Stale or partial snapshots report
A data-quality view: contracts with fewer than 3 snapshots this session or whose latest quote is indicative or derived.
Overview
The Stale or partial snapshots (ops) report is a data-quality check. It lists contracts that have fewer than 3 snapshots in the current session, or whose latest quote was not published directly by the provider (indicative or derived). Use it to judge how much to trust a number before you rely on it.
The data delay depends on your plan and is shown on every view: the as-of time and the delayed label sit above the results. On the Free plan reports show the previous session.
How the report is built
- Session snapshots < 3, or quote quality indicative / derived.
- Sorted by session snapshots, fewest first (contracts with no summary yet come first).
Before you start
Any signed-in plan can open the report from Research → Reports. Your plan decides how fresh the data is and how much history you can read. CSV export needs a plan that includes it.
Steps
- Open Research → Reports, choose the Session family (or type "Stale or partial snapshots (ops)" in Search reports) and open Stale or partial snapshots (ops).
- The report runs straight away with its default filters. The as-of time and delayed label are shown above the grid.
- Change any filter (for example pick one symbol) and press Run to refresh the grid.
- Choose Save as screen to keep your variant under Research → Saved Screens, where you can schedule it or turn it into an alert.
- Use Export CSV to download the rows (plans with CSV export).
Columns and metrics
| Column | What it means |
|---|---|
| Symbol | The underlying stock or ETF. |
| Expiration | The contract expiration date. |
| Strike | The strike price of the contract. |
| C/P | Call or put. |
| Session snapshots | How many snapshots were captured for the contract this session. |
| Quote quality | Where the latest quote came from: published by the provider, or indicative / derived. |
| Quote delay (s) | Provider delay of the latest snapshot in seconds. |
| Volume | Contracts traded so far this session (cumulative, as of the snapshot time). |
| OI | Open contracts as of the prior settlement. |
| Bid | Best bid of the latest snapshot. |
| Ask | Best ask of the latest snapshot. |
| IV | Implied volatility, annualised. Shown as a percentage (0.35 is stored, 35 % is displayed). |
Percentages are stored as fractions and displayed as percentages (0.05 is shown as 5 %). An unknown value shows as "-", never as 0.
How to read it
- Few snapshots early in the session is normal. Few snapshots late in the session means the contract was missed in some captures.
- Quote delay (s) shows how old the provider's quote was when it was captured.
Example
Illustrative only - the symbol and numbers are invented.
XYZ 120 call: Session snapshots 1, Quote quality indicative, Quote delay (s) 900, Volume 0, OI 150.
Using it in your research
- Before reading a surprising number in another report, check whether the contract appears here.
Treat every row as a starting point for your own research, not as a signal. Volume and open interest never say whether a trade was a buy or a sell.
Troubleshooting
The report shows "No Records Found"
The filters may be too narrow for the session, or the session has only just opened. Widen a threshold, clear the symbol, or check the as-of time to see which session you are reading. On the Free plan you read the previous session.