 and floor(prior_month_adv_shares x 250/10000) for tier_2 (91 FR 60174); a breach is volume strictly greater than the cap (\"exceeds\"). The floor is the conservative direction — it never inflates a cap.", "Ordering assumption: where a prior breach and an in-window breach share a date, the prior breach is treated as the earlier one.", "Breach-during-pause assumption: a breach date falling inside an existing pause window is still recorded and still triggers its own three-month pause from that date; the order does not address trading that should not have occurred during a pause, so the node records rather than judges it.", "Exclusions: tiers and prior-month ADV are caller-declared — the node performs no LULD Plan lookup and no effective-transaction-reporting-plan lookup (91 FR 60174 defines the ADV denominator as reported by such a plan); a stock with no declared prior-month ADV is reported INDETERMINATE rather than given an assumed ADV; aggregation covers only the declared tsv_id and affiliated_tsv_ids; the node never looks up LULD trading halts. This is an evidence artifact only: it never states or implies that the venue is, or is not, compliant." ], "note": "Evidence replay only: breaches, pause windows and the obligations the order states, computed over caller-supplied data. It never states that the venue is compliant." }, "golden_hash": "b7ab04c8e209ea4ff4148942114963a00ac47a6dd5b47bf4fa88da4f3520eece" }, { "name": "F2_second_breach_pauses_three_months", "note": "The second breach in the same stock forces an immediate three-month pause from the breach date; as-of inside the window reports PAUSED_UNTIL (91 FR 60175).", "policy_parameters": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [], "stocks": [ { "symbol": "AAA", "tier": "tier_1", "prior_month_adv_shares": 400000 } ], "daily_volume": [ { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "AAA", "shares": 1001 }, { "date": "2026-10-05", "tsv_id": "TSV-A", "symbol": "AAA", "shares": 2000 }, { "date": "2026-10-06", "tsv_id": "TSV-A", "symbol": "AAA", "shares": 1 } ], "as_of_date": "2026-10-11" }, "output_payload": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [], "as_of_date": "2026-10-11", "per_stock": [ { "symbol": "AAA", "tier": "tier_1", "prior_month_adv_shares": 400000, "volume_cap_bps": 25, "daily_cap_shares": 1000, "daily": [ { "date": "2026-10-01", "volume_shares": 1001, "cap_shares": 1000, "breached": true }, { "date": "2026-10-05", "volume_shares": 2000, "cap_shares": 1000, "breached": true }, { "date": "2026-10-06", "volume_shares": 1, "cap_shares": 1000, "breached": false } ], "breach_dates": [ "2026-10-01", "2026-10-05" ], "prior_breach_dates": [], "breach_count_including_prior": 2, "first_breach_pass_used": true, "pause_windows": [ { "start": "2026-10-05", "resume_date": "2027-01-05", "trigger": "subsequent volume breach — the TSV must immediately pause trading in this Tokenized NMS Stock for three months, affiliated TSVs included (91 FR 60175 and fn. 75)", "obligations": [ "Immediately notify TSV Participants of the pause in trading through any regular means of communication (91 FR 60175-76).", "Amend the TSV’s public Notice within five business days of the pause (91 FR 60175-76)." ] } ], "paused_as_of": "PAUSED_UNTIL 2027-01-05" } ], "symbol_count": [ { "date": "2026-10-01", "tier": "tier_1", "distinct_symbols": 1, "symbol_cap": 75, "breached": false }, { "date": "2026-10-05", "tier": "tier_1", "distinct_symbols": 1, "symbol_cap": 75, "breached": false }, { "date": "2026-10-06", "tier": "tier_1", "distinct_symbols": 1, "symbol_cap": 75, "breached": false } ], "status_as_of": { "AAA": "PAUSED_UNTIL 2027-01-05" }, "obligations": [ "Volume ladder (91 FR 60175): after the first time a TSV exceeds the volume threshold in a given Tokenized NMS Stock, each subsequent exceedance requires the TSV to immediately pause trading in that stock for three months, and affiliated TSVs must accordingly pause trading in the same stock (fn. 75). The first exceedance itself required no action beyond not exceeding the thresholds going forward.", "Pause record (91 FR 60175-76): each time the TSV has paused trading in a Tokenized NMS Stock in connection with the volume threshold — TSV-initiated or pursuant to the condition — it must immediately notify its TSV Participants through any regular means of communication and amend its public Notice within five business days." ], "assumptions": [ "Reset-window assumption: the order states no reset or look-back window for the volume-breach ladder, so the node applies none — the first-breach pass is consumed once per stock across all supplied data (prior_breaches plus the replayed window) and is never restored (91 FR 60175).", "Pause arithmetic assumption: a pause starts on the breach date and the stock may resume trading three calendar months from that date (91 FR 60175), with month-end clamping when the day does not exist (31 Jan + 3 months = 30 Apr); the resume date itself is a trading day (the window is [start, resume_date)).", "Rounding statement (the only rounding): the daily volume cap in integer shares is floor(prior_month_adv_shares x 25/10000) for tier_1 and floor(prior_month_adv_shares x 