Request ID
d45251f1-00f6-409b-892b-4eb90d3e1d2d
FILLEDBack to blotter
What Happened? (Execution)
- Time
- 2026-01-05 19:41:25.719612+00:00
- Desk
- Equities Momentum Desk
- Strategy
- equity-scout-v1
- Asset
- equity
- Symbol
- MSFT
- Side
- close
- Notional
- $9.95
- Quantity
- 0.02102339720326037
- Price
- 473.4855
- Fees
- 0.009954274652671059
- Reason
- —
Why? (Trade Thesis)
Equity Scout MSFT vs SPY: rel5=-0.12% rel15=-0.20% rel1h=-0.18% (thr5=0.10%) -> CLOSE
- Agent
- equity-scout-v1
- Created
- 2026-01-05 19:41:25.364054+00:00
- Confidence
- 0.55
- Reasoning Ref
- equity_scout rel5=-0.001193 rel15=-0.002049 rel1h=-0.001833 thr5=0.001000 baseline=SPY
Risk Context
- Cap Key
- MSFT
- Max Notional
- $10.00
- Utilization
- 99.54%
- Fees (bps)
- 10.00 bps
- Paper Slippage
- -3.68 bps vs mid
- Mid (paper)
- 473.6600
Raw Record
Best-effort join from executions.db + theses.db
{
"request_id": "d45251f1-00f6-409b-892b-4eb90d3e1d2d",
"timestamp": "2026-01-05T19:41:25.719612+00:00",
"status": "FILLED",
"strategy_id": "equity-scout-v1",
"asset_class": "equity",
"symbol": "MSFT",
"side": "close",
"notional": 9.954274652671058,
"quantity": 0.02102339720326037,
"price": 473.485543579385,
"fees": 0.009954274652671059,
"reason": null,
"thesis": {
"intent_id": "d45251f1-00f6-409b-892b-4eb90d3e1d2d",
"thesis_id": "5849f9ad-a4d4-4602-be60-00aaa6c33815",
"created_at": "2026-01-05T19:41:25.364054+00:00",
"strategy_id": "equity-scout-v1",
"agent_name": "equity-scout-v1",
"run_id": null,
"asset_class": "equity",
"symbol": "MSFT",
"side": "close",
"notional": 10,
"confidence": 0.55,
"expected_horizon": "1h",
"summary": "Equity Scout MSFT vs SPY: rel5=-0.12% rel15=-0.20% rel1h=-0.18% (thr5=0.10%) -> CLOSE",
"reasoning_ref": "equity_scout rel5=-0.001193 rel15=-0.002049 rel1h=-0.001833 thr5=0.001000 baseline=SPY",
"features": {
"alpha_features": {
"side": "close",
"side_mult": -1,
"symbol_5m_bps": -17.597656455810483,
"baseline_5m_bps": -5.6671219739019785,
"rel_5m_bps": -11.930534481908506,
"symbol_15m_bps": -26.740782852209417,
"baseline_15m_bps": -6.248002092355114,
"rel_15m_bps": -20.492780759854305,
"symbol_1h_bps": -28.525414986894337,
"baseline_1h_bps": -10.191843997539454,
"rel_1h_bps": -18.333570989354882,
"sym_vol": 0.00011222171200164611,
"sym_vol_bps": 1.1222171200164612,
"base_vol": 0.00004438687152206292,
"base_vol_bps": 0.44386871522062915,
"assumed_spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"tick_age_s": -0.000764,
"hour_utc": 19,
"dow_utc": 0,
"is_weekend": 0
},
"alpha_model": {
"model_type": "heuristic_v0",
"model_version": "heuristic_v0",
"horizon": "15m",
"expected_edge_bps": 17.525618912418583
},
"position_sizing": {
"mode": "fixed",
"notional_usd": 10
},
"rel_strength": {
"baseline_symbol": "SPY",
"threshold_5m": 0.001,
"moves": {
"5m": {
"symbol_move": -0.0017597656455810484,
"baseline_move": -0.0005667121973901979,
"rel_move": -0.0011930534481908507
},
"15m": {
"symbol_move": -0.002674078285220942,
"baseline_move": -0.0006248002092355114,
"rel_move": -0.0020492780759854305
},
"1h": {
"symbol_move": -0.0028525414986894336,
"baseline_move": -0.0010191843997539455,
"rel_move": -0.0018333570989354881
}
}
},
"edge_components": {
"expected_edge_bps": 17.525618912418583,
"spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"total_cost_bps": 16,
"net_edge_bps": 1.525618912418583,
"gate_pass": true,
"edge_gate_enabled": true,
"min_net_edge_bps": 0,
"gate_applied": false,
"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": -0.000764,
"expected_edge_inputs": {
"rel5_bps": -11.930534481908506,
"rel15_bps": -20.492780759854305,
"rel1h_bps": -18.333570989354882
}
},
"tick": {
"symbol": "MSFT",
"price": 473.66,
"timestamp": "2026-01-05T19:41:25.362341Z",
"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": 0.009954274652671059,
"mid": 473.66,
"paper_slippage_bps_vs_mid": -3.6831571299045414,
"price": 473.48554357938497,
"quantity": 0.02102339720326037,
"tick_source": "finnhub-quote"
}
],
"desk_id": "equities_momentum",
"desk_name": "Equities Momentum Desk",
"risk_context": {
"cap_key": "MSFT",
"max_notional_usd": 10,
"notional_utilization": 0.9954274652671058,
"fees_usd": 0.009954274652671059,
"fees_bps": 10,
"paper_avg_slippage_bps_vs_mid": -3.6831571299045414,
"paper_mid_price": 473.66
}
}