[ { "pair_id": "PAIR-006413b8978060791d40", "protected_combo_ticker": "KXMVECROSSCATEGORY-S202614F5D96D043-35558B7E6D2", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S20268DF4C65C81F-782E12E8B85", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 2, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K04_M15_05s", "protected_trade_id": "07259ece-e0e1-9947-6700-41fd5a8bc5b8", "protected_created_time": "2026-10-11T20:10:04.982421Z", "taker_side": "yes", "protected_side_price_dollars": "0.0910", "protected_count_fp": "52.06", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-61c7c5e6d1ae57fff8df", "protected_combo_ticker": "KXMVECROSSCATEGORY-S202627FSEZ52YCP4R3OV-EP5P73TNE", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026XS6YD6XGHYGSFA3W-SRKRJJ7ZH", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 2, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 2, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K10_M15_05s", "protected_trade_id": "072412d1-ce61-beb0-889a-17b814b7a6dc", "protected_created_time": "2026-10-18T19:50:04.399699Z", "taker_side": "yes", "protected_side_price_dollars": "0.0034", "protected_count_fp": "278.37", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-74dd72dd9a14b006ed0c", "protected_combo_ticker": "KXMVECROSSCATEGORY-S20262DB2ZIJGMLVEAOVS-XSGCOPDX7", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026S77KFCGQODVWWMPP-GCRPLA4UC", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 7, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 2, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 3, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K12_M60_05s", "protected_trade_id": "0724140d-a1c9-8806-43de-697f22eda4e3", "protected_created_time": "2026-10-18T23:20:00.327781Z", "taker_side": "no", "protected_side_price_dollars": "0.9999", "protected_count_fp": "423.72", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-8cf3ff5c8f3b30431f8a", "protected_combo_ticker": "KXMVECROSSCATEGORY-S20262KHOJVOB4OPRFPXQ-UKDNT72D2", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026HWSBQ3V7WYULFW2H-MSCIJINU3", "pair_median_protected_minus_ordinary_dollars": "0.0002", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 3, "protected_print_count": 1, "ordinary_print_count": 8, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0002", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 3, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 1, "ordinary_print_count": 4, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K13_M05_05s", "protected_trade_id": "07240c37-f2e1-a6e6-fd38-1828fd630910", "protected_created_time": "2026-10-20T00:10:04.431107Z", "taker_side": "yes", "protected_side_price_dollars": "0.0024", "protected_count_fp": "38.46", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-20T00:10:02.471513Z", "latest_prior_tie_count": 3, "latest_prior_ordinary_tied_trade_ids": [ "07240c37-a599-be40-0d7e-44c04d207e2e", "07240c37-d9d1-b3ab-1f29-cb3c851791ab", "07240c37-d9d1-b47c-3efc-9f295218860a" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0022", "latest_prior_ordinary_tied_price_max_dollars": "0.0022", "seconds_from_latest_prior_ordinary_print": 1.959594, "ordinary_tie_trades": [ { "trade_id": "07240c37-a599-be40-0d7e-44c04d207e2e", "created_time": "2026-10-20T00:10:02.471513Z", "taker_side": "yes", "side_price_dollars": "0.0022", "price_difference_protected_minus_ordinary_dollars": "0.0002", "count_fp": "166.17", "is_block_trade": false }, { "trade_id": "07240c37-d9d1-b3ab-1f29-cb3c851791ab", "created_time": "2026-10-20T00:10:02.471513Z", "taker_side": "yes", "side_price_dollars": "0.0022", "price_difference_protected_minus_ordinary_dollars": "0.0002", "count_fp": "295.83", "is_block_trade": false }, { "trade_id": "07240c37-d9d1-b47c-3efc-9f295218860a", "created_time": "2026-10-20T00:10:02.471513Z", "taker_side": "yes", "side_price_dollars": "0.0022", "price_difference_protected_minus_ordinary_dollars": "0.0002", "count_fp": "1621.33", "is_block_trade": false } ], "eligible_difference_count": 3, "eligible_difference_median_dollars": "0.0002", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-63a8d51176b3f51ec9d0", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026310404FB0A0-87FE8F35806", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026BDDB00D6CB6-61F8BB1D2F2", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 2, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 2, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K05_M15_05s", "protected_trade_id": "072598d8-0dd1-8433-adba-4260b845af89", "protected_created_time": "2026-10-12T00:05:03.005542Z", "taker_side": "yes", "protected_side_price_dollars": "0.1510", "protected_count_fp": "5.25", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-3bf31620cb25bbc3262a", "protected_combo_ticker": "KXMVECROSSCATEGORY-S202633LOHVQ4LEKQTH73-FABK5NDI5", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026RNNYE7WUGWG7WY2V-5YI773BE4", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 2, "ordinary_print_count": 3, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 2, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": 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}, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 2, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K14_M05_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K14_M15_05s", "protected_trade_id": "0724fe34-6959-85b3-2ab6-c4a8d91eb157", "protected_created_time": "2026-10-23T00:00:03.112728Z", "taker_side": "yes", "protected_side_price_dollars": "0.0013", "protected_count_fp": "1428.57", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" }, { "window_id": "K14_M05_05s", "protected_trade_id": "0724fe48-9cc1-86db-0915-fec42858264e", "protected_created_time": "2026-10-23T00:10:00.122403Z", "taker_side": "yes", "protected_side_price_dollars": "0.0009", "protected_count_fp": "15000.00", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-9e9aaec1dd9979d1dcd1", "protected_combo_ticker": "KXMVECROSSCATEGORY-S202636VKDDE7UEISPBAL-TQXBZFCY7", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026NBT6CZGQES4SLHZ3-PGFDTIDFS", "pair_median_protected_minus_ordinary_dollars": "0.0010", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0010", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K13_M15_05s", "protected_trade_id": "07240cf5-2d59-a257-379c-78f56c54ea8a", "protected_created_time": "2026-10-20T00:00:03.468279Z", "taker_side": "yes", "protected_side_price_dollars": "0.0022", "protected_count_fp": "416.66", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-20T00:00:01.398248Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07240cf5-ff91-8bda-07df-8cb814879c8d" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0012", "latest_prior_ordinary_tied_price_max_dollars": "0.0012", "seconds_from_latest_prior_ordinary_print": 2.070031, "ordinary_tie_trades": [ { "trade_id": "07240cf5-ff91-8bda-07df-8cb814879c8d", "created_time": "2026-10-20T00:00:01.398248Z", "taker_side": "yes", "side_price_dollars": "0.0012", "price_difference_protected_minus_ordinary_dollars": "0.0010", "count_fp": "1538.46", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0010", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-8b30c29c21084f9b4444", "protected_combo_ticker": "KXMVECROSSCATEGORY-S20264BR5SVAV3ZS2VNDZ-PG4RGPHII", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S20266JBQ57AO7HFNUYHP-TKVOMVSVB", "pair_median_protected_minus_ordinary_dollars": "0.0040", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 3, "ordinary_print_count": 6, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 2, "eligible_protected_print_group_median_dollars": "0.0040", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 1, "ordinary_print_count": 6, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K13_M05_05s", "protected_print_count": 2, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K13_M15_05s", "protected_trade_id": "07240cf5-0781-8b4c-2219-a18088f002cd", "protected_created_time": "2026-10-20T00:00:02.405439Z", "taker_side": "yes", "protected_side_price_dollars": "0.0180", "protected_count_fp": "259.06", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-20T00:00:00.460631Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07240cf5-f801-8b19-2a1f-6bcbd54adf51" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0140", "latest_prior_ordinary_tied_price_max_dollars": "0.0140", "seconds_from_latest_prior_ordinary_print": 1.944808, "ordinary_tie_trades": [ { "trade_id": "07240cf5-f801-8b19-2a1f-6bcbd54adf51", "created_time": "2026-10-20T00:00:00.460631Z", "taker_side": "yes", "side_price_dollars": "0.0140", "price_difference_protected_minus_ordinary_dollars": "0.0040", "count_fp": "666.66", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0040", "ineligible_reason": null }, { "window_id": "K13_M05_05s", "protected_trade_id": "07240c36-40c1-ae0b-a71f-a0fffbbe5798", "protected_created_time": "2026-10-20T00:10:00.424523Z", "taker_side": "yes", "protected_side_price_dollars": "0.0170", "protected_count_fp": "1098.90", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" }, { "window_id": "K13_M05_05s", "protected_trade_id": "07240c37-f2e1-94e5-6665-e15390a6d9c4", "protected_created_time": "2026-10-20T00:10:04.447188Z", "taker_side": "yes", "protected_side_price_dollars": "0.0170", "protected_count_fp": "274.72", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-6057d935bf3abb5e926f", "protected_combo_ticker": "KXMVECROSSCATEGORY-S20264RUJFBZKGPPMBINU-RFYNLYHE7", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026ITH2Y6NU5EQSUEQS-BHSISA6U6", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K11_M05_05s", "protected_trade_id": "07241204-a9d9-a6d0-99a6-17de5221134a", "protected_created_time": "2026-10-18T20:20:03.446765Z", "taker_side": "yes", "protected_side_price_dollars": "0.1770", "protected_count_fp": "53.41", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-7c453502d80c484cc9f7", "protected_combo_ticker": "KXMVECROSSCATEGORY-S20265EFBB05D1A2-4C50F84D90D", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S202637D7227A497-D5C85C27ECD", "pair_median_protected_minus_ordinary_dollars": "0.0022", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 1, "ordinary_print_count": 20, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0022", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 2, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 5, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 3, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 1, "ordinary_print_count": 8, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K02_M05_05s", "protected_trade_id": "0725846d-3fb1-9c36-e866-17edaa6f0220", "protected_created_time": "2026-10-11T16:55:02.028494Z", "taker_side": "yes", "protected_side_price_dollars": "0.0043", "protected_count_fp": "1086.95", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-11T16:55:02.021483Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "0725846d-bc49-9b0e-1f00-e0502ddd50bd" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0021", "latest_prior_ordinary_tied_price_max_dollars": "0.0021", "seconds_from_latest_prior_ordinary_print": 0.007011, "ordinary_tie_trades": [ { "trade_id": "0725846d-bc49-9b0e-1f00-e0502ddd50bd", "created_time": "2026-10-11T16:55:02.021483Z", "taker_side": "yes", "side_price_dollars": "0.0021", "price_difference_protected_minus_ordinary_dollars": "0.0022", "count_fp": "434.78", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0022", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-46e94bdcd616a8432163", "protected_combo_ticker": "KXMVECROSSCATEGORY-S20266E7B80ACE3A-A934B2E978A", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026F5DDF2EFA8A-8CB81E9CB95", "pair_median_protected_minus_ordinary_dollars": "0.0510", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 2, "protected_print_count": 1, "ordinary_print_count": 27, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0510", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 2, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 1, "ordinary_print_count": 24, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K05_M15_05s", "protected_trade_id": "072598d8-3581-9df1-2b61-fae26b45dc6f", "protected_created_time": "2026-10-12T00:05:04.997209Z", "taker_side": "yes", "protected_side_price_dollars": "0.4130", "protected_count_fp": "5.81", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-12T00:05:04.957614Z", "latest_prior_tie_count": 2, "latest_prior_ordinary_tied_trade_ids": [ "072598d8-3999-b023-7c86-f775846ff2fe", "072598d8-3db1-b6c1-4361-257cb7b02b4b" ], "latest_prior_ordinary_tied_price_min_dollars": "0.3620", "latest_prior_ordinary_tied_price_max_dollars": "0.3620", "seconds_from_latest_prior_ordinary_print": 0.039595, "ordinary_tie_trades": [ { "trade_id": "072598d8-3999-b023-7c86-f775846ff2fe", "created_time": "2026-10-12T00:05:04.957614Z", "taker_side": "yes", "side_price_dollars": "0.3620", "price_difference_protected_minus_ordinary_dollars": "0.0510", "count_fp": "18.81", "is_block_trade": false }, { "trade_id": "072598d8-3db1-b6c1-4361-257cb7b02b4b", "created_time": "2026-10-12T00:05:04.957614Z", "taker_side": "yes", "side_price_dollars": "0.3620", "price_difference_protected_minus_ordinary_dollars": "0.0510", "count_fp": "7.63", "is_block_trade": false } ], "eligible_difference_count": 2, "eligible_difference_median_dollars": "0.0510", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-a5a9ae55be1faeb658b5", "protected_combo_ticker": "KXMVECROSSCATEGORY-S20266ROCJADISDZXISFK-64HB3LNKE", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026PPGJOTSKEPGJW7NX-2L3B7MEW4", "pair_median_protected_minus_ordinary_dollars": "0.0007", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 2, "ordinary_print_count": 8, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": "0.0007", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 5, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 2, "ordinary_print_count": 3, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K13_M05_05s", "protected_trade_id": "07240c30-0389-b61c-8461-ceb7ac663a23", "protected_created_time": "2026-10-20T00:10:02.43915Z", "taker_side": "yes", "protected_side_price_dollars": "0.0087", "protected_count_fp": "952.38", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" }, { "window_id": "K13_M05_05s", "protected_trade_id": "07240c37-f2e1-b397-9fa5-7e0e01705dee", "protected_created_time": "2026-10-20T00:10:04.48889Z", "taker_side": "yes", "protected_side_price_dollars": "0.0086", "protected_count_fp": "543.47", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-20T00:10:04.469798Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07240c37-f2e1-b293-317e-a4cb4bde6a14" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0079", "latest_prior_ordinary_tied_price_max_dollars": "0.0079", "seconds_from_latest_prior_ordinary_print": 0.019092, "ordinary_tie_trades": [ { "trade_id": "07240c37-f2e1-b293-317e-a4cb4bde6a14", "created_time": "2026-10-20T00:10:04.469798Z", "taker_side": "yes", "side_price_dollars": "0.0079", "price_difference_protected_minus_ordinary_dollars": "0.0007", "count_fp": "1.17", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0007", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-adc75b2962879a7e6f8e", "protected_combo_ticker": "KXMVECROSSCATEGORY-S20267BE3A478B78-ACBD374FA01", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026ADCEBD1C676-6256512F135", "pair_median_protected_minus_ordinary_dollars": "0.0013", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 5, "protected_print_count": 2, "ordinary_print_count": 13, "eligible_protected_print_comparison_record_count": 2, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.00125", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 2, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 2, "ordinary_print_count": 11, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K07_M05_05s", "protected_trade_id": "07244a26-09d1-b9c5-5e50-1113e6eb8842", "protected_created_time": "2026-10-16T00:10:02.351284Z", "taker_side": "yes", "protected_side_price_dollars": "0.0046", "protected_count_fp": "200.00", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-16T00:10:00.382774Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07244a26-70c1-b411-a710-361a8e68c0f1" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0034", "latest_prior_ordinary_tied_price_max_dollars": "0.0034", "seconds_from_latest_prior_ordinary_print": 1.96851, "ordinary_tie_trades": [ { "trade_id": "07244a26-70c1-b411-a710-361a8e68c0f1", "created_time": "2026-10-16T00:10:00.382774Z", "taker_side": "yes", "side_price_dollars": "0.0034", "price_difference_protected_minus_ordinary_dollars": "0.0012", "count_fp": "2702.70", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0012", "ineligible_reason": null }, { "window_id": "K07_M05_05s", "protected_trade_id": "07244a26-22e1-9296-9a6a-ed072747d54c", "protected_created_time": "2026-10-16T00:10:04.382158Z", "taker_side": "yes", "protected_side_price_dollars": "0.0047", "protected_count_fp": "392.15", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-16T00:10:04.333667Z", "latest_prior_tie_count": 4, "latest_prior_ordinary_tied_trade_ids": [ "07244a26-26f9-8073-201e-560ffd71bc1b", "07244a26-26f9-823b-3cb3-6ce842b05ff4", "07244a26-26f9-86e8-31af-7614ccaa876f", "07244a26-26f9-877e-1ebc-67f5af9fde2f" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0034", "latest_prior_ordinary_tied_price_max_dollars": "0.0034", "seconds_from_latest_prior_ordinary_print": 0.048491, "ordinary_tie_trades": [ { "trade_id": "07244a26-26f9-8073-201e-560ffd71bc1b", "created_time": "2026-10-16T00:10:04.333667Z", "taker_side": "yes", "side_price_dollars": "0.0034", "price_difference_protected_minus_ordinary_dollars": "0.0013", "count_fp": "1730.76", "is_block_trade": false }, { "trade_id": "07244a26-26f9-823b-3cb3-6ce842b05ff4", "created_time": "2026-10-16T00:10:04.333667Z", "taker_side": "yes", "side_price_dollars": "0.0034", "price_difference_protected_minus_ordinary_dollars": "0.0013", "count_fp": "540.54", "is_block_trade": false }, { "trade_id": "07244a26-26f9-86e8-31af-7614ccaa876f", "created_time": "2026-10-16T00:10:04.333667Z", "taker_side": "yes", "side_price_dollars": "0.0034", "price_difference_protected_minus_ordinary_dollars": "0.0013", "count_fp": "100.00", "is_block_trade": false }, { "trade_id": "07244a26-26f9-877e-1ebc-67f5af9fde2f", "created_time": "2026-10-16T00:10:04.333667Z", "taker_side": "yes", "side_price_dollars": "0.0034", "price_difference_protected_minus_ordinary_dollars": "0.0013", "count_fp": "1682.75", "is_block_trade": false } ], "eligible_difference_count": 4, "eligible_difference_median_dollars": "0.0013", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-6b96ed8d210aabc49383", "protected_combo_ticker": "KXMVECROSSCATEGORY-S20267TKBMG7D2N35XA7A-I5UG6HBCP", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026Z3QP6RZ6FF74NYJJ-JCVOYU6FD", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K14_M60_05s", "protected_trade_id": "0724f270-9da1-91ba-a848-920ff64a64f6", "protected_created_time": "2026-10-22T23:15:00.128548Z", "taker_side": "yes", "protected_side_price_dollars": "0.4300", "protected_count_fp": "111.80", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-6c8c53cff8126f4bfcd4", "protected_combo_ticker": "KXMVECROSSCATEGORY-S20268638F4C322A-BCD1F230250", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S202664F81266EDE-6D0CD466A00", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 2, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K06_M15_05s", "protected_trade_id": "0725f8b3-ad21-9cd4-3393-09e533c0252e", "protected_created_time": "2026-10-13T00:00:04.999914Z", "taker_side": "yes", "protected_side_price_dollars": "0.0220", "protected_count_fp": "423.72", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-fabefd25bf9850399ed9", "protected_combo_ticker": "KXMVECROSSCATEGORY-S202695090E1F405-3A0473EF0C5", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S20262EB1682061E-B57F5EAB0B2", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 11, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 2, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 1, "ordinary_print_count": 4, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 3, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K04_M05_05s", "protected_trade_id": "07259e76-d0b9-8667-2ca6-73cd444c60ea", "protected_created_time": "2026-10-11T20:20:03.995662Z", "taker_side": "yes", "protected_side_price_dollars": "0.0890", "protected_count_fp": "21.78", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-8d3f70aaf256eb18a6fc", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026A097D819C02-1AD95041840", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026A71D7401B66-574ACF6BBB2", "pair_median_protected_minus_ordinary_dollars": "0.0140", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 1, "ordinary_print_count": 40, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0140", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 3, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 15, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 4, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 1, "ordinary_print_count": 4, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 8, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 2, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K04_M15_05s", "protected_trade_id": "07259e5c-1b51-b570-47cf-57817948b61e", "protected_created_time": "2026-10-11T20:10:00.012485Z", "taker_side": "yes", "protected_side_price_dollars": "0.0520", "protected_count_fp": "176.67", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-11T20:10:00.000079Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07259ece-b6d9-a414-7af3-454b0023d600" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0380", "latest_prior_ordinary_tied_price_max_dollars": "0.0380", "seconds_from_latest_prior_ordinary_print": 0.012406, "ordinary_tie_trades": [ { "trade_id": "07259ece-b6d9-a414-7af3-454b0023d600", "created_time": "2026-10-11T20:10:00.000079Z", "taker_side": "yes", "side_price_dollars": "0.0380", "price_difference_protected_minus_ordinary_dollars": "0.0140", "count_fp": "107.63", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0140", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-6a627aa464ac30992081", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026A2MWL7YFQPFILDFD-TBFBRTP3A", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026GVRZTPMFCCR5AD36-LCZHBIHIE", "pair_median_protected_minus_ordinary_dollars": "0.0040", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 3, "protected_print_count": 5, "ordinary_print_count": 19, "eligible_protected_print_comparison_record_count": 3, "ineligible_protected_print_count": 2, "eligible_protected_print_group_median_dollars": "0.0040", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 1, "ordinary_print_count": 2, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 4, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 3, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 2, "ordinary_print_count": 4, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K11_M15_05s", "protected_print_count": 2, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 5, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K10_M60_05s", "protected_trade_id": "072411fb-c069-977e-4999-d4c3d6d33b12", "protected_created_time": "2026-10-18T19:05:03.368153Z", "taker_side": "yes", "protected_side_price_dollars": "0.0250", "protected_count_fp": "19.37", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-18T19:05:02.322964Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "072411fb-93f1-b78c-58d7-94f324a9c099" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0210", "latest_prior_ordinary_tied_price_max_dollars": "0.0210", "seconds_from_latest_prior_ordinary_print": 1.045189, "ordinary_tie_trades": [ { "trade_id": "072411fb-93f1-b78c-58d7-94f324a9c099", "created_time": "2026-10-18T19:05:02.322964Z", "taker_side": "yes", "side_price_dollars": "0.0210", "price_difference_protected_minus_ordinary_dollars": "0.0040", "count_fp": "444.44", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0040", "ineligible_reason": null }, { "window_id": "K10_M05_05s", "protected_trade_id": "072412ff-4581-a06c-ce09-23afd970dcb9", "protected_created_time": "2026-10-18T20:00:02.33667Z", "taker_side": "yes", "protected_side_price_dollars": "0.0250", "protected_count_fp": "186.56", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-18T20:00:01.317464Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "072412ff-9249-95e1-4f0c-be1c129c3cd7" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0220", "latest_prior_ordinary_tied_price_max_dollars": "0.0220", "seconds_from_latest_prior_ordinary_print": 1.019206, "ordinary_tie_trades": [ { "trade_id": "072412ff-9249-95e1-4f0c-be1c129c3cd7", "created_time": "2026-10-18T20:00:01.317464Z", "taker_side": "yes", "side_price_dollars": "0.0220", "price_difference_protected_minus_ordinary_dollars": "0.0030", "count_fp": "423.72", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0030", "ineligible_reason": null }, { "window_id": "K10_M05_05s", "protected_trade_id": "072412ff-2441-a8c4-75f5-7026923c64e9", "protected_created_time": "2026-10-18T20:00:04.403952Z", "taker_side": "yes", "protected_side_price_dollars": "0.0250", "protected_count_fp": "373.13", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-18T20:00:02.469468Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "072412ff-ae91-bb9e-f310-ef89fedf3fcc" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0210", "latest_prior_ordinary_tied_price_max_dollars": "0.0210", "seconds_from_latest_prior_ordinary_print": 1.934484, "ordinary_tie_trades": [ { "trade_id": "072412ff-ae91-bb9e-f310-ef89fedf3fcc", "created_time": "2026-10-18T20:00:02.469468Z", "taker_side": "yes", "side_price_dollars": "0.0210", "price_difference_protected_minus_ordinary_dollars": "0.0040", "count_fp": "444.44", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0040", "ineligible_reason": null }, { "window_id": "K11_M15_05s", "protected_trade_id": "07241228-0ec1-83b5-ab73-24dee4a22a1a", "protected_created_time": "2026-10-18T20:10:00.380254Z", "taker_side": "yes", "protected_side_price_dollars": "0.0290", "protected_count_fp": "16.12", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" }, { "window_id": "K11_M15_05s", "protected_trade_id": "07241228-0ec1-ad68-4dc4-5d08165a3d15", "protected_created_time": "2026-10-18T20:10:00.452304Z", "taker_side": "yes", "protected_side_price_dollars": "0.0290", "protected_count_fp": "322.58", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-a104324768740ac4c3dd", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026ACYGLP7WJO6LQWQY-2NQ4B6SJO", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026C46288F5474-F37ABAAF9CA", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 6, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 1, "ordinary_print_count": 2, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 3, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K07_M60_05s", "protected_trade_id": "072446bb-1d29-ab95-1734-5eadf46c7660", "protected_created_time": "2026-10-15T23:15:01.314005Z", "taker_side": "yes", "protected_side_price_dollars": "0.0051", "protected_count_fp": "3636.36", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-49fd7641562d5963cd96", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026BMS4PG3B6I5L6PCB-VCUB6OPHM", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026X6USPLOVFCOJ42QC-NJRQ7IFA5", "pair_median_protected_minus_ordinary_dollars": "0.0001", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0001", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K09_M60_05s", "protected_trade_id": "0724714a-8921-b112-ef4d-c5af31f4e412", "protected_created_time": "2026-10-18T16:00:04.366264Z", "taker_side": "yes", "protected_side_price_dollars": "0.0017", "protected_count_fp": "2300.00", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-18T16:00:01.359767Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "0724714a-e449-b1a8-1465-ebd889a4a58c" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0016", "latest_prior_ordinary_tied_price_max_dollars": "0.0016", "seconds_from_latest_prior_ordinary_print": 3.006497, "ordinary_tie_trades": [ { "trade_id": "0724714a-e449-b1a8-1465-ebd889a4a58c", "created_time": "2026-10-18T16:00:01.359767Z", "taker_side": "yes", "side_price_dollars": "0.0016", "price_difference_protected_minus_ordinary_dollars": "0.0001", "count_fp": "1111.11", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0001", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-ac8d913ff7747245981a", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026BOJ4YP2T7AQW3N34-DRKTQKYAO", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026TSF5CPSRN7A4PEBR-A5UOHTQHT", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K12_M15_05s", "protected_trade_id": "0724149e-8971-839e-2307-60809af1d538", "protected_created_time": "2026-10-19T00:05:02.311639Z", "taker_side": "yes", "protected_side_price_dollars": "0.4590", "protected_count_fp": "20.99", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-a062034fa96c1a87d573", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026C3QCYBXHCIJU44HY-4QE2GSDWV", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026H27AT6RUZUPEGTAB-FCQHXUZJQ", "pair_median_protected_minus_ordinary_dollars": "0.0055", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 1, "ordinary_print_count": 4, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0055", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 1, "ordinary_print_count": 2, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 2, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K07_M15_05s", "protected_trade_id": "07244a0a-e921-89b5-23b7-e9cc78163280", "protected_created_time": "2026-10-16T00:00:04.348421Z", "taker_side": "yes", "protected_side_price_dollars": "0.0072", "protected_count_fp": "256.41", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-16T00:00:04.314146Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07244a0a-e921-a61a-69bb-354b9f2f3164" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0017", "latest_prior_ordinary_tied_price_max_dollars": "0.0017", "seconds_from_latest_prior_ordinary_print": 0.034275, "ordinary_tie_trades": [ { "trade_id": "07244a0a-e921-a61a-69bb-354b9f2f3164", "created_time": "2026-10-16T00:00:04.314146Z", "taker_side": "yes", "side_price_dollars": "0.0017", "price_difference_protected_minus_ordinary_dollars": "0.0055", "count_fp": "1052.63", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0055", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-b2e76b5e717fe475b125", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026CE6K5JXGB6HSDYKJ-5X3MAIR32", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026EI2EOZDWESTI6BWP-XQXNTJTWC", "pair_median_protected_minus_ordinary_dollars": "0.0150", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 2, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": "0.0150", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K13_M05_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K13_M15_05s", "protected_trade_id": "07240cf5-2d59-bde1-44ad-f22b8c36e6d5", "protected_created_time": "2026-10-20T00:00:03.418206Z", "taker_side": "yes", "protected_side_price_dollars": "0.1080", "protected_count_fp": "217.77", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-20T00:00:02.46954Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07240cf5-e091-a4d7-c21c-b29f23e83041" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0930", "latest_prior_ordinary_tied_price_max_dollars": "0.0930", "seconds_from_latest_prior_ordinary_print": 0.948666, "ordinary_tie_trades": [ { "trade_id": "07240cf5-e091-a4d7-c21c-b29f23e83041", "created_time": "2026-10-20T00:00:02.46954Z", "taker_side": "yes", "side_price_dollars": "0.0930", "price_difference_protected_minus_ordinary_dollars": "0.0150", "count_fp": "5050.50", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0150", "ineligible_reason": null }, { "window_id": "K13_M05_05s", "protected_trade_id": "07240c37-cd09-a5c8-5c09-119f2d1a57fe", "protected_created_time": "2026-10-20T00:10:01.418377Z", "taker_side": "yes", "protected_side_price_dollars": "0.1110", "protected_count_fp": "847.45", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-4c60a87c6343979703d6", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026D2RLQ4TLJRLMT7ZS-S4M5SBZE5", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S20266UDF5GVTC4V4AKSZ-V3QI4OSEB", "pair_median_protected_minus_ordinary_dollars": "0.0020", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 2, "ordinary_print_count": 3, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": "0.0020", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 2, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K13_M60_05s", "protected_trade_id": "07240c4e-58c9-832b-8f0c-b965b9b6b1ea", "protected_created_time": "2026-10-19T23:15:03.456238Z", "taker_side": "yes", "protected_side_price_dollars": "0.0150", "protected_count_fp": "185.71", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" }, { "window_id": "K13_M15_05s", "protected_trade_id": "07240cf5-f449-a268-0c5c-76ed55bfdc26", "protected_created_time": "2026-10-20T00:00:01.415844Z", "taker_side": "yes", "protected_side_price_dollars": "0.0160", "protected_count_fp": "174.41", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-20T00:00:00.470934Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07240cf5-f801-8e54-2fa2-64062a314ce9" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0140", "latest_prior_ordinary_tied_price_max_dollars": "0.0140", "seconds_from_latest_prior_ordinary_print": 0.94491, "ordinary_tie_trades": [ { "trade_id": "07240cf5-f801-8e54-2fa2-64062a314ce9", "created_time": "2026-10-20T00:00:00.470934Z", "taker_side": "yes", "side_price_dollars": "0.0140", "price_difference_protected_minus_ordinary_dollars": "0.0020", "count_fp": "100.00", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0020", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-01c14fa775ebab59b61c", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026DAD0DE95C91-BB8C176CA4D", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026A8395E97BC7-5721CA9C297", "pair_median_protected_minus_ordinary_dollars": "0.0020", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 2, "protected_print_count": 1, "ordinary_print_count": 28, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0020", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 1, "ordinary_print_count": 20, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 3, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 5, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K06_M60_05s", "protected_trade_id": "0725fbf2-4b31-bbe5-a9b7-f5be31c4303f", "protected_created_time": "2026-10-12T23:15:02.991806Z", "taker_side": "yes", "protected_side_price_dollars": "0.0130", "protected_count_fp": "359.71", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-12T23:15:02.985986Z", "latest_prior_tie_count": 2, "latest_prior_ordinary_tied_trade_ids": [ "0725fbf2-4b31-8cd0-eaa9-3baa7cb8c4dd", "0725fbf2-4b31-8d2d-f72c-02f4b7a9557f" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0110", "latest_prior_ordinary_tied_price_max_dollars": "0.0110", "seconds_from_latest_prior_ordinary_print": 0.00582, "ordinary_tie_trades": [ { "trade_id": "0725fbf2-4b31-8cd0-eaa9-3baa7cb8c4dd", "created_time": "2026-10-12T23:15:02.985986Z", "taker_side": "yes", "side_price_dollars": "0.0110", "price_difference_protected_minus_ordinary_dollars": "0.0020", "count_fp": "64.01", "is_block_trade": false }, { "trade_id": "0725fbf2-4b31-8d2d-f72c-02f4b7a9557f", "created_time": "2026-10-12T23:15:02.985986Z", "taker_side": "yes", "side_price_dollars": "0.0110", "price_difference_protected_minus_ordinary_dollars": "0.0020", "count_fp": "20.73", "is_block_trade": false } ], "eligible_difference_count": 2, "eligible_difference_median_dollars": "0.0020", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-d046048c7d67d0f74736", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026DAGATNUC23GOCPQ2-6RKWYWQKA", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026Y447Z3IXF4KI5JV3-IXYXEOZUK", "pair_median_protected_minus_ordinary_dollars": "0.0050", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 2, "protected_print_count": 3, "ordinary_print_count": 2, "eligible_protected_print_comparison_record_count": 2, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": "0.0050", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 3, "ordinary_print_count": 2, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K12_M15_05s", "protected_trade_id": "0724149f-0a39-a22b-c359-15098ee38867", "protected_created_time": "2026-10-19T00:05:00.340669Z", "taker_side": "yes", "protected_side_price_dollars": "0.0910", "protected_count_fp": "204.29", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" }, { "window_id": "K12_M15_05s", "protected_trade_id": "0724149f-6b79-8a67-b90b-635945b0ce23", "protected_created_time": "2026-10-19T00:05:02.313225Z", "taker_side": "yes", "protected_side_price_dollars": "0.0910", "protected_count_fp": "145.65", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-19T00:05:01.38709Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "0724149e-9ce9-9bb2-bffb-e28aa8789d81" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0860", "latest_prior_ordinary_tied_price_max_dollars": "0.0860", "seconds_from_latest_prior_ordinary_print": 0.926135, "ordinary_tie_trades": [ { "trade_id": "0724149e-9ce9-9bb2-bffb-e28aa8789d81", "created_time": "2026-10-19T00:05:01.38709Z", "taker_side": "yes", "side_price_dollars": "0.0860", "price_difference_protected_minus_ordinary_dollars": "0.0050", "count_fp": "109.17", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0050", "ineligible_reason": null }, { "window_id": "K12_M15_05s", "protected_trade_id": "0724149f-6b79-b487-5b1f-7e5892c9174b", "protected_created_time": "2026-10-19T00:05:02.395935Z", "taker_side": "yes", "protected_side_price_dollars": "0.0910", "protected_count_fp": "51.07", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-19T00:05:01.38709Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "0724149e-9ce9-9bb2-bffb-e28aa8789d81" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0860", "latest_prior_ordinary_tied_price_max_dollars": "0.0860", "seconds_from_latest_prior_ordinary_print": 1.008845, "ordinary_tie_trades": [ { "trade_id": "0724149e-9ce9-9bb2-bffb-e28aa8789d81", "created_time": "2026-10-19T00:05:01.38709Z", "taker_side": "yes", "side_price_dollars": "0.0860", "price_difference_protected_minus_ordinary_dollars": "0.0050", "count_fp": "109.17", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0050", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-60cbc05568b503e412e3", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026EJBXYLWKOEB6QWHJ-GDFTBICP3", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S20263ZZGGYEZCUB4HVPG-IV5FHJNP5", "pair_median_protected_minus_ordinary_dollars": "0.0080", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 12, "protected_print_count": 8, "ordinary_print_count": 17, "eligible_protected_print_comparison_record_count": 6, "ineligible_protected_print_count": 2, "eligible_protected_print_group_median_dollars": "0.0080", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 2, "ordinary_print_count": 2, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 2, "ordinary_print_count": 8, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K12_M15_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 3, "ordinary_print_count": 5, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": 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"same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K13_M15_05s", "protected_trade_id": "07240cf5-f449-a164-f3a9-f5e079669f14", "protected_created_time": "2026-10-20T00:00:01.394891Z", "taker_side": "yes", "protected_side_price_dollars": "0.0150", "protected_count_fp": "310.55", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-8d3e88b600bdd70ada55", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026FY4WEN3NJHPZCXLL-YBKTV5ACG", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026YFGT7RW5B7EZNDYG-QMMHTJTLX", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K10_M05_05s", "protected_trade_id": "072412ff-8a01-bada-d23e-ad905f309a05", "protected_created_time": "2026-10-18T20:00:00.390078Z", "taker_side": "yes", "protected_side_price_dollars": "0.0890", "protected_count_fp": "1.05", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-6a2c5914fc8f3b89e1d0", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026GL7YTUN2PRHNYL4A-EQXZW6Y4D", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026PY6WXP3677EHIZTC-KOEOBINQK", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 14, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 2, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 5, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 4, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K08_M15_05s", "protected_trade_id": "072473bc-4c29-a7f3-b748-e061d005b35f", "protected_created_time": "2026-10-18T13:15:01.302684Z", "taker_side": "yes", "protected_side_price_dollars": "0.0049", "protected_count_fp": "188.67", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-42fe064878873e36d613", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026IOGZZW7WH55E4B5V-QI4V7LDDI", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026ZH2KRA6BMZ6KA5PS-5JANWX67R", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K08_M15_05s", "protected_trade_id": "072473bd-ccb9-b2b3-ab97-3db1172066f7", "protected_created_time": "2026-10-18T13:15:03.347038Z", "taker_side": "yes", "protected_side_price_dollars": "0.0170", "protected_count_fp": "54.94", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-415277c5a6b45e4dc65e", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026JU4DUNHRJZKU7RMX-SIMCYE5GS", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026ZALP6IKM3NZQPK2Y-3UTN6OZI4", "pair_median_protected_minus_ordinary_dollars": "0.1060", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.1060", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": 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}, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": 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"protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K12_M15_05s", "protected_trade_id": "0724149e-a9b1-8776-d26c-821e44eb2879", "protected_created_time": "2026-10-19T00:05:04.331361Z", "taker_side": "yes", "protected_side_price_dollars": "0.2220", "protected_count_fp": "200.76", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-19T00:05:00.410831Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "0724149e-f061-8b50-5f5e-c8406ebdb130" ], "latest_prior_ordinary_tied_price_min_dollars": "0.1160", "latest_prior_ordinary_tied_price_max_dollars": "0.1160", "seconds_from_latest_prior_ordinary_print": 3.92053, "ordinary_tie_trades": [ { "trade_id": "0724149e-f061-8b50-5f5e-c8406ebdb130", "created_time": "2026-10-19T00:05:00.410831Z", "taker_side": "yes", "side_price_dollars": "0.1160", "price_difference_protected_minus_ordinary_dollars": "0.1060", "count_fp": "16.23", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.1060", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-2c305103516ab81b746e", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026L2OQIK2ZD3LQ5G2L-372YELBX4", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S202622PFT533GTNNZGFB-HL4SGZ4S3", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 2, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": 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"same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K13_M60_05s", "protected_trade_id": "07240fbb-df31-b9f5-4478-72137a5d559f", "protected_created_time": "2026-10-19T23:15:02.418675Z", "taker_side": "yes", "protected_side_price_dollars": "0.0400", "protected_count_fp": "117.09", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, 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"ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K09_M15_05s", "protected_trade_id": "0724707b-0871-8554-92b5-36fb7d627989", "protected_created_time": "2026-10-18T16:45:02.446726Z", "taker_side": "yes", "protected_side_price_dollars": "0.0042", "protected_count_fp": "222.22", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-18T16:45:02.395608Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "0724707b-0871-b68e-8a82-2785359abd3c" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0017", "latest_prior_ordinary_tied_price_max_dollars": "0.0017", "seconds_from_latest_prior_ordinary_print": 0.051118, "ordinary_tie_trades": [ { "trade_id": "0724707b-0871-b68e-8a82-2785359abd3c", "created_time": "2026-10-18T16:45:02.395608Z", "taker_side": "yes", "side_price_dollars": "0.0017", "price_difference_protected_minus_ordinary_dollars": "0.0025", "count_fp": "1052.63", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0025", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-e6a5200184afcb1786ef", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026MIWOWFN24HN3WH6P-QHUWPET4L", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026OFNL7LGDJPWQ6X7B-ZTERJEJWO", "pair_median_protected_minus_ordinary_dollars": "0.0170", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0170", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": 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}, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K13_M05_05s", "protected_trade_id": "07240c30-0c51-8955-d7ec-4a95b1d97995", "protected_created_time": "2026-10-20T00:10:03.477496Z", "taker_side": "yes", "protected_side_price_dollars": "0.4330", "protected_count_fp": "242.11", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-20T00:10:00.394465Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07240c36-40c1-b51b-1678-0bb190de7c62" ], "latest_prior_ordinary_tied_price_min_dollars": "0.4160", "latest_prior_ordinary_tied_price_max_dollars": "0.4160", "seconds_from_latest_prior_ordinary_print": 