{ "strategy": "call-diagonal-spread", "status": "COMPLETE", "capturedAt": "2026-10-10T16:23:24.775Z", "request": { "start_date": "2024-01-01", "end_date": "2024-12-31", "initial_value": 10000, "interval": "Day", "baseline_symbol": "SPY", "dividend_policy": "cash", "generate_events": true }, "statistics": { "percentChange": 0, "sharpeRatio": -1, "sortinoRatio": -28.234448213734513, "maxDrawdown": 0, "avgDrawdown": 0, "ulcerIndex": 0, "ulcerPerformanceIndex": -1, "dollarsSold": 0, "avgTradePnl": 0, "winRate": 0, "profitFactor": 0, "closedTradeCount": 0, "totalDividends": 0, "totalFees": 0, "riskFreeRate": 5.460000038146973, "launchAgentSignalCount": 0, "launchAgentCooldownSkipCount": 0, "nullGatedEvaluations": 0, "distinctUnderlyingsTraded": 0, "universeNamesTraded": 0, "universeSize": 1, "participationRate": 0, "medianDeployment": 0, "peakReservedCollateral": 0, "medianReservedCollateral": null, "liquidityModelVersion": 2, "optionLiquidity": null, "validationWarning": null }, "feeConfig": { "Stock": { "type": "percent", "amount": 0.1 }, "Cryptocurrency": { "type": "percent", "amount": 0.7 }, "Option": { "type": "dollars", "amount": 0.65 }, "OptionSlippageFraction": 0.5 }, "warnings": [ "Historical option candidates or quote accesses without verified timing or observed quotes were excluded. These counters are eligibility checks, not counts of mispriced accepted trades. Coverage is not certified for strategy comparison.", "This completed backtest executed no trades. Its performance metrics do not describe an active strategy." ], "curve": [ { "time": "2024-01-02T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10000, "reservedCollateral": 0 }, { "time": "2024-01-02T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10010.3776, "reservedCollateral": 0 }, { "time": "2024-01-03T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 9963.3596, "reservedCollateral": 0 }, { "time": "2024-01-03T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 9928.626, "reservedCollateral": 0 }, { "time": "2024-01-04T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 9918.2477, "reservedCollateral": 0 }, { "time": "2024-01-04T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 9896.6451, "reservedCollateral": 0 }, { "time": "2024-01-05T14:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 9896.6451, "reservedCollateral": 0 }, { "time": "2024-01-05T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 9910.2001, "reservedCollateral": 0 }, { "time": "2024-01-08T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 9921.0011, "reservedCollateral": 0 }, { "time": "2024-01-08T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10051.6774, "reservedCollateral": 0 }, { "time": "2024-01-09T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 9993.8578, "reservedCollateral": 0 }, { "time": "2024-01-09T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10036.4284, "reservedCollateral": 0 }, { "time": "2024-01-10T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10042.3585, "reservedCollateral": 0 }, { "time": "2024-01-10T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10093.1886, "reservedCollateral": 0 }, { "time": "2024-01-11T14:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10093.1886, "reservedCollateral": 0 }, { "time": "2024-01-11T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10088.7412, "reservedCollateral": 0 }, { "time": "2024-01-12T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10120.298, "reservedCollateral": 0 }, { "time": "2024-01-12T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10095.73, "reservedCollateral": 0 }, { "time": "2024-01-16T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10065.6558, "reservedCollateral": 0 }, { "time": "2024-01-16T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10058.6663, "reservedCollateral": 0 }, { "time": "2024-01-17T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 9992.7991, "reservedCollateral": 0 }, { "time": "2024-01-17T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10002.7534, "reservedCollateral": 0 }, { "time": "2024-01-18T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10039.1818, "reservedCollateral": 0 }, { "time": "2024-01-18T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10091.7059, "reservedCollateral": 0 }, { "time": "2024-01-19T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10116.2739, "reservedCollateral": 0 }, { "time": "2024-01-19T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10217.5108, "reservedCollateral": 0 }, { "time": "2024-01-22T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10250.9744, "reservedCollateral": 0 }, { "time": "2024-01-22T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10239.114, "reservedCollateral": 0 }, { "time": "2024-01-23T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10250.9744, "reservedCollateral": 0 }, { "time": "2024-01-23T18:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10250.9744, "reservedCollateral": 0 }, { "time": "2024-01-23T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10268.9762, "reservedCollateral": 0 }, { "time": "2024-01-24T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10331.4553, "reservedCollateral": 0 }, { "time": "2024-01-24T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10280.2019, "reservedCollateral": 0 }, { "time": "2024-01-25T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10326.4785, "reservedCollateral": 0 }, { "time": "2024-01-25T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10336.1148, "reservedCollateral": 0 }, { "time": "2024-01-26T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10326.7958, "reservedCollateral": 0 }, { "time": "2024-01-26T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10322.9837, "reservedCollateral": 0 }, { "time": "2024-01-29T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10329.7613, "reservedCollateral": 0 }, { "time": "2024-01-29T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10404.7354, "reservedCollateral": 0 }, { "time": "2024-01-30T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10389.6983, "reservedCollateral": 0 }, { "time": "2024-01-30T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10396.6878, "reservedCollateral": 0 }, { "time": "2024-01-31T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10348.6105, "reservedCollateral": 0 }, { "time": "2024-01-31T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10227.0417, "reservedCollateral": 0 }, { "time": "2024-02-01T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10264.1054, "reservedCollateral": 0 }, { "time": "2024-02-01T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10360.8948, "reservedCollateral": 0 }, { "time": "2024-02-02T14:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10360.8948, "reservedCollateral": 0 }, { "time": "2024-02-02T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10469.9679, "reservedCollateral": 0 }, { "time": "2024-02-05T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10456.0955, "reservedCollateral": 0 }, { "time": "2024-02-05T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10431.8448, "reservedCollateral": 0 }, { "time": "2024-02-06T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10452.3887, "reservedCollateral": 0 }, { "time": "2024-02-06T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10462.1316, "reservedCollateral": 0 }, { "time": "2024-02-07T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10511.0557, "reservedCollateral": 0 }, { "time": "2024-02-07T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10549.3901, "reservedCollateral": 0 }, { "time": "2024-02-08T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10549.3901, "reservedCollateral": 0 }, { "time": "2024-02-08T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10554.0495, "reservedCollateral": 0 }, { "time": "2024-02-09T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10565.0625, "reservedCollateral": 0 }, { "time": "2024-02-09T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10615.0459, "reservedCollateral": 0 }, { "time": "2024-02-12T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10614.4106, "reservedCollateral": 0 }, { "time": "2024-02-12T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10610.3865, "reservedCollateral": 0 }, { "time": "2024-02-13T14:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10610.3865, "reservedCollateral": 0 }, { "time": "2024-02-13T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10464.249, "reservedCollateral": 0 }, { "time": "2024-02-14T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10521.6453, "reservedCollateral": 0 }, { "time": "2024-02-14T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10559.3444, "reservedCollateral": 0 }, { "time": "2024-02-15T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10574.5935, "reservedCollateral": 0 }, { "time": "2024-02-15T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10632.2011, "reservedCollateral": 0 }, { "time": "2024-02-16T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10625.6356, "reservedCollateral": 0 }, { "time": "2024-02-16T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10579.2529, "reservedCollateral": 0 }, { "time": "2024-02-20T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10541.3419, "reservedCollateral": 0 }, { "time": "2024-02-20T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10521.01, "reservedCollateral": 0 }, { "time": "2024-02-21T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10492.6298, "reservedCollateral": 0 }, { "time": "2024-02-21T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10530.5402, "reservedCollateral": 0 }, { "time": "2024-02-22T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10674.5596, "reservedCollateral": 0 }, { "time": "2024-02-22T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10748.475, "reservedCollateral": 0 }, { "time": "2024-02-23T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10785.9621, "reservedCollateral": 0 }, { "time": "2024-02-23T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10755.8879, "reservedCollateral": 0 }, { "time": "2024-02-26T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10765.4182, "reservedCollateral": 0 }, { "time": "2024-02-26T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10716.4941, "reservedCollateral": 0 }, { "time": "2024-02-27T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10731.5319, "reservedCollateral": 0 }, { "time": "2024-02-27T18:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10731.5319, "reservedCollateral": 0 }, { "time": "2024-02-27T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10736.4027, "reservedCollateral": 0 }, { "time": "2024-02-28T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10702.5157, "reservedCollateral": 0 }, { "time": "2024-02-28T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10722.2129, "reservedCollateral": 0 }, { "time": "2024-02-29T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10760.5473, "reservedCollateral": 0 }, { "time": "2024-02-29T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10760.7587, "reservedCollateral": 0 }, { "time": "2024-03-01T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10779.8205, "reservedCollateral": 0 }, { "time": "2024-03-01T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10861.7835, "reservedCollateral": 0 }, { "time": "2024-03-04T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10844.4177, "reservedCollateral": 0 }, { "time": "2024-03-04T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10850.1352, "reservedCollateral": 0 }, { "time": "2024-03-05T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10806.506, "reservedCollateral": 0 }, { "time": "2024-03-05T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10741.6975, "reservedCollateral": 0 }, { "time": "2024-03-06T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10813.0715, "reservedCollateral": 0 }, { "time": "2024-03-06T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10796.1283, "reservedCollateral": 0 }, { "time": "2024-03-07T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10867.9264, "reservedCollateral": 0 }, { "time": "2024-03-07T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10903.2954, "reservedCollateral": 0 }, { "time": "2024-03-08T14:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10903.2954, "reservedCollateral": 0 }, { "time": "2024-03-08T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10837.8515, "reservedCollateral": 0 }, { "time": "2024-03-11T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10811.5894, "reservedCollateral": 0 }, { "time": "2024-03-11T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10828.5326, "reservedCollateral": 0 }, { "time": "2024-03-12T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10828.5326, "reservedCollateral": 0 }, { "time": "2024-03-12T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10945.0192, "reservedCollateral": 0 }, { "time": "2024-03-13T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10952.0074, "reservedCollateral": 0 }, { "time": "2024-03-13T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10927.8627, "reservedCollateral": 0 }, { "time": "2024-03-14T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10949.042, "reservedCollateral": 0 }, { "time": "2024-03-14T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10906.2608, "reservedCollateral": 0 }, { "time": "2024-03-15T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10805.8706, "reservedCollateral": 0 }, { "time": "2024-03-15T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10797.8224, "reservedCollateral": 0 }, { "time": "2024-03-18T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10886.1402, "reservedCollateral": 0 }, { "time": "2024-03-18T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10861.9955, "reservedCollateral": 0 }, { "time": "2024-03-19T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10846.9591, "reservedCollateral": 0 }, { "time": "2024-03-19T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10922.3572, "reservedCollateral": 0 }, { "time": "2024-03-20T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10923.6279, "reservedCollateral": 0 }, { "time": "2024-03-20T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11023.3814, "reservedCollateral": 0 }, { "time": "2024-03-21T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11085.0138, "reservedCollateral": 0 }, { "time": "2024-03-21T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11059.8104, "reservedCollateral": 0 }, { "time": "2024-03-22T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11057.9037, "reservedCollateral": 0 }, { "time": "2024-03-22T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11038.8431, "reservedCollateral": 0 }, { "time": "2024-03-25T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11008.9797, "reservedCollateral": 0 }, { "time": "2024-03-25T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11008.345, "reservedCollateral": 0 }, { "time": "2024-03-26T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11039.2659, "reservedCollateral": 0 }, { "time": "2024-03-26T17:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11039.2659, "reservedCollateral": 0 }, { "time": "2024-03-26T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10988.0124, "reservedCollateral": 0 }, { "time": "2024-03-27T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11049.4328, "reservedCollateral": 0 }, { "time": "2024-03-27T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11080.3537, "reservedCollateral": 0 }, { "time": "2024-03-28T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11081.2017, "reservedCollateral": 0 }, { "time": "2024-03-28T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11078.2363, "reservedCollateral": 0 }, { "time": "2024-04-01T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11094.3327, "reservedCollateral": 0 }, { "time": "2024-04-01T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11058.9624, "reservedCollateral": 0 }, { "time": "2024-04-02T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10975.9401, "reservedCollateral": 0 }, { "time": "2024-04-02T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10988.6484, "reservedCollateral": 0 }, { "time": "2024-04-03T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10964.9264, "reservedCollateral": 0 }, { "time": "2024-04-03T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11000.7194, "reservedCollateral": 0 }, { "time": "2024-04-04T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11087.7672, "reservedCollateral": 0 }, { "time": "2024-04-04T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10866.4436, "reservedCollateral": 0 }, { "time": "2024-04-05T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10866.4436, "reservedCollateral": 0 }, { "time": "2024-04-05T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10979.9642, "reservedCollateral": 0 }, { "time": "2024-04-08T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10995.2139, "reservedCollateral": 0 }, { "time": "2024-04-08T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10986.1057, "reservedCollateral": 0 }, { "time": "2024-04-09T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11023.8054, "reservedCollateral": 0 }, { "time": "2024-04-09T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10998.814, "reservedCollateral": 0 }, { "time": "2024-04-10T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10998.814, "reservedCollateral": 0 }, { "time": "2024-04-10T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10888.6816, "reservedCollateral": 0 }, { "time": "2024-04-11T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10921.7212, "reservedCollateral": 0 }, { "time": "2024-04-11T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10970.8573, "reservedCollateral": 0 }, { "time": "2024-04-12T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10893.9764, "reservedCollateral": 0 }, { "time": "2024-04-12T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10819.4257, "reservedCollateral": 0 }, { "time": "2024-04-15T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10910.0729, "reservedCollateral": 0 }, { "time": "2024-04-15T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10683.8785, "reservedCollateral": 0 }, { "time": "2024-04-16T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10694.2562, "reservedCollateral": 0 }, { "time": "2024-04-16T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10664.3933, "reservedCollateral": 0 }, { "time": "2024-04-17T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10717.7648, "reservedCollateral": 0 }, { "time": "2024-04-17T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10601.2789, "reservedCollateral": 0 }, { "time": "2024-04-18T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10631.5657, "reservedCollateral": 0 }, { "time": "2024-04-18T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10579.4643, "reservedCollateral": 0 }, { "time": "2024-04-19T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10577.7702, "reservedCollateral": 0 }, { "time": "2024-04-19T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10487.123, "reservedCollateral": 0 }, { "time": "2024-04-22T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10543.6713, "reservedCollateral": 0 }, { "time": "2024-04-22T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10583.7004, "reservedCollateral": 0 }, { "time": "2024-04-23T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10627.3296, "reservedCollateral": 0 }, { "time": "2024-04-23T17:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10627.3296, "reservedCollateral": 0 }, { "time": "2024-04-23T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10709.2932, "reservedCollateral": 0 }, { "time": "2024-04-24T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10728.5665, "reservedCollateral": 0 }, { "time": "2024-04-24T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10704.2104, "reservedCollateral": 0 }, { "time": "2024-04-25T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10572.2634, "reservedCollateral": 0 }, { "time": "2024-04-25T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10663.546, "reservedCollateral": 0 }, { "time": "2024-04-26T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10724.119, "reservedCollateral": 0 }, { "time": "2024-04-26T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10764.5715, "reservedCollateral": 0 }, { "time": "2024-04-29T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10803.3292, "reservedCollateral": 0 }, { "time": "2024-04-29T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10802.6939, "reservedCollateral": 0 }, { "time": "2024-04-30T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10770.925, "reservedCollateral": 0 }, { "time": "2024-04-30T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10665.3453, "reservedCollateral": 0 }, { "time": "2024-05-01T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10652.5972, "reservedCollateral": 0 }, { "time": "2024-05-01T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10630.7133, "reservedCollateral": 0 }, { "time": "2024-05-02T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10711.45, "reservedCollateral": 0 }, { "time": "2024-05-02T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10730.147, "reservedCollateral": 0 }, { "time": "2024-05-03T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10730.147, "reservedCollateral": 0 }, { "time": "2024-05-03T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10863.1507, "reservedCollateral": 0 }, { "time": "2024-05-06T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10915.417, "reservedCollateral": 0 }, { "time": "2024-05-06T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10975.3324, "reservedCollateral": 0 }, { "time": "2024-05-07T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10996.3663, "reservedCollateral": 0 }, { "time": "2024-05-07T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10987.4431, "reservedCollateral": 0 }, { "time": "2024-05-08T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10947.4995, "reservedCollateral": 0 }, { "time": "2024-05-08T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10988.5052, "reservedCollateral": 0 }, { "time": "2024-05-09T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10992.5421, "reservedCollateral": 0 }, { "time": "2024-05-09T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11051.8195, "reservedCollateral": 0 }, { "time": "2024-05-10T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11086.6642, "reservedCollateral": 0 }, { "time": "2024-05-10T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11066.0556, "reservedCollateral": 0 }, { "time": "2024-05-13T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11102.5991, "reservedCollateral": 0 }, { "time": "2024-05-13T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11067.5418, "reservedCollateral": 0 }, { "time": "2024-05-14T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11071.7913, "reservedCollateral": 0 }, { "time": "2024-05-14T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11118.3213, "reservedCollateral": 0 }, { "time": "2024-05-15T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11118.3213, "reservedCollateral": 0 }, { "time": "2024-05-15T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11255.9999, "reservedCollateral": 0 }, { "time": "2024-05-16T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11258.124, "reservedCollateral": 0 }, { "time": "2024-05-16T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11232.8406, "reservedCollateral": 0 }, { "time": "2024-05-17T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11235.3901, "reservedCollateral": 0 }, { "time": "2024-05-17T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11248.9882, "reservedCollateral": 0 }, { "time": "2024-05-20T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11251.5376, "reservedCollateral": 0 }, { "time": "2024-05-20T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11261.9483, "reservedCollateral": 0 }, { "time": "2024-05-21T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11245.3766, "reservedCollateral": 0 }, { "time": "2024-05-21T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11289.5685, "reservedCollateral": 0 }, { "time": "2024-05-22T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11274.4843, "reservedCollateral": 0 }, { "time": "2024-05-22T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11257.062, "reservedCollateral": 0 }, { "time": "2024-05-23T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11323.5638, "reservedCollateral": 0 }, { "time": "2024-05-23T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11174.8379, "reservedCollateral": 0 }, { "time": "2024-05-24T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11214.9929, "reservedCollateral": 0 }, { "time": "2024-05-24T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11248.7755, "reservedCollateral": 0 }, { "time": "2024-05-28T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11266.4105, "reservedCollateral": 0 }, { "time": "2024-05-28T17:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11266.4105, "reservedCollateral": 0 }, { "time": "2024-05-28T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11256.6366, "reservedCollateral": 0 }, { "time": "2024-05-29T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11168.8882, "reservedCollateral": 0 }, { "time": "2024-05-29T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11177.8114, "reservedCollateral": 0 }, { "time": "2024-05-30T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11144.2428, "reservedCollateral": 0 }, { "time": "2024-05-30T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11103.6612, "reservedCollateral": 0 }, { "time": "2024-05-31T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11124.4837, "reservedCollateral": 0 }, { "time": "2024-05-31T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11204.795, "reservedCollateral": 0 }, { "time": "2024-06-03T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11239.8523, "reservedCollateral": 0 }, { "time": "2024-06-03T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11213.9308, "reservedCollateral": 0 }, { "time": "2024-06-04T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11185.4612, "reservedCollateral": 0 }, { "time": "2024-06-04T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11226.4669, "reservedCollateral": 0 }, { "time": "2024-06-05T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11277.0338, "reservedCollateral": 0 }, { "time": "2024-06-05T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11359.8946, "reservedCollateral": 0 }, { "time": "2024-06-06T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11366.4809, "reservedCollateral": 0 }, { "time": "2024-06-06T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11359.6819, "reservedCollateral": 0 }, { "time": "2024-06-07T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11359.6819, "reservedCollateral": 0 }, { "time": "2024-06-07T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11345.8724, "reservedCollateral": 0 }, { "time": "2024-06-10T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11328.2374, "reservedCollateral": 0 }, { "time": "2024-06-10T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11380.9284, "reservedCollateral": 0 }, { "time": "2024-06-11T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11347.1471, "reservedCollateral": 0 }, { "time": "2024-06-11T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11408.3373, "reservedCollateral": 0 }, { "time": "2024-06-12T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11408.3373, "reservedCollateral": 0 }, { "time": "2024-06-12T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11502.0341, "reservedCollateral": 0 }, { "time": "2024-06-13T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11540.0662, "reservedCollateral": 0 }, { "time": "2024-06-13T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11525.1934, "reservedCollateral": 0 }, { "time": "2024-06-14T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11491.8361, "reservedCollateral": 0 }, { "time": "2024-06-14T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11532.2051, "reservedCollateral": 0 }, { "time": "2024-06-17T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11517.3322, "reservedCollateral": 0 }, { "time": "2024-06-17T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11623.9891, "reservedCollateral": 0 }, { "time": "2024-06-18T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11625.2638, "reservedCollateral": 0 }, { "time": "2024-06-18T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11653.5221, "reservedCollateral": 0 }, { "time": "2024-06-20T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11673.7066, "reservedCollateral": 0 }, { "time": "2024-06-20T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11621.8649, "reservedCollateral": 0 }, { "time": "2024-06-21T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11566.6244, "reservedCollateral": 0 }, { "time": "2024-06-21T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11568.9612, "reservedCollateral": 0 }, { "time": "2024-06-24T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11565.137, "reservedCollateral": 0 }, { "time": "2024-06-24T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11531.3544, "reservedCollateral": 0 }, { "time": "2024-06-25T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11557.9126, "reservedCollateral": 0 }, { "time": "2024-06-25T17:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11557.9126, "reservedCollateral": 0 }, { "time": "2024-06-25T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11575.7603, "reservedCollateral": 0 }, { "time": "2024-06-26T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11551.5389, "reservedCollateral": 0 }, { "time": "2024-06-26T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11590.2078, "reservedCollateral": 0 }, { "time": "2024-06-27T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11587.2329, "reservedCollateral": 0 }, { "time": "2024-06-27T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11608.4795, "reservedCollateral": 0 }, { "time": "2024-06-28T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11625.2638, "reservedCollateral": 0 }, { "time": "2024-06-28T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11562.7989, "reservedCollateral": 0 }, { "time": "2024-07-01T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11592.7573, "reservedCollateral": 0 }, { "time": "2024-07-01T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11586.5962, "reservedCollateral": 0 }, { "time": "2024-07-02T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11551.7516, "reservedCollateral": 0 }, { "time": "2024-07-02T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11664.5707, "reservedCollateral": 0 }, { "time": "2024-07-03T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11657.7717, "reservedCollateral": 0 }, { "time": "2024-07-03T17:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11716.625, "reservedCollateral": 0 }, { "time": "2024-07-03T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11716.625, "reservedCollateral": 0 }, { "time": "2024-07-05T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11716.625, "reservedCollateral": 0 }, { "time": "2024-07-05T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11784.1889, "reservedCollateral": 0 }, { "time": "2024-07-08T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11801.1859, "reservedCollateral": 0 }, { "time": "2024-07-08T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11797.787, "reservedCollateral": 0 }, { "time": "2024-07-09T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11818.6082, "reservedCollateral": 0 }, { "time": "2024-07-09T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11809.2597, "reservedCollateral": 0 }, { "time": "2024-07-10T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11835.8179, "reservedCollateral": 0 }, { "time": "2024-07-10T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11926.1157, "reservedCollateral": 0 }, { "time": "2024-07-11T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11926.1157, "reservedCollateral": 0 }, { "time": "2024-07-11T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11823.2818, "reservedCollateral": 0 }, { "time": "2024-07-12T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11847.7159, "reservedCollateral": 0 }, { "time": "2024-07-12T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11897.8575, "reservedCollateral": 0 }, { "time": "2024-07-15T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11941.2013, "reservedCollateral": 0 }, { "time": "2024-07-15T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11930.578, "reservedCollateral": 0 }, { "time": "2024-07-16T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11958.9413, "reservedCollateral": 0 }, { "time": "2024-07-16T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12001.3281, "reservedCollateral": 0 }, { "time": "2024-07-17T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11872.574, "reservedCollateral": 0 }, { "time": "2024-07-17T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11833.0557, "reservedCollateral": 0 }, { "time": "2024-07-18T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11866.413, "reservedCollateral": 0 }, { "time": "2024-07-18T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11742.1199, "reservedCollateral": 0 }, { "time": "2024-07-19T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11737.0209, "reservedCollateral": 0 }, { "time": "2024-07-19T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11664.1454, "reservedCollateral": 0 }, { "time": "2024-07-22T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11749.3442, "reservedCollateral": 0 }, { "time": "2024-07-22T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11784.4016, "reservedCollateral": 0 }, { "time": "2024-07-23T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11782.0635, "reservedCollateral": 0 }, { "time": "2024-07-23T17:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11782.0635, "reservedCollateral": 0 }, { "time": "2024-07-23T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11765.9172, "reservedCollateral": 0 }, { "time": "2024-07-24T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11661.3832, "reservedCollateral": 0 }, { "time": "2024-07-24T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11499.2719, "reservedCollateral": 0 }, { "time": "2024-07-25T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11501.8214, "reservedCollateral": 0 }, { "time": "2024-07-25T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11439.3565, "reservedCollateral": 0 }, { "time": "2024-07-26T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11521.5818, "reservedCollateral": 0 }, { "time": "2024-07-26T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11567.4738, "reservedCollateral": 0 }, { "time": "2024-07-29T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11601.0437, "reservedCollateral": 0 }, { "time": "2024-07-29T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11574.2729, "reservedCollateral": 0 }, { "time": "2024-07-30T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11606.1427, "reservedCollateral": 0 }, { "time": "2024-07-30T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11515.6322, "reservedCollateral": 0 }, { "time": "2024-07-31T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11663.9327, "reservedCollateral": 0 }, { "time": "2024-07-31T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11740.1874, "reservedCollateral": 0 }, { "time": "2024-08-01T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11777.701, "reservedCollateral": 0 }, { "time": "2024-08-01T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11573.9353, "reservedCollateral": 0 }, { "time": "2024-08-02T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11573.9353, "reservedCollateral": 0 }, { "time": "2024-08-02T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11358.447, "reservedCollateral": 0 }, { "time": "2024-08-05T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 10905.3026, "reservedCollateral": 0 }, { "time": "2024-08-05T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11027.647, "reservedCollateral": 0 }, { "time": "2024-08-06T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11066.8648, "reservedCollateral": 0 }, { "time": "2024-08-06T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11129.3172, "reservedCollateral": 0 }, { "time": "2024-08-07T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11264.0231, "reservedCollateral": 0 }, { "time": "2024-08-07T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11054.9288, "reservedCollateral": 0 }, { "time": "2024-08-08T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11166.8294, "reservedCollateral": 0 }, { "time": "2024-08-08T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11310.4896, "reservedCollateral": 0 }, { "time": "2024-08-09T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11292.5849, "reservedCollateral": 0 }, { "time": "2024-08-09T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11360.3646, "reservedCollateral": 0 }, { "time": "2024-08-12T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11386.3688, "reservedCollateral": 0 }, { "time": "2024-08-12T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11366.3332, "reservedCollateral": 0 }, { "time": "2024-08-13T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11435.8184, "reservedCollateral": 0 }, { "time": "2024-08-13T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11553.2597, "reservedCollateral": 0 }, { "time": "2024-08-14T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11553.2597, "reservedCollateral": 0 }, { "time": "2024-08-14T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11589.7078, "reservedCollateral": 0 }, { "time": "2024-08-15T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11712.2656, "reservedCollateral": 0 }, { "time": "2024-08-15T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11788.3582, "reservedCollateral": 0 }, { "time": "2024-08-16T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11753.1889, "reservedCollateral": 0 }, { "time": "2024-08-16T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11814.7879, "reservedCollateral": 0 }, { "time": "2024-08-19T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11823.7395, "reservedCollateral": 0 }, { "time": "2024-08-19T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11927.7539, "reservedCollateral": 0 }, { "time": "2024-08-20T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11917.9502, "reservedCollateral": 0 }, { "time": "2024-08-20T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11908.3584, "reservedCollateral": 0 }, { "time": "2024-08-21T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11931.165, "reservedCollateral": 0 }, { "time": "2024-08-21T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11949.2817, "reservedCollateral": 0 }, { "time": "2024-08-22T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11990.6317, "reservedCollateral": 0 }, { "time": "2024-08-22T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11855.4978, "reservedCollateral": 0 }, { "time": "2024-08-23T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11926.0497, "reservedCollateral": 0 }, { "time": "2024-08-23T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11981.4667, "reservedCollateral": 0 }, { "time": "2024-08-26T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12003.8465, "reservedCollateral": 0 }, { "time": "2024-08-26T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11952.9048, "reservedCollateral": 0 }, { "time": "2024-08-27T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11925.1963, "reservedCollateral": 0 }, { "time": "2024-08-27T17:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11925.1963, "reservedCollateral": 0 }, { "time": "2024-08-27T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11969.3173, "reservedCollateral": 0 }, { "time": "2024-08-28T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11961.8578, "reservedCollateral": 