250/10000) for tier_2 (91 FR 60174); a breach is volume strictly greater than the cap (\"exceeds\"). The floor is the conservative direction — it never inflates a cap.", "Ordering assumption: where a prior breach and an in-window breach share a date, the prior breach is treated as the earlier one.", "Breach-during-pause assumption: a breach date falling inside an existing pause window is still recorded and still triggers its own three-month pause from that date; the order does not address trading that should not have occurred during a pause, so the node records rather than judges it.", "Exclusions: tiers and prior-month ADV are caller-declared — the node performs no LULD Plan lookup and no effective-transaction-reporting-plan lookup (91 FR 60174 defines the ADV denominator as reported by such a plan); a stock with no declared prior-month ADV is reported INDETERMINATE rather than given an assumed ADV; aggregation covers only the declared tsv_id and affiliated_tsv_ids; the node never looks up LULD trading halts. This is an evidence artifact only: it never states or implies that the venue is, or is not, compliant." ], "note": "Evidence replay only: breaches, pause windows and the obligations the order states, computed over caller-supplied data. It never states that the venue is compliant." }, "golden_hash": "e0a344ebcbf3cc3dff6d84131a8abdee50e47b04863f7ccdc80750616e561e22" }, { "name": "F3_affiliate_volume_breach_counts", "note": "A breach driven only by an affiliate’s volume still counts: volume is aggregated across the TSV and its affiliated TSVs (91 FR 60174); each venue alone is at or under the cap, the aggregate breaches.", "policy_parameters": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [ "TSV-B" ], "stocks": [ { "symbol": "BBB", "tier": "tier_2", "prior_month_adv_shares": 100000 } ], "daily_volume": [ { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "BBB", "shares": 1250 }, { "date": "2026-10-01", "tsv_id": "TSV-B", "symbol": "BBB", "shares": 1250 }, { "date": "2026-10-02", "tsv_id": "TSV-A", "symbol": "BBB", "shares": 1250 }, { "date": "2026-10-02", "tsv_id": "TSV-B", "symbol": "BBB", "shares": 1249 } ], "as_of_date": "2026-10-11" }, "output_payload": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [ "TSV-B" ], "as_of_date": "2026-10-11", "per_stock": [ { "symbol": "BBB", "tier": "tier_2", "prior_month_adv_shares": 100000, "volume_cap_bps": 250, "daily_cap_shares": 2500, "daily": [ { "date": "2026-10-01", "volume_shares": 2500, "cap_shares": 2500, "breached": false }, { "date": "2026-10-02", "volume_shares": 2499, "cap_shares": 2500, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" } ], "symbol_count": [ { "date": "2026-10-01", "tier": "tier_2", "distinct_symbols": 1, "symbol_cap": 250, "breached": false }, { "date": "2026-10-02", "tier": "tier_2", "distinct_symbols": 1, "symbol_cap": 250, "breached": false } ], "status_as_of": { "BBB": "TRADING" }, "obligations": [], "assumptions": [ "Reset-window assumption: the order states no reset or look-back window for the volume-breach ladder, so the node applies none — the first-breach pass is consumed once per stock across all supplied data (prior_breaches plus the replayed window) and is never restored (91 FR 60175).", "Pause arithmetic assumption: a pause starts on the breach date and the stock may resume trading three calendar months from that date (91 FR 60175), with month-end clamping when the day does not exist (31 Jan + 3 months = 30 Apr); the resume date itself is a trading day (the window is [start, resume_date)).", "Rounding statement (the only rounding): the daily volume cap in integer shares is floor(prior_month_adv_shares x 25/10000) for tier_1 and floor(prior_month_adv_shares x 250/10000) for tier_2 (91 FR 60174); a breach is volume strictly greater than the cap (\"exceeds\"). The floor is the conservative direction — it never inflates a cap.", "Ordering assumption: where a prior breach and an in-window breach share a date, the prior breach is treated as the earlier one.", "Breach-during-pause assumption: a breach date falling inside an existing pause window is still recorded and still triggers its own three-month pause from that date; the order does not address trading that should not have occurred during a pause, so the node records rather than judges it.", "Exclusions: tiers and prior-month ADV are caller-declared — the node performs no LULD Plan lookup and no effective-transaction-reporting-plan lookup (91 FR 60174 defines the ADV denominator as reported by such a plan); a stock with no declared prior-month ADV is reported INDETERMINATE rather than given an assumed ADV; aggregation covers only the declared tsv_id and affiliated_tsv_ids; the node never looks up LULD trading halts. This is an evidence artifact only: it never states or implies that the venue is, or is not, compliant." ], "note": "Evidence replay only: breaches, pause windows and the obligations the order states, computed over caller-supplied data. It never states that the venue is compliant." }, "golden_hash": "600428b410a3e99a40adc8fd848b7457208db83f67c9da730c42202d9946534c" }, { "name": "F4_tier1_vs_tier2_caps", "note": "Same ADV (1,000,000 shares) under