Trading ConsoleUnified Trading Platform
Request ID
be17750c-c304-46e9-a0cd-e8f8283b4995
What Happened? (Execution)
Time
2025-12-19 17:42:02.456306+00:00
Desk
Equities Momentum Desk
Strategy
equity-scout-v1
Asset
equity
Symbol
AAPL
Side
long
Notional
$47.13
Quantity
0.17388646856309245
Price
271.0338
Fees
0.04712910825599818
Reason
Why? (Trade Thesis)
Equity Scout AAPL vs SPY: rel5=0.18% rel15=0.23% rel1h=NA (thr5=0.10%) -> BUY
Agent
equity-scout
Created
2025-12-19 17:42:02.135471+00:00
Confidence
0.55
Reasoning Ref
equity_scout rel5=0.001836 rel15=0.002306 rel1h=NA thr5=0.001000 baseline=SPY
Risk Context
Cap Key
AAPL
Max Notional
$50.00
Utilization
94.26%
Fees (bps)
10.00 bps
Paper Slippage
1.62 bps vs mid
Mid (paper)
270.9900

Raw Record

Best-effort join from executions.db + theses.db
{
  "request_id": "be17750c-c304-46e9-a0cd-e8f8283b4995",
  "timestamp": "2025-12-19T17:42:02.456306+00:00",
  "status": "FILLED",
  "strategy_id": "equity-scout-v1",
  "asset_class": "equity",
  "symbol": "AAPL",
  "side": "long",
  "notional": 47.129108255998176,
  "quantity": 0.17388646856309245,
  "price": 271.03378799655127,
  "fees": 0.04712910825599818,
  "reason": null,
  "thesis": {
    "intent_id": "be17750c-c304-46e9-a0cd-e8f8283b4995",
    "thesis_id": "e047c972-6ace-4cb2-ab50-5030c2f73ce3",
    "created_at": "2025-12-19T17:42:02.135471+00:00",
    "strategy_id": "equity-scout-v1",
    "agent_name": "equity-scout",
    "run_id": null,
    "asset_class": "equity",
    "symbol": "AAPL",
    "side": "long",
    "notional": 47.129108255998176,
    "confidence": 0.55,
    "expected_horizon": "1h",
    "summary": "Equity Scout AAPL vs SPY: rel5=0.18% rel15=0.23% rel1h=NA (thr5=0.10%) -> BUY",
    "reasoning_ref": "equity_scout rel5=0.001836 rel15=0.002306 rel1h=NA thr5=0.001000 baseline=SPY",
    "features": {
      "alpha_features": {
        "side": "long",
        "side_mult": 1,
        "symbol_5m_bps": 21.448910913057357,
        "baseline_5m_bps": 3.0862383163823806,
        "rel_5m_bps": 18.36267259667498,
        "symbol_15m_bps": 20.711467186137114,
        "baseline_15m_bps": -2.3501417429234026,
        "rel_15m_bps": 23.061608929060515,
        "symbol_1h_bps": null,
        "baseline_1h_bps": null,
        "rel_1h_bps": null,
        "sym_vol": 0.00017473485873365882,
        "sym_vol_bps": 1.7473485873365882,
        "base_vol": 0.00007055707453301323,
        "base_vol_bps": 0.7055707453301323,
        "assumed_spread_bps": 1,
        "slippage_bps": 3,
        "fee_bps": 10,
        "safety_margin_bps": 2,
        "tick_age_s": 0.018587,
        "hour_utc": 17,
        "dow_utc": 4,
        "is_weekend": 0
      },
      "alpha_model": {
        "model_type": "heuristic_v0",
        "model_version": "heuristic_v0",
        "horizon": "15m",
        "expected_edge_bps": 21.608620756058137
      },
      "position_sizing": {
        "mode": "vol_target",
        "target_risk_usd": 1.25,
        "vol_1h": 0.0033153608413567614,
        "k": 8,
        "min_notional_usd": 25,
        "max_notional_usd": 50,
        "fallback_notional_usd": 25,
        "raw_notional_usd": 47.129108255998176,
        "clamped_notional_usd": 47.129108255998176,
        "approx_risk_per_usd_notional": 0.02652288673085409,
        "approx_realized_risk_usd": 1.25,
        "used_fallback": false,
        "paper_capital_usd": 500,
        "risk_bps_per_trade": 25,
        "vol_sample_interval_seconds": 10
      },
      "rel_strength": {
        "baseline_symbol": "SPY",
        "threshold_5m": 0.001,
        "moves": {
          "5m": {
            "symbol_move": 0.002144891091305736,
            "baseline_move": 0.00030862383163823804,
            "rel_move": 0.001836267259667498
          },
          "15m": {
            "symbol_move": 0.0020711467186137113,
            "baseline_move": -0.00023501417429234027,
            "rel_move": 0.0023061608929060514
          }
        }
      },
      "edge_components": {
        "expected_edge_bps": 21.608620756058137,
        "spread_bps": 1,
        "slippage_bps": 3,
        "fee_bps": 10,
        "safety_margin_bps": 2,
        "total_cost_bps": 16,
        "net_edge_bps": 5.608620756058137,
        "gate_pass": true,
        "gate_applied": true,
        "assumed_spread_bps": 1,
        "cost_assumptions": {
          "slippage_bps": 3,
          "fee_bps": 10,
          "fee_bps_assumed": 10,
          "fee_included_in_expected_edge": false,
          "safety_margin_bps": 2,
          "spread_is_assumed_one_way": true
        },
        "tick_age_s": 0.018587,
        "expected_edge_inputs": {
          "rel5_bps": 18.36267259667498,
          "rel15_bps": 23.061608929060515,
          "rel1h_bps": 0
        }
      },
      "tick": {
        "symbol": "AAPL",
        "price": 270.99,
        "timestamp": "2025-12-19T17:42:02.115554Z",
        "source": "finnhub-quote"
      },
      "guardrails": {
        "require_market_hours": true,
        "cooldown_seconds": 900,
        "max_tick_age_seconds": 60,
        "market_tz": "America/New_York"
      }
    }
  },
  "fills": [
    {
      "ask": 0,
      "bid": 0,
      "fee": 0.04712910825599818,
      "mid": 270.99,
      "paper_slippage_bps_vs_mid": 1.6158528562404262,
      "price": 271.03378799655127,
      "quantity": 0.17388646856309245,
      "tick_source": "finnhub-quote"
    }
  ],
  "desk_id": "equities_momentum",
  "desk_name": "Equities Momentum Desk",
  "risk_context": {
    "cap_key": "AAPL",
    "max_notional_usd": 50,
    "notional_utilization": 0.9425821651199635,
    "fees_usd": 0.04712910825599818,
    "fees_bps": 10,
    "paper_avg_slippage_bps_vs_mid": 1.6158528562404262,
    "paper_mid_price": 270.99
  }
}