0 }, { "time": "2024-08-28T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11899.8321, "reservedCollateral": 0 }, { "time": "2024-08-29T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11942.6743, "reservedCollateral": 0 }, { "time": "2024-08-29T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11900.8976, "reservedCollateral": 0 }, { "time": "2024-08-30T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11952.4794, "reservedCollateral": 0 }, { "time": "2024-08-30T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12014.5037, "reservedCollateral": 0 }, { "time": "2024-09-03T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11946.084, "reservedCollateral": 0 }, { "time": "2024-09-03T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11767.2572, "reservedCollateral": 0 }, { "time": "2024-09-04T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11727.186, "reservedCollateral": 0 }, { "time": "2024-09-04T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11743.1718, "reservedCollateral": 0 }, { "time": "2024-09-05T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11741.893, "reservedCollateral": 0 }, { "time": "2024-09-05T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11714.6099, "reservedCollateral": 0 }, { "time": "2024-09-06T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11714.6099, "reservedCollateral": 0 }, { "time": "2024-09-06T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11517.4516, "reservedCollateral": 0 }, { "time": "2024-09-09T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11608.8913, "reservedCollateral": 0 }, { "time": "2024-09-09T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11646.4035, "reservedCollateral": 0 }, { "time": "2024-09-10T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11687.9669, "reservedCollateral": 0 }, { "time": "2024-09-10T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11697.1319, "reservedCollateral": 0 }, { "time": "2024-09-11T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11697.1319, "reservedCollateral": 0 }, { "time": "2024-09-11T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11817.1321, "reservedCollateral": 0 }, { "time": "2024-09-12T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11829.7082, "reservedCollateral": 0 }, { "time": "2024-09-12T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11916.6713, "reservedCollateral": 0 }, { "time": "2024-09-13T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11929.8862, "reservedCollateral": 0 }, { "time": "2024-09-13T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11978.909, "reservedCollateral": 0 }, { "time": "2024-09-16T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11973.1537, "reservedCollateral": 0 }, { "time": "2024-09-16T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11996.6004, "reservedCollateral": 0 }, { "time": "2024-09-17T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12044.7698, "reservedCollateral": 0 }, { "time": "2024-09-17T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12001.5023, "reservedCollateral": 0 }, { "time": "2024-09-18T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12015.7825, "reservedCollateral": 0 }, { "time": "2024-09-18T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 11965.9076, "reservedCollateral": 0 }, { "time": "2024-09-19T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12170.7387, "reservedCollateral": 0 }, { "time": "2024-09-19T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12170.0986, "reservedCollateral": 0 }, { "time": "2024-09-20T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12103.1724, "reservedCollateral": 0 }, { "time": "2024-09-20T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12111.9107, "reservedCollateral": 0 }, { "time": "2024-09-23T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12135.144, "reservedCollateral": 0 }, { "time": "2024-09-23T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12142.1768, "reservedCollateral": 0 }, { "time": "2024-09-24T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12159.4414, "reservedCollateral": 0 }, { "time": "2024-09-24T17:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12159.4414, "reservedCollateral": 0 }, { "time": "2024-09-24T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12176.9194, "reservedCollateral": 0 }, { "time": "2024-09-25T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12173.5097, "reservedCollateral": 0 }, { "time": "2024-09-25T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12150.063, "reservedCollateral": 0 }, { "time": "2024-09-26T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12242.5681, "reservedCollateral": 0 }, { "time": "2024-09-26T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12198.2338, "reservedCollateral": 0 }, { "time": "2024-09-27T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12221.4671, "reservedCollateral": 0 }, { "time": "2024-09-27T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12180.5425, "reservedCollateral": 0 }, { "time": "2024-09-30T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12158.1626, "reservedCollateral": 0 }, { "time": "2024-09-30T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12229.3533, "reservedCollateral": 0 }, { "time": "2024-10-01T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12221.6804, "reservedCollateral": 0 }, { "time": "2024-10-01T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12119.7969, "reservedCollateral": 0 }, { "time": "2024-10-02T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12100.4014, "reservedCollateral": 0 }, { "time": "2024-10-02T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12124.9122, "reservedCollateral": 0 }, { "time": "2024-10-03T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12092.9406, "reservedCollateral": 0 }, { "time": "2024-10-03T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12102.7457, "reservedCollateral": 0 }, { "time": "2024-10-04T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12102.7457, "reservedCollateral": 0 }, { "time": "2024-10-04T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12212.7274, "reservedCollateral": 0 }, { "time": "2024-10-07T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12176.9194, "reservedCollateral": 0 }, { "time": "2024-10-07T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12102.319, "reservedCollateral": 0 }, { "time": "2024-10-08T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12158.1626, "reservedCollateral": 0 }, { "time": "2024-10-08T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12216.7772, "reservedCollateral": 0 }, { "time": "2024-10-09T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12216.5639, "reservedCollateral": 