both tiers: tier_1 cap = floor(1,000,000 x 25/10000) = 2,500; tier_2 cap = floor(1,000,000 x 250/10000) = 25,000 — the same volume breaches tier_1 only.", "policy_parameters": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [], "stocks": [ { "symbol": "T1", "tier": "tier_1", "prior_month_adv_shares": 1000000 }, { "symbol": "T2", "tier": "tier_2", "prior_month_adv_shares": 1000000 } ], "daily_volume": [ { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "T1", "shares": 2501 }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "T2", "shares": 2501 } ], "as_of_date": "2026-10-11" }, "output_payload": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [], "as_of_date": "2026-10-11", "per_stock": [ { "symbol": "T1", "tier": "tier_1", "prior_month_adv_shares": 1000000, "volume_cap_bps": 25, "daily_cap_shares": 2500, "daily": [ { "date": "2026-10-01", "volume_shares": 2501, "cap_shares": 2500, "breached": true } ], "breach_dates": [ "2026-10-01" ], "prior_breach_dates": [], "breach_count_including_prior": 1, "first_breach_pass_used": true, "pause_windows": [], "paused_as_of": "TRADING" }, { "symbol": "T2", "tier": "tier_2", "prior_month_adv_shares": 1000000, "volume_cap_bps": 250, "daily_cap_shares": 25000, "daily": [ { "date": "2026-10-01", "volume_shares": 2501, "cap_shares": 25000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" } ], "symbol_count": [ { "date": "2026-10-01", "tier": "tier_1", "distinct_symbols": 1, "symbol_cap": 75, "breached": false }, { "date": "2026-10-01", "tier": "tier_2", "distinct_symbols": 1, "symbol_cap": 250, "breached": false } ], "status_as_of": { "T1": "TRADING", "T2": "TRADING" }, "obligations": [], "assumptions": [ "Reset-window assumption: the order states no reset or look-back window for the volume-breach ladder, so the node applies none — the first-breach pass is consumed once per stock across all supplied data (prior_breaches plus the replayed window) and is never restored (91 FR 60175).", "Pause arithmetic assumption: a pause starts on the breach date and the stock may resume trading three calendar months from that date (91 FR 60175), with month-end clamping when the day does not exist (31 Jan + 3 months = 30 Apr); the resume date itself is a trading day (the window is [start, resume_date)).", "Rounding statement (the only rounding): the daily volume cap in integer shares is floor(prior_month_adv_shares x 25/10000) for tier_1 and floor(prior_month_adv_shares x 250/10000) for tier_2 (91 FR 60174); a breach is volume strictly greater than the cap (\"exceeds\"). The floor is the conservative direction — it never inflates a cap.", "Ordering assumption: where a prior breach and an in-window breach share a date, the prior breach is treated as the earlier one.", "Breach-during-pause assumption: a breach date falling inside an existing pause window is still recorded and still triggers its own three-month pause from that date; the order does not address trading that should not have occurred during a pause, so the node records rather than judges it.", "Exclusions: tiers and prior-month ADV are caller-declared — the node performs no LULD Plan lookup and no effective-transaction-reporting-plan lookup (91 FR 60174 defines the ADV denominator as reported by such a plan); a stock with no declared prior-month ADV is reported INDETERMINATE rather than given an assumed ADV; aggregation covers only the declared tsv_id and affiliated_tsv_ids; the node never looks up LULD trading halts. This is an evidence artifact only: it never states or implies that the venue is, or is not, compliant." ], "note": "Evidence replay only: breaches, pause windows and the obligations the order states, computed over caller-supplied data. It never states that the venue is compliant." }, "golden_hash": "9cab1643f97708104c6608d4c79ce472500f38be8c9651fa6dd001d4a24f9bcf" }, { "name": "F5_75th_vs_76th_symbol_tier1", "note": "Symbol cap tier_1: 75 distinct symbols across the group on a day does not breach; 76 does (91 FR 60174). The breach carries the fn. 74 consequence obligation and no pause.", "policy_parameters": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [], "stocks": [ { "symbol": "S001", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S002", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S003", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S004", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S005", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S006", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S007", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S008", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S009", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S010", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S011", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S012", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S013", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S014", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S015", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S016", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S017", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S018", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S019", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S020", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S021", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S022", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S023", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S024", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S025", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S026", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S027", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S028", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S029", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S030", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S031", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S032", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S033", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S034", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S035", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S036", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S037", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S038", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S039", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S040", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S041", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S042", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S043", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S044", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S045", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S046", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S047", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S048", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S049", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S050", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S051", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S052", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S053", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S054", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S055", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S056", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S057", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S058", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S059", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S060", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S061", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S062", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S063", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S064", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S065", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S066", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S067", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S068", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S069", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S070", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S071", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S072", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S073", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S074", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S075", "tier": "tier_1", "prior_month_adv_shares": 40000000 }, { "symbol": "S076", "tier": "tier_1", "prior_month_adv_shares": 40000000 } ], "symbols_traded": [ { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S001" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S002" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S003" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S004" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S005" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S006" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S007" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S008" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S009" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S010" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S011" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S012" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S013" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S014" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S015" }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "S016" }, { "date": 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[], "paused_as_of": "TRADING" }, { "symbol": "S063", "tier": "tier_1", "prior_month_adv_shares": 40000000, "volume_cap_bps": 25, "daily_cap_shares": 100000, "daily": [ { "date": "2026-10-01", "volume_shares": 1, "cap_shares": 100000, "breached": false }, { "date": "2026-10-02", "volume_shares": 1, "cap_shares": 100000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" }, { "symbol": "S064", "tier": "tier_1", "prior_month_adv_shares": 40000000, "volume_cap_bps": 25, "daily_cap_shares": 100000, "daily": [ { "date": "2026-10-01", "volume_shares": 1, "cap_shares": 100000, "breached": false }, { "date": "2026-10-02", "volume_shares": 1, "cap_shares": 