3.083031, "ordinary_tie_trades": [ { "trade_id": "07240c36-40c1-b51b-1678-0bb190de7c62", "created_time": "2026-10-20T00:10:00.394465Z", "taker_side": "yes", "side_price_dollars": "0.4160", "price_difference_protected_minus_ordinary_dollars": "0.0170", "count_fp": "115.44", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0170", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-9832fb50723ffaf228b7", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026MPZGWHQPIBI7IJWA-L4M75DU4B", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S20266THVATXAPAE734HO-GTWWK57KW", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 9, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 1, "ordinary_print_count": 8, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" } ], "protected_print_comparisons": [ { "window_id": "K14_M05_05s", "protected_trade_id": "0724fe4a-c6d1-abb3-702f-d247ee5263cc", "protected_created_time": "2026-10-23T00:10:00.121839Z", "taker_side": "yes", "protected_side_price_dollars": "0.0180", "protected_count_fp": "518.13", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-abfe8981b975b9b319a2", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026MPZGWHQPIBI7IJWA-W3FICKOPJ", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S20266THVATXAPAE734HO-E32LY3YZX", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 2, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" } ], "protected_print_comparisons": [ { "window_id": "K14_M05_05s", "protected_trade_id": "0724fe48-9cc1-bcbe-e155-d086e554cf4a", "protected_created_time": "2026-10-23T00:10:00.120499Z", "taker_side": "yes", "protected_side_price_dollars": "0.1160", "protected_count_fp": "16.23", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-a57532a97cbe7b280e20", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026MPZGWHQPIBI7IJWA-YLVMXGBO6", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S20266THVATXAPAE734HO-UCUPKHCH7", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 2, "ordinary_print_count": 2, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 2, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 2, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K14_M60_05s", "protected_trade_id": "0724f273-7ec9-beb0-5679-3bf264168a0e", "protected_created_time": "2026-10-22T23:15:02.166569Z", "taker_side": "yes", "protected_side_price_dollars": "0.0200", "protected_count_fp": "1775.70", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" }, { "window_id": "K14_M05_05s", "protected_trade_id": "0724fe48-6ee1-9892-396a-ffaf4a10c004", "protected_created_time": "2026-10-23T00:10:04.182432Z", "taker_side": "yes", "protected_side_price_dollars": "0.0190", "protected_count_fp": "249.50", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-df2a071871133f8cfb0f", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026MYQ672TI4BIS2H7Z-3QO2EBRHM", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026UXFX2QFRQRLSEWVH-U277CSVOG", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K11_M15_05s", "protected_trade_id": "07241228-5ce1-8486-7456-b7afb637cc4f", "protected_created_time": "2026-10-18T20:10:04.398304Z", "taker_side": "yes", "protected_side_price_dollars": "0.0880", "protected_count_fp": "106.08", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-29cef14f58843f8bf66d", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026ON5CFXSIMDLD6IE3-4QVSQUFSL", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026W6Z4LKL7ZC7IOJAX-LYWJQQW56", "pair_median_protected_minus_ordinary_dollars": "0.0068", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 1, "ordinary_print_count": 6, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0068", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 1, "ordinary_print_count": 2, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 3, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K14_M15_05s", "protected_trade_id": "0724fe34-7c91-8866-7951-8a17b3c1ecb3", "protected_created_time": "2026-10-23T00:00:02.136103Z", "taker_side": "yes", "protected_side_price_dollars": "0.0140", "protected_count_fp": "580.00", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-23T00:00:00.113288Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "0724fe34-1c01-92f8-bf48-6daae588107e" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0072", "latest_prior_ordinary_tied_price_max_dollars": "0.0072", "seconds_from_latest_prior_ordinary_print": 2.022815, "ordinary_tie_trades": [ { "trade_id": "0724fe34-1c01-92f8-bf48-6daae588107e", "created_time": "2026-10-23T00:00:00.113288Z", "taker_side": "yes", "side_price_dollars": "0.0072", "price_difference_protected_minus_ordinary_dollars": "0.0068", "count_fp": "320.51", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0068", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-d7fe720ce0356aff567c", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026PS4JY2QVRPWQQZS2-ARPOCN5NX", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026YSL5S4UK4XQUEHUZ-SMFZIXHVP", "pair_median_protected_minus_ordinary_dollars": "0.0020", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0020", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K10_M05_05s", "protected_trade_id": "072412ff-ae91-95d8-e5bf-96bd898ca935", "protected_created_time": "2026-10-18T20:00:02.393324Z", "taker_side": "yes", "protected_side_price_dollars": "0.0140", "protected_count_fp": "683.33", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-18T20:00:01.344518Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "072412ff-4d51-84f2-c760-bf3def3516ab" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0120", "latest_prior_ordinary_tied_price_max_dollars": "0.0120", "seconds_from_latest_prior_ordinary_print": 1.048806, "ordinary_tie_trades": [ { "trade_id": "072412ff-4d51-84f2-c760-bf3def3516ab", "created_time": "2026-10-18T20:00:01.344518Z", "taker_side": "yes", "side_price_dollars": "0.0120", "price_difference_protected_minus_ordinary_dollars": "0.0020", "count_fp": "719.42", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0020", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-9bacbaf6046fb6a69ede", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026QDBBMART7TIVR2CR-PW6LMFKXU", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026YFGT7RW5B7EZNDYG-QMMHTJTLX", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K11_M05_05s", "protected_trade_id": "07241204-9781-9060-a21e-ce808f464c86", "protected_created_time": "2026-10-18T20:20:00.327579Z", "taker_side": "yes", "protected_side_price_dollars": "0.0670", "protected_count_fp": "70.02", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-831e977ebee0ace94537", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026S3LFJQADUZSGXDEA-R4F7TD34I", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026E4HYNBFN3GVII7SU-D7BNEX4G5", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K11_M15_05s", "protected_trade_id": "07241228-1b09-9711-431c-fd108166c65e", "protected_created_time": "2026-10-18T20:10:01.339096Z", "taker_side": "yes", "protected_side_price_dollars": "0.0560", "protected_count_fp": "668.89", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-616ec1aad588a1ad4bc1", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026TRIVRMZ6Z2LDTKKI-J4KCSDX6K", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026NP6KVKFLIO2OWD6K-UTGZEJK4U", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 3, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 1, "ordinary_print_count": 2, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K13_M15_05s", "protected_trade_id": "07240cf5-f449-8939-d86d-e9321128fb1c", "protected_created_time": "2026-10-20T00:00:01.439001Z", "taker_side": "yes", "protected_side_price_dollars": "0.0035", "protected_count_fp": "131.57", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-d2eb48d8ccb4f23bdf19", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026TYBQQTYW44IRVO7U-7LXOSERJ5", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026TIQ4VAHMDIKVKX4L-EJC3JVJGN", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K11_M15_05s", "protected_trade_id": "07241228-6099-9db5-9ca0-211356d2f7f0", "protected_created_time": "2026-10-18T20:10:03.444371Z", "taker_side": "yes", "protected_side_price_dollars": "0.1830", "protected_count_fp": "2583.97", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-c4a8493628efa2d3d289", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026W5VSYTSCWZIE2KMV-IF4HAK66J", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026V52QA5HPP27CD5AR-SRBPZAKRM", "pair_median_protected_minus_ordinary_dollars": "0.0018", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 5, "protected_print_count": 6, "ordinary_print_count": 18, "eligible_protected_print_comparison_record_count": 5, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": "0.0018", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": 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"window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 3, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K09_M15_05s", "protected_trade_id": "0724707d-1161-85d7-ca56-4719d1cc9325", "protected_created_time": "2026-10-18T16:45:00.315555Z", "taker_side": "yes", "protected_side_price_dollars": "0.0230", "protected_count_fp": "40.65", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" }, { "window_id": "K09_M05_05s", "protected_trade_id": "07247030-bca9-8788-b047-3ceefa7795a6", "protected_created_time": "2026-10-18T16:55:01.469246Z", "taker_side": "yes", "protected_side_price_dollars": "0.0270", "protected_count_fp": "346.02", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-ea763c8d7b2064f24e9e", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026X2AKRHSUUXG6AMUQ-4SOE5RRDD", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026OIZ7SAR366ILIBFE-L3ZNTUKAD", "pair_median_protected_minus_ordinary_dollars": "0.0150", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0150", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K13_M05_05s", "protected_trade_id": "07240c37-d9d1-a986-6a16-4f19a0fb6310", "protected_created_time": "2026-10-20T00:10:02.506474Z", "taker_side": "yes", "protected_side_price_dollars": "0.1490", "protected_count_fp": "31.66", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-20T00:10:00.477184Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07240c36-40c1-9844-a5ad-1e9610685c9d" ], "latest_prior_ordinary_tied_price_min_dollars": "0.1340", "latest_prior_ordinary_tied_price_max_dollars": "0.1340", "seconds_from_latest_prior_ordinary_print": 2.02929, "ordinary_tie_trades": [ { "trade_id": "07240c36-40c1-9844-a5ad-1e9610685c9d", "created_time": "2026-10-20T00:10:00.477184Z", "taker_side": "yes", "side_price_dollars": "0.1340", "price_difference_protected_minus_ordinary_dollars": "0.0150", "count_fp": "32.63", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0150", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true }, { "pair_id": "PAIR-ead888b9bdfd67665091", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026Y2HAFWTVHJCK62TU-BKYPWSYUW", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026MVBKH4PCMC67EI4P-BBEINGPWU", "pair_median_protected_minus_ordinary_dollars": "0.0007", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 2, "ordinary_print_count": 5, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": "0.0007", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 1, "ordinary_print_count": 4, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K14_M05_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K14_M15_05s", "protected_trade_id": "0724fe34-1049-8850-3c23-59d014eb0bd2", "protected_created_time": "2026-10-23T00:00:01.165628Z", "taker_side": "yes", "protected_side_price_dollars": "0.0023", "protected_count_fp": "400.00", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-23T00:00:00.17311Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "0724fe34-1c01-a37a-17c5-38b3ba417ff2" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0016", "latest_prior_ordinary_tied_price_max_dollars": "0.0016", "seconds_from_latest_prior_ordinary_print": 0.992518, "ordinary_tie_trades": [ { "trade_id": "0724fe34-1c01-a37a-17c5-38b3ba417ff2", "created_time": "2026-10-23T00:00:00.17311Z", "taker_side": "yes", "side_price_dollars": "0.0016", "price_difference_protected_minus_ordinary_dollars": "0.0007", "count_fp": "5555.55", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0007", "ineligible_reason": null }, { "window_id": "K14_M05_05s", "protected_trade_id": "0724fe48-a199-a5c1-bb48-10074910c673", "protected_created_time": "2026-10-23T00:10:02.190563Z", "taker_side": "yes", "protected_side_price_dollars": "0.0024", "protected_count_fp": "3846.15", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, 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"latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" }, { "window_id": "K14_M05_05s", "protected_trade_id": "0724fe4c-e241-9508-01cf-7fe8d8f27ac4", "protected_created_time": "2026-10-23T00:10:00.188889Z", "taker_side": "yes", "protected_side_price_dollars": "0.0085", "protected_count_fp": "101.01", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-23T00:10:00.183314Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "0724fe48-9cc1-8ca6-d2e1-94ac68a9fe65" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0040", "latest_prior_ordinary_tied_price_max_dollars": "0.0040", "seconds_from_latest_prior_ordinary_print": 0.005575, "ordinary_tie_trades": [ { "trade_id": "0724fe48-9cc1-8ca6-d2e1-94ac68a9fe65", "created_time": "2026-10-23T00:10:00.183314Z", "taker_side": "yes", "side_price_dollars": "0.0040", "price_difference_protected_minus_ordinary_dollars": "0.0045", "count_fp": "4418.60", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0045", "ineligible_reason": null }, { "window_id": "K14_M05_05s", "protected_trade_id": "0724fe48-a299-8c5f-b062-a752602fbc55", "protected_created_time": "2026-10-23T00:10:03.155116Z", "taker_side": "yes", "protected_side_price_dollars": "0.0063", "protected_count_fp": "294.11", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-23T00:10:01.187236Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "0724fe48-8909-87d3-896f-7cf18f557433" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0040", "latest_prior_ordinary_tied_price_max_dollars": "0.0040", "seconds_from_latest_prior_ordinary_print": 1.96788, "ordinary_tie_trades": [ { "trade_id": "0724fe48-8909-87d3-896f-7cf18f557433", "created_time": "2026-10-23T00:10:01.187236Z", "taker_side": "yes", "side_price_dollars": "0.0040", "price_difference_protected_minus_ordinary_dollars": "0.0023", "count_fp": "232.55", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0023", "ineligible_reason": null }, { "window_id": "K14_M05_05s", "protected_trade_id": "0724fe48-a299-a3f8-10d0-6b034537d10b", "protected_created_time": "2026-10-23T00:10:03.158253Z", "taker_side": "yes", "protected_side_price_dollars": "0.0063", "protected_count_fp": "882.35", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-23T00:10:01.187236Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "0724fe48-8909-87d3-896f-7cf18f557433" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0040", "latest_prior_ordinary_tied_price_max_dollars": "0.0040", "seconds_from_latest_prior_ordinary_print": 1.971017, "ordinary_tie_trades": [ { "trade_id": "0724fe48-8909-87d3-896f-7cf18f557433", "created_time": "2026-10-23T00:10:01.187236Z", "taker_side": "yes", "side_price_dollars": "0.0040", "price_difference_protected_minus_ordinary_dollars": "0.0023", "count_fp": "232.55", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0023", "ineligible_reason": null }, { "window_id": "K14_M05_05s", "protected_trade_id": "0724fe48-6ee1-b5db-8524-9a09fee2c7f4", "protected_created_time": "2026-10-23T00:10:04.191238Z", "taker_side": "yes", "protected_side_price_dollars": "0.0063", "protected_count_fp": "294.11", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-23T00:10:03.162886Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "0724fe48-a299-be9e-67b2-0f6f00047dc8" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0046", "latest_prior_ordinary_tied_price_max_dollars": "0.0046", "seconds_from_latest_prior_ordinary_print": 1.028352, "ordinary_tie_trades": [ { "trade_id": "0724fe48-a299-be9e-67b2-0f6f00047dc8", "created_time": "2026-10-23T00:10:03.162886Z", "taker_side": "yes", "side_price_dollars": "0.0046", "price_difference_protected_minus_ordinary_dollars": "0.0017", "count_fp": "2000.00", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0017", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-1e4a26ee4d1569475844", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026ZSPUVUJVZGLTIFJ3-UVUZWTS5J", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S20268DCAFEC6553-51588590BC8", "pair_median_protected_minus_ordinary_dollars": "0.0021", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 3, "protected_print_count": 3, "ordinary_print_count": 19, "eligible_protected_print_comparison_record_count": 3, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0021", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": 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}, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 3, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 2, "ordinary_print_count": 8, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K07_M05_05s", "protected_print_count": 1, "ordinary_print_count": 8, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K07_M15_05s", "protected_trade_id": "07244a0a-9091-a848-c7d0-f829e274db8a", "protected_created_time": "2026-10-16T00:00:02.379704Z", "taker_side": "yes", "protected_side_price_dollars": "0.0044", "protected_count_fp": "208.33", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-16T00:00:02.373916Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07244a0a-9091-b15a-27c9-931e7edea5ce" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0021", "latest_prior_ordinary_tied_price_max_dollars": "0.0021", "seconds_from_latest_prior_ordinary_print": 0.005788, "ordinary_tie_trades": [ { "trade_id": "07244a0a-9091-b15a-27c9-931e7edea5ce", "created_time": "2026-10-16T00:00:02.373916Z", "taker_side": "yes", "side_price_dollars": "0.0021", "price_difference_protected_minus_ordinary_dollars": "0.0023", "count_fp": "4347.82", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0023", "ineligible_reason": null }, { "window_id": "K07_M15_05s", "protected_trade_id": "07244a0a-9091-8b75-95e3-d8261ecbd679", "protected_created_time": "2026-10-16T00:00:02.394313Z", "taker_side": "yes", "protected_side_price_dollars": "0.0042", "protected_count_fp": "246.66", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-16T00:00:02.373916Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07244a0a-9091-b15a-27c9-931e7edea5ce" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0021", "latest_prior_ordinary_tied_price_max_dollars": "0.0021", "seconds_from_latest_prior_ordinary_print": 0.020397, "ordinary_tie_trades": [ { "trade_id": "07244a0a-9091-b15a-27c9-931e7edea5ce", "created_time": "2026-10-16T00:00:02.373916Z", "taker_side": "yes", "side_price_dollars": "0.0021", "price_difference_protected_minus_ordinary_dollars": "0.0021", "count_fp": "4347.82", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0021", "ineligible_reason": null }, { "window_id": "K07_M05_05s", "protected_trade_id": "07244a26-1181-85a9-29ad-e98e29d10ba8", "protected_created_time": "2026-10-16T00:10:02.342712Z", "taker_side": "yes", "protected_side_price_dollars": "0.0043", "protected_count_fp": "3454.54", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-16T00:10:02.315991Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07244a26-09d1-9483-68a8-68a6ea05cf7b" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0028", "latest_prior_ordinary_tied_price_max_dollars": "0.0028", "seconds_from_latest_prior_ordinary_print": 0.026721, "ordinary_tie_trades": [ { "trade_id": "07244a26-09d1-9483-68a8-68a6ea05cf7b", "created_time": "2026-10-16T00:10:02.315991Z", "taker_side": "yes", "side_price_dollars": "0.0028", "price_difference_protected_minus_ordinary_dollars": "0.0015", "count_fp": "333.33", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0015", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-5ce85446756f4861f798", "protected_combo_ticker": "KXMVECROSSCATEGORY-S2026ZSZMKWGTZDWW24V4-LZA7WPHB5", "ordinary_combo_ticker": "KXMVECROSSCATEGORY-S2026TWU6X7L36SQ3RJ4X-UCPNJUPUW", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 2, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 1, "ordinary_print_count": 2, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K07_M60_05s", "protected_trade_id": "072446bb-0f31-b36c-dca4-fbd007e4da06", "protected_created_time": "2026-10-15T23:15:02.338037Z", "taker_side": "yes", "protected_side_price_dollars": "0.0091", "protected_count_fp": "204.08", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_strictly_prior_ordinary_same_side_print" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-446e26e59f377dd5b82d", "protected_combo_ticker": "KXMVECROSSCATEGORY0-S2026AMPA2NIUE63XGNVO-QCBCCP2QM", "ordinary_combo_ticker": "KXMVECROSSCATEGORY0-S2026IDVFXGZJDTLZBI7A-PL5YTI4NB", "pair_median_protected_minus_ordinary_dollars": null, "pair_median_relation": "no_eligible_pair_comparison", "eligible_comparison_count_including_latest_timestamp_ties": 0, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 0, "ineligible_protected_print_count": 1, "eligible_protected_print_group_median_dollars": null, "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 1, "same_taker_side_overlap": [], "window_state": "ordinary_only_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 1, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "protected_only_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K08_M05_05s", "protected_trade_id": "07247390-7971-ae5b-2ad0-20a24a394de0", "protected_created_time": "2026-10-18T13:25:02.322292Z", "taker_side": "yes", "protected_side_price_dollars": "0.0140", "protected_count_fp": "66.66", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": null, "latest_prior_tie_count": 0, "latest_prior_ordinary_tied_trade_ids": [], "latest_prior_ordinary_tied_price_min_dollars": null, "latest_prior_ordinary_tied_price_max_dollars": null, "seconds_from_latest_prior_ordinary_print": null, "ordinary_tie_trades": [], "eligible_difference_count": 0, "eligible_difference_median_dollars": null, "ineligible_reason": "no_ordinary_same_side_print_in_window" } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-16f8aea7caf4552ccf4e", "protected_combo_ticker": "KXMVECROSSCATEGORY0-S2026CBAF98910B8-AE34C75BABA", "ordinary_combo_ticker": "KXMVECROSSCATEGORY0-S2026A10DCC3A47B-907D2670F15", "pair_median_protected_minus_ordinary_dollars": "0.0170", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 1, "ordinary_print_count": 1, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0170", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": 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}, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 1, "ordinary_print_count": 1, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K04_M05_05s", "protected_trade_id": "07259ee2-3dd9-b194-4a99-218c56e2f845", "protected_created_time": "2026-10-11T20:20:03.997556Z", "taker_side": "yes", "protected_side_price_dollars": "0.2770", "protected_count_fp": "158.94", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-11T20:20:01.004173Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07259ee2-14c9-ae0f-f6d6-7d9224ff0b58" ], "latest_prior_ordinary_tied_price_min_dollars": "0.2600", "latest_prior_ordinary_tied_price_max_dollars": "0.2600", "seconds_from_latest_prior_ordinary_print": 2.993383, "ordinary_tie_trades": [ { "trade_id": "07259ee2-14c9-ae0f-f6d6-7d9224ff0b58", "created_time": "2026-10-11T20:20:01.004173Z", "taker_side": "yes", "side_price_dollars": "0.2600", "price_difference_protected_minus_ordinary_dollars": "0.0170", "count_fp": "7.64", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0170", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": false }, { "pair_id": "PAIR-f05d8c16bc1658535739", "protected_combo_ticker": "KXMVECROSSCATEGORY0-S2026XJNNCQ4ZMHBVIRFA-Z7JLUIV7K", "ordinary_combo_ticker": "KXMVECROSSCATEGORY0-S20262T4EPKUM42XSQ5MF-F5UY5XX7R", "pair_median_protected_minus_ordinary_dollars": "0.0009", "pair_median_relation": "positive", "eligible_comparison_count_including_latest_timestamp_ties": 1, "protected_print_count": 1, "ordinary_print_count": 2, "eligible_protected_print_comparison_record_count": 1, "ineligible_protected_print_count": 0, "eligible_protected_print_group_median_dollars": "0.0009", "window_comparisons": [ { "window_id": "K01_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K01_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K02_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K03_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K04_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K05_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K06_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K07_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K08_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K09_M05_05s", "protected_print_count": 1, "ordinary_print_count": 2, "same_taker_side_overlap": [ "yes" ], "window_state": "both_markets_printed_with_same_side_overlap" }, { "window_id": "K10_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K10_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K11_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K12_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K13_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M60_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M15_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" }, { "window_id": "K14_M05_05s", "protected_print_count": 0, "ordinary_print_count": 0, "same_taker_side_overlap": [], "window_state": "no_pair_prints_in_window" } ], "protected_print_comparisons": [ { "window_id": "K09_M05_05s", "protected_trade_id": "07247030-9739-83a4-3106-bee48ff2ab01", "protected_created_time": "2026-10-18T16:55:03.308941Z", "taker_side": "yes", "protected_side_price_dollars": "0.0100", "protected_count_fp": "934.57", "protected_is_block_trade": false, "latest_strictly_prior_ordinary_timestamp": "2026-10-18T16:55:00.198436Z", "latest_prior_tie_count": 1, "latest_prior_ordinary_tied_trade_ids": [ "07247030-a821-ba24-6e4b-797b1f703453" ], "latest_prior_ordinary_tied_price_min_dollars": "0.0091", "latest_prior_ordinary_tied_price_max_dollars": "0.0091", "seconds_from_latest_prior_ordinary_print": 3.110505, "ordinary_tie_trades": [ { "trade_id": "07247030-a821-ba24-6e4b-797b1f703453", "created_time": "2026-10-18T16:55:00.198436Z", "taker_side": "yes", "side_price_dollars": "0.0091", "price_difference_protected_minus_ordinary_dollars": "0.0009", "count_fp": "102.04", "is_block_trade": false } ], "eligible_difference_count": 1, "eligible_difference_median_dollars": "0.0009", "ineligible_reason": null } ], "price_measure_note": "Public sampled executions; each protected print is matched only to the latest strictly earlier ordinary print(s) in the same frozen window and same taker_side. This is not a paired quote or a customer premium.", "overlap_with_prior_exact_pair_index": true } ]