Trading ConsoleUnified Trading Platform
Request ID
f0e18a06-d430-4fdb-a3cc-f98f8dd38326
What Happened? (Execution)
Time
2025-12-22 16:43:21.994105+00:00
Desk
Equities Momentum Desk
Strategy
equity-scout-v1
Asset
equity
Symbol
MSFT
Side
close
Notional
$10.00
Quantity
0.02061376574932617
Price
485.1127
Fees
0.01
Reason
Why? (Trade Thesis)
Equity Scout MSFT vs SPY: rel5=-0.11% rel15=-0.10% rel1h=-0.12% (thr5=0.10%) -> CLOSE
Agent
equity-scout-v1
Created
2025-12-22 16:43:21.729366+00:00
Confidence
0.55
Reasoning Ref
equity_scout rel5=-0.001081 rel15=-0.000956 rel1h=-0.001247 thr5=0.001000 baseline=SPY
Risk Context
Cap Key
MSFT
Max Notional
$10.00
Utilization
100.00%
Fees (bps)
10.00 bps
Paper Slippage
-1.39 bps vs mid
Mid (paper)
485.1800

Raw Record

Best-effort join from executions.db + theses.db
{
  "request_id": "f0e18a06-d430-4fdb-a3cc-f98f8dd38326",
  "timestamp": "2025-12-22T16:43:21.994105+00:00",
  "status": "FILLED",
  "strategy_id": "equity-scout-v1",
  "asset_class": "equity",
  "symbol": "MSFT",
  "side": "close",
  "notional": 10,
  "quantity": 0.02061376574932617,
  "price": 485.11272135353937,
  "fees": 0.01,
  "reason": null,
  "thesis": {
    "intent_id": "f0e18a06-d430-4fdb-a3cc-f98f8dd38326",
    "thesis_id": "776b8d32-428a-4077-b3c3-bccd35f6a163",
    "created_at": "2025-12-22T16:43:21.729366+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=-0.11% rel15=-0.10% rel1h=-0.12% (thr5=0.10%) -> CLOSE",
    "reasoning_ref": "equity_scout rel5=-0.001081 rel15=-0.000956 rel1h=-0.001247 thr5=0.001000 baseline=SPY",
    "features": {
      "alpha_features": {
        "side": "close",
        "side_mult": -1,
        "symbol_5m_bps": -11.83724305462607,
        "baseline_5m_bps": -1.0224500825270588,
        "rel_5m_bps": -10.81479297209901,
        "symbol_15m_bps": -10.29484434195355,
        "baseline_15m_bps": -0.7303428229220754,
        "rel_15m_bps": -9.564501519031475,
        "symbol_1h_bps": 9.710975217517431,
        "baseline_1h_bps": 22.180090623604396,
        "rel_1h_bps": -12.469115406086965,
        "sym_vol": 0.00014931020045170885,
        "sym_vol_bps": 1.4931020045170886,
        "base_vol": 0.00005761683968030645,
        "base_vol_bps": 0.5761683968030645,
        "assumed_spread_bps": 1,
        "slippage_bps": 3,
        "fee_bps": 10,
        "safety_margin_bps": 2,
        "tick_age_s": 0.014663,
        "hour_utc": 16,
        "dow_utc": 0,
        "is_weekend": 0
      },
      "alpha_model": {
        "model_type": "heuristic_v0",
        "model_version": "heuristic_v0",
        "horizon": "15m",
        "expected_edge_bps": 12.768096373997347
      },
      "position_sizing": {
        "mode": "fixed",
        "notional_usd": 10
      },
      "rel_strength": {
        "baseline_symbol": "SPY",
        "threshold_5m": 0.001,
        "moves": {
          "5m": {
            "symbol_move": -0.001183724305462607,
            "baseline_move": -0.00010224500825270587,
            "rel_move": -0.001081479297209901
          },
          "15m": {
            "symbol_move": -0.001029484434195355,
            "baseline_move": -0.00007303428229220755,
            "rel_move": -0.0009564501519031475
          },
          "1h": {
            "symbol_move": 0.000971097521751743,
            "baseline_move": 0.0022180090623604397,
            "rel_move": -0.0012469115406086966
          }
        }
      },
      "edge_components": {
        "expected_edge_bps": 12.768096373997347,
        "spread_bps": 1,
        "slippage_bps": 3,
        "fee_bps": 10,
        "safety_margin_bps": 2,
        "total_cost_bps": 16,
        "net_edge_bps": -3.2319036260026532,
        "gate_pass": false,
        "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": 0.014663,
        "expected_edge_inputs": {
          "rel5_bps": -10.81479297209901,
          "rel15_bps": -9.564501519031475,
          "rel1h_bps": -12.469115406086965
        }
      },
      "tick": {
        "symbol": "MSFT",
        "price": 485.18,
        "timestamp": "2025-12-22T16:43:21.712379Z",
        "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": 0.01,
      "mid": 485.18,
      "paper_slippage_bps_vs_mid": -1.386673944940766,
      "price": 485.11272135353937,
      "quantity": 0.02061376574932617,
      "tick_source": "finnhub-quote"
    }
  ],
  "desk_id": "equities_momentum",
  "desk_name": "Equities Momentum Desk",
  "risk_context": {
    "cap_key": "MSFT",
    "max_notional_usd": 10,
    "notional_utilization": 1,
    "fees_usd": 0.01,
    "fees_bps": 10,
    "paper_avg_slippage_bps_vs_mid": -1.386673944940766,
    "paper_mid_price": 485.18
  }
}