100000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" }, { "symbol": "S065", "tier": "tier_1", "prior_month_adv_shares": 40000000, "volume_cap_bps": 25, "daily_cap_shares": 100000, "daily": [ { "date": "2026-10-01", "volume_shares": 1, "cap_shares": 100000, "breached": false }, { "date": "2026-10-02", "volume_shares": 1, "cap_shares": 100000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" }, { "symbol": "S066", "tier": "tier_1", "prior_month_adv_shares": 40000000, "volume_cap_bps": 25, "daily_cap_shares": 100000, "daily": [ { "date": "2026-10-01", "volume_shares": 1, "cap_shares": 100000, "breached": false }, { "date": "2026-10-02", "volume_shares": 1, "cap_shares": 100000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" }, { "symbol": "S067", "tier": "tier_1", "prior_month_adv_shares": 40000000, "volume_cap_bps": 25, "daily_cap_shares": 100000, "daily": [ { "date": "2026-10-01", "volume_shares": 1, "cap_shares": 100000, "breached": false }, { "date": "2026-10-02", "volume_shares": 1, "cap_shares": 100000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" }, { "symbol": "S068", "tier": "tier_1", "prior_month_adv_shares": 40000000, "volume_cap_bps": 25, "daily_cap_shares": 100000, "daily": [ { "date": "2026-10-01", "volume_shares": 1, "cap_shares": 100000, "breached": false }, { "date": "2026-10-02", "volume_shares": 1, "cap_shares": 100000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" }, { "symbol": "S069", "tier": "tier_1", "prior_month_adv_shares": 40000000, "volume_cap_bps": 25, "daily_cap_shares": 100000, "daily": [ { "date": "2026-10-01", "volume_shares": 1, "cap_shares": 100000, "breached": false }, { "date": "2026-10-02", "volume_shares": 1, "cap_shares": 100000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" }, { "symbol": "S070", "tier": "tier_1", "prior_month_adv_shares": 40000000, "volume_cap_bps": 25, "daily_cap_shares": 100000, "daily": [ { "date": "2026-10-01", "volume_shares": 1, "cap_shares": 100000, "breached": false }, { "date": "2026-10-02", "volume_shares": 1, "cap_shares": 100000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" }, { "symbol": "S071", "tier": "tier_1", "prior_month_adv_shares": 40000000, "volume_cap_bps": 25, "daily_cap_shares": 100000, "daily": [ { "date": "2026-10-01", "volume_shares": 1, "cap_shares": 100000, "breached": false }, { "date": "2026-10-02", "volume_shares": 1, "cap_shares": 100000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" }, { "symbol": "S072", "tier": "tier_1", "prior_month_adv_shares": 40000000, "volume_cap_bps": 25, "daily_cap_shares": 100000, "daily": [ { "date": "2026-10-01", "volume_shares": 1, "cap_shares": 100000, "breached": false }, { "date": "2026-10-02", "volume_shares": 1, "cap_shares": 100000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" }, { "symbol": "S073", "tier": "tier_1", "prior_month_adv_shares": 40000000, "volume_cap_bps": 25, "daily_cap_shares": 100000, "daily": [ { "date": "2026-10-01", "volume_shares": 1, "cap_shares": 100000, "breached": false }, { "date": "2026-10-02", "volume_shares": 1, "cap_shares": 100000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" }, { "symbol": "S074", "tier": "tier_1", "prior_month_adv_shares": 40000000, "volume_cap_bps": 25, "daily_cap_shares": 100000, "daily": [ { "date": "2026-10-01", "volume_shares": 1, "cap_shares": 100000, "breached": false }, { "date": "2026-10-02", "volume_shares": 1, "cap_shares": 100000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" }, { "symbol": "S075", "tier": "tier_1", "prior_month_adv_shares": 40000000, "volume_cap_bps": 25, "daily_cap_shares": 100000, "daily": [ { "date": "2026-10-01", "volume_shares": 1, "cap_shares": 100000, "breached": false }, { "date": "2026-10-02", "volume_shares": 1, "cap_shares": 100000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" }, { "symbol": "S076", "tier": "tier_1", "prior_month_adv_shares": 40000000, "volume_cap_bps": 25, "daily_cap_shares": 100000, "daily": [ { "date": "2026-10-02", "volume_shares": 1, "cap_shares": 100000, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "TRADING" } ], "symbol_count": [ { "date": "2026-10-01", "tier": "tier_1", "distinct_symbols": 75, "symbol_cap": 75, "breached": false }, { "date": "2026-10-02", "tier": "tier_1", "distinct_symbols": 76, "symbol_cap": 75, "breached": true } ], "status_as_of": { "S001": "TRADING", "S002": "TRADING", "S003": "TRADING", "S004": "TRADING", "S005": "TRADING", "S006": "TRADING", "S007": "TRADING", "S008": "TRADING", "S009": "TRADING", "S010": "TRADING", "S011": "TRADING", "S012": "TRADING", "S013": "TRADING", "S014": "TRADING", "S015": "TRADING", "S016": "TRADING", "S017": "TRADING", "S018": "TRADING", "S019": "TRADING", "S020": "TRADING", "S021": "TRADING", "S022": "TRADING", "S023": "TRADING", "S024": "TRADING", "S025": "TRADING", "S026": "TRADING", "S027": "TRADING", "S028": "TRADING", "S029": "TRADING", "S030": "TRADING", "S031": "TRADING", "S032": "TRADING", "S033": "TRADING", "S034": "TRADING", "S035": "TRADING", "S036": "TRADING", "S037": "TRADING", "S038": "TRADING", "S039": "TRADING", "S040": "TRADING", "S041": "TRADING", "S042": "TRADING", "S043": "TRADING", "S044": "TRADING", "S045": "TRADING", "S046": "TRADING", "S047": "TRADING", "S048": "TRADING", "S049": "TRADING", "S050": "TRADING", "S051": "TRADING", "S052": "TRADING", "S053": "TRADING", "S054": "TRADING", "S055": "TRADING", "S056": "TRADING", "S057": "TRADING", "S058": "TRADING", "S059": "TRADING", "S060": "TRADING", "S061": "TRADING", "S062": "TRADING", "S063": "TRADING", "S064": "TRADING", "S065": "TRADING", "S066": "TRADING", "S067": "TRADING", "S068": "TRADING", "S069": "TRADING", "S070": "TRADING", "S071": "TRADING", "S072": "TRADING", "S073": "TRADING", "S074": "TRADING", "S075": "TRADING", "S076": "TRADING" }, "obligations": [ "Symbol caps (91 FR 60174): Tier 1 Tokenized NMS Stock traded on a TSV cannot exceed 75 symbols and 0.25 percent of the prior month’s average daily share volume; Tier 2 cannot exceed 250 symbols and 2.5 percent. Volume and symbol counts are aggregated across the TSV and its affiliated TSVs.", "Symbol-count breach consequence (91 FR 60175, fn. 74): the stepped-compliance first-breach pass applies only to the volume limitations, not to the limitations on the number of symbols — a TSV that exceeds the symbol number thresholds would not meet the conditions of the TSV Exemption. The order states no pause for a symbol-count exceedance, so this node reports it and imposes none." ], "assumptions": [ "Reset-window assumption: the order states no reset or look-back window for the volume-breach ladder, so the node applies none — the first-breach pass is consumed once per stock across all supplied data (prior_breaches plus the replayed window) and is never restored (91 FR 60175).", "Pause arithmetic assumption: a pause starts on the breach date and the stock may resume trading three calendar months from that date (91 FR 60175), with month-end clamping when the day does not exist (31 Jan + 3 months = 30 Apr); the resume date itself is a trading day (the window is [start, resume_date)).", "Rounding statement (the only rounding): the daily volume cap in integer shares is floor(prior_month_adv_shares x 25/10000) for tier_1 and floor(prior_month_adv_shares x 250/10000) for tier_2 (91 FR 60174); a breach is volume strictly greater than the cap (\"exceeds\"). The floor is the conservative direction — it never inflates a cap.", "Ordering assumption: where a prior breach and an in-window breach share a date, the prior breach is treated as the earlier one.", "Breach-during-pause assumption: a breach date falling inside an existing pause window is still recorded and still triggers its own three-month pause from that date; the order does not address trading that should not have occurred during a pause, so the node records rather than judges it.", "Exclusions: tiers and prior-month ADV are caller-declared — the node performs no LULD Plan lookup and no effective-transaction-reporting-plan lookup (91 FR 60174 defines the ADV denominator as reported by such a plan); a stock with no declared prior-month ADV is reported INDETERMINATE rather than given an assumed ADV; aggregation covers only the declared tsv_id and affiliated_tsv_ids; the node never looks up LULD trading halts. This is an evidence artifact only: it never states or implies that the venue is, or is not, compliant." ], "note": "Evidence replay only: breaches, pause windows and the obligations the order states, computed over caller-supplied data. It never states that the venue is compliant." }, "golden_hash": "f281386034a7b83d8c9a034ffba0441247c02309c0d11e2d585e18efc4163be7" }, { "name": "F6_month_end_pause_arithmetic", "note": "Pause windows clamp to month-end: 2026-01-31 + 3 calendar months = 2026-04-30; 2026-03-31 + 3 = 2026-06-30; the resume date itself is a trading day.", "policy_parameters": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [], "stocks": [ { "symbol": "MMM", "tier": "tier_1", "prior_month_adv_shares": 400000 } ], "daily_volume": [ { "date": "2026-01-15", "tsv_id": "TSV-A", "symbol": "MMM", "shares": 1001 }, { "date": "2026-01-31", "tsv_id": "TSV-A", "symbol": "MMM", "shares": 1001 }, { "date": "2026-03-31", "tsv_id": "TSV-A", "symbol": "MMM", "shares": 1001 } ], "as_of_date": "2026-05-01" }, "output_payload": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [], "as_of_date": "2026-05-01", "per_stock": [ { "symbol": "MMM", "tier": "tier_1", "prior_month_adv_shares": 400000, "volume_cap_bps": 25, "daily_cap_shares": 1000, "daily": [ { "date": "2026-01-15", "volume_shares": 1001, "cap_shares": 1000, "breached": true }, { "date": "2026-01-31", "volume_shares": 1001, "cap_shares": 1000, "breached": true }, { "date": "2026-03-31", "volume_shares": 1001, "cap_shares": 1000, "breached": true } ], "breach_dates": [ "2026-01-15", "2026-01-31", "2026-03-31" ], "prior_breach_dates": [], "breach_count_including_prior": 3, "first_breach_pass_used": true, "pause_windows": [ { "start": "2026-01-31", "resume_date": "2026-04-30", "trigger": "subsequent volume breach — the TSV must immediately pause trading in this Tokenized NMS Stock for three months, affiliated TSVs included (91 FR 60175 and fn. 75)", "obligations": [ "Immediately notify TSV Participants of the pause in trading through any regular means of communication (91 FR 60175-76).", "Amend the TSV’s public Notice within five business days of the pause (91 FR 60175-76)." ] }, { "start": "2026-03-31", "resume_date": "2026-06-30", "trigger": "subsequent volume breach — the TSV must immediately pause trading in this Tokenized NMS Stock for three months, affiliated TSVs included (91 FR 60175 and fn. 75)", "obligations": [ "Immediately notify TSV Participants of the pause in trading through any regular means of communication (91 FR 60175-76).", "Amend the TSV’s public Notice within five business days of the pause (91 FR 60175-76)." ] } ], "paused_as_of": "PAUSED_UNTIL 2026-06-30" } ], "symbol_count": [ { "date": "2026-01-15", "tier": "tier_1", "distinct_symbols": 1, "symbol_cap": 75, "breached": false }, { "date": "2026-01-31", "tier": "tier_1", "distinct_symbols": 1, "symbol_cap": 75, "breached": false }, { "date": "2026-03-31", "tier": "tier_1", "distinct_symbols": 1, "symbol_cap": 75, "breached": false } ], "status_as_of": { "MMM": "PAUSED_UNTIL 2026-06-30" }, "obligations": [ "Volume ladder (91 FR 60175): after the first time a TSV exceeds the volume threshold in a given Tokenized NMS Stock, each subsequent exceedance requires the TSV to immediately pause trading in that stock for three months, and affiliated TSVs must accordingly pause trading in the same stock (fn. 75). The first exceedance itself required no action beyond not exceeding the thresholds going forward.", "Pause record (91 FR 60175-76): each time the TSV has paused trading in a Tokenized NMS Stock in connection with the volume threshold — TSV-initiated or pursuant to the condition — it must immediately notify its TSV Participants through any regular means of communication and amend its public Notice within five business days." ], "assumptions": [ "Reset-window assumption: the order states no reset or look-back window for the volume-breach ladder, so the node applies none — the first-breach pass is consumed once per stock across all supplied data (prior_breaches plus the replayed window) and is never restored (91 FR 60175).", "Pause arithmetic assumption: a pause starts on the breach date and the stock may resume trading three calendar months from that date (91 FR 60175), with month-end clamping when the day does not exist (31 Jan + 3 months = 30 Apr); the resume date itself is a trading day (the window is [start, resume_date)).", "Rounding statement (the only rounding): the daily volume cap in integer shares is floor(prior_month_adv_shares x 25/10000) for tier_1 and floor(prior_month_adv_shares x 250/10000) for tier_2 (91 FR 60174); a breach is volume strictly greater than the cap (\"exceeds\"). The floor is the conservative direction — it never inflates a cap.", "Ordering assumption: where a prior breach and an in-window breach share a date, the prior breach is treated as the earlier one.", "Breach-during-pause assumption: a breach date falling inside an existing pause window is still recorded and still triggers its own three-month pause from that date; the order does not address trading that should not have occurred during a pause, so the node records rather than judges it.", "Exclusions: tiers and prior-month ADV are caller-declared — the node performs no LULD Plan lookup and no effective-transaction-reporting-plan lookup (91 FR 60174 defines the ADV denominator as reported by such a plan); a stock with no declared prior-month ADV is reported INDETERMINATE rather than given an assumed ADV; aggregation covers only the declared tsv_id and affiliated_tsv_ids; the node never looks up LULD trading halts. This is an evidence artifact only: it never states or implies that the venue is, or is not, compliant." ], "note": "Evidence replay only: breaches, pause windows and the obligations the order states, computed over caller-supplied data. It never states that the venue is compliant." }, "golden_hash": "b46c1ad63cdbc275ee5cfe2500a14d7754af15c3b17a9fcca3d6b4957c4c7cd1" }, { "name": "F7_no_adv_indeterminate", "note": "A declared stock with no prior-month ADV has no computable cap (the order defines the cap as a percentage of that ADV, 91 FR 60174): the stock is reported INDETERMINATE, volumes are echoed, no breach is asserted.", "policy_parameters": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [], "stocks": [ { "symbol": "ZZZ", "tier": "tier_2", "prior_month_adv_shares": null } ], "daily_volume": [ { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "ZZZ", "shares": 99999999 } ], "as_of_date": "2026-10-11" }, "output_payload": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [], "as_of_date": "2026-10-11", "per_stock": [ { "symbol": "ZZZ", "tier": "tier_2", "prior_month_adv_shares": null, "volume_cap_bps": 250, "daily_cap_shares": null, "daily": [ { "date": "2026-10-01", "volume_shares": 99999999, "cap_shares": null, "breached": false } ], "breach_dates": [], "prior_breach_dates": [], "breach_count_including_prior": 0, "first_breach_pass_used": false, "pause_windows": [], "paused_as_of": "INDETERMINATE" } ], "symbol_count": [ { "date": "2026-10-01", "tier": "tier_2", "distinct_symbols": 1, "symbol_cap": 250, "breached": false } ], "status_as_of": { "ZZZ": "INDETERMINATE" }, "obligations": [], "assumptions": [ "Reset-window assumption: the order states no reset or look-back window for the volume-breach ladder, so the node applies none — the first-breach pass is consumed once per stock across all supplied data (prior_breaches plus the replayed window) and is never restored (91 FR 60175).", "Pause arithmetic assumption: a pause starts on the breach date and the stock may resume trading three calendar months from that date (91 FR 60175), with month-end clamping when the day does not exist (31 Jan + 3 months = 30 Apr); the resume date itself is a trading day (the window is [start, resume_date)).", "Rounding statement (the only rounding): the daily volume cap in integer shares is floor(prior_month_adv_shares x 25/10000) for tier_1 and floor(prior_month_adv_shares x 250/10000) for tier_2 (91 FR 60174); a breach is volume strictly greater than the cap (\"exceeds\"). The floor is the conservative direction — it never inflates a cap.", "Ordering assumption: where a prior breach and an in-window breach share a date, the prior breach is treated as the earlier one.", "Breach-during-pause assumption: a breach date falling inside an existing pause window is still recorded and still triggers its own three-month pause from that date; the order does not address trading that should not have occurred during a pause, so the node records rather than judges it.", "Exclusions: tiers and prior-month ADV are caller-declared — the node performs no LULD Plan lookup and no effective-transaction-reporting-plan lookup (91 FR 60174 defines the ADV denominator as reported by such a plan); a stock with no declared prior-month ADV is reported INDETERMINATE rather than given an assumed ADV; aggregation covers only the declared tsv_id and affiliated_tsv_ids; the node never looks up LULD trading halts. This is an evidence artifact only: it never states or implies that the venue is, or is not, compliant." ], "note": "Evidence replay only: breaches, pause windows and the obligations the order states, computed over caller-supplied data. It never states that the venue is compliant." }, "golden_hash": "bb071a838667f633b35a1991369bff4b7cefa8f2919bf5c23e30b223fcf245db" }, { "name": "F8_tier_invalid_refused", "note": "tier outside the closed two-value enum is refused — the node never looks up LULD tiers.", "policy_parameters": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [], "stocks": [ { "symbol": "AAA", "tier": "tier_3", "prior_month_adv_shares": 400000 } ], "as_of_date": "2026-10-11" }, "output_payload": { "error": "stock_tier_invalid", "detail": "stocks[0] (AAA) tier must be one of \"tier_1\" or \"tier_2\" (caller-declared, no LULD lookup); got \"tier_3\".", "domain_errors": [ { "code": "STOCK_TIER_INVALID", "text": "stocks[0] (AAA) tier must be one of \"tier_1\" or \"tier_2\" (caller-declared, no LULD lookup); got \"tier_3\"." } ], "per_stock": null, "symbol_count": null, "status_as_of": null, "obligations": [], "assumptions": [] }, "golden_hash": "a6f56df418125b1286dfb126c848335d858c3a80f615b4a1f3af8c7ea8ad6713" }, { "name": "F9_unknown_tsv_refused", "note": "Volume rows from a venue outside the declared group (neither tsv_id nor affiliated_tsv_ids) are refused, not silently aggregated.", "policy_parameters": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [], "stocks": [ { "symbol": "AAA", "tier": "tier_1", "prior_month_adv_shares": 400000 } ], "daily_volume": [ { "date": "2026-10-01", "tsv_id": "TSV-Z", "symbol": "AAA", "shares": 1 } ], "as_of_date": "2026-10-11" }, "output_payload": { "error": "volume_tsv_unknown", "detail": "daily_volume[0].tsv_id (\"TSV-Z\") is neither tsv_id nor a member of affiliated_tsv_ids; this node aggregates only the declared group.", "domain_errors": [ { "code": "VOLUME_TSV_UNKNOWN", "text": "daily_volume[0].tsv_id (\"TSV-Z\") is neither tsv_id nor a member of affiliated_tsv_ids; this node aggregates only the declared group." } ], "per_stock": null, "symbol_count": null, "status_as_of": null, "obligations": [], "assumptions": [] }, "golden_hash": "8cb9ed27c416f28bef59311aa4d051f8859310037286f413fe70d4e17291f6e6" }, { "name": "F10_duplicate_volume_row_refused", "note": "A duplicated (tsv_id, date, symbol) row is refused rather than double-counted.", "policy_parameters": { "tsv_id": "TSV-A", "affiliated_tsv_ids": [], "stocks": [ { "symbol": "AAA", "tier": "tier_1", "prior_month_adv_shares": 400000 } ], "daily_volume": [ { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "AAA", "shares": 1 }, { "date": "2026-10-01", "tsv_id": "TSV-A", "symbol": "AAA", "shares": 1 } ], "as_of_date": "2026-10-11" }, "output_payload": { "error": "volume_entry_duplicated", "detail": "daily_volume[1] repeats (tsv_id, date, symbol) (TSV-A, 2026-10-01, AAA); submit one row per venue per day per symbol — rows for the venue and its affiliates are aggregated.", "domain_errors": [ { "code": "VOLUME_ENTRY_DUPLICATED", "text": "daily_volume[1] repeats (tsv_id, date, symbol) (TSV-A, 2026-10-01, AAA); submit one row per venue per day per symbol — rows for the venue and its affiliates are aggregated." } ], "per_stock": null, "symbol_count": null, "status_as_of": null, "obligations": [], "assumptions": [] }, "golden_hash": "02ded45926569750a845ef22e5a1c8c60084469b88f08296fd4ab0d1e508b304" } ] }