0 }, { "time": "2024-10-09T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12301.3961, "reservedCollateral": 0 }, { "time": "2024-10-10T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12301.3961, "reservedCollateral": 0 }, { "time": "2024-10-10T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12279.8683, "reservedCollateral": 0 }, { "time": "2024-10-11T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12278.1628, "reservedCollateral": 0 }, { "time": "2024-10-11T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12353.4033, "reservedCollateral": 0 }, { "time": "2024-10-14T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12388.3579, "reservedCollateral": 0 }, { "time": "2024-10-14T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12454.4334, "reservedCollateral": 0 }, { "time": "2024-10-15T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12460.1887, "reservedCollateral": 0 }, { "time": "2024-10-15T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12357.6664, "reservedCollateral": 0 }, { "time": "2024-10-16T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12357.6664, "reservedCollateral": 0 }, { "time": "2024-10-16T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12411.3779, "reservedCollateral": 0 }, { "time": "2024-10-17T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12488.3225, "reservedCollateral": 0 }, { "time": "2024-10-17T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12412.4433, "reservedCollateral": 0 }, { "time": "2024-10-18T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12449.1048, "reservedCollateral": 0 }, { "time": "2024-10-18T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12460.1887, "reservedCollateral": 0 }, { "time": "2024-10-21T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12444.4149, "reservedCollateral": 0 }, { "time": "2024-10-21T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12439.7264, "reservedCollateral": 0 }, { "time": "2024-10-22T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12384.7348, "reservedCollateral": 0 }, { "time": "2024-10-22T17:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12384.7348, "reservedCollateral": 0 }, { "time": "2024-10-22T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12433.119, "reservedCollateral": 0 }, { "time": "2024-10-23T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12389.2113, "reservedCollateral": 0 }, { "time": "2024-10-23T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12319.5128, "reservedCollateral": 0 }, { "time": "2024-10-24T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12361.9283, "reservedCollateral": 0 }, { "time": "2024-10-24T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12346.1558, "reservedCollateral": 0 }, { "time": "2024-10-25T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12394.5399, "reservedCollateral": 0 }, { "time": "2024-10-25T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12341.8927, "reservedCollateral": 0 }, { "time": "2024-10-28T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12417.3465, "reservedCollateral": 0 }, { "time": "2024-10-28T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12380.0463, "reservedCollateral": 0 }, { "time": "2024-10-29T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12359.1573, "reservedCollateral": 0 }, { "time": "2024-10-29T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12400.0819, "reservedCollateral": 0 }, { "time": "2024-10-30T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12389.8501, "reservedCollateral": 0 }, { "time": "2024-10-30T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12362.5683, "reservedCollateral": 0 }, { "time": "2024-10-31T13:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12267.719, "reservedCollateral": 0 }, { "time": "2024-10-31T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12157.4286, "reservedCollateral": 0 }, { "time": "2024-11-01T13:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12157.4286, "reservedCollateral": 0 }, { "time": "2024-11-01T20:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12208.7394, "reservedCollateral": 0 }, { "time": "2024-11-04T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12211.7329, "reservedCollateral": 0 }, { "time": "2024-11-04T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12182.4426, "reservedCollateral": 0 }, { "time": "2024-11-05T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12202.3257, "reservedCollateral": 0 }, { "time": "2024-11-05T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12329.75, "reservedCollateral": 0 }, { "time": "2024-11-06T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12596.9979, "reservedCollateral": 0 }, { "time": "2024-11-06T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12636.3361, "reservedCollateral": 0 }, { "time": "2024-11-07T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12679.9518, "reservedCollateral": 0 }, { "time": "2024-11-07T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12734.0421, "reservedCollateral": 0 }, { "time": "2024-11-08T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12746.0147, "reservedCollateral": 0 }, { "time": "2024-11-08T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12789.2024, "reservedCollateral": 0 }, { "time": "2024-11-11T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12823.8376, "reservedCollateral": 0 }, { "time": "2024-11-11T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12801.3891, "reservedCollateral": 0 }, { "time": "2024-11-12T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12799.6783, "reservedCollateral": 0 }, { "time": "2024-11-12T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12761.6229, "reservedCollateral": 0 }, { "time": "2024-11-13T14:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12761.6229, "reservedCollateral": 0 }, { "time": "2024-11-13T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12767.8226, "reservedCollateral": 0 }, { "time": "2024-11-14T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12770.6021, "reservedCollateral": 0 }, { "time": "2024-11-14T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12685.7234, "reservedCollateral": 0 }, { "time": "2024-11-15T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12608.1145, "reservedCollateral": 0 }, { "time": "2024-11-15T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12523.2372, "reservedCollateral": 0 }, { "time": "2024-11-18T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12533.2851, "reservedCollateral": 0 }, { "time": "2024-11-18T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12574.5494, "reservedCollateral": 0 }, { "time": "2024-11-19T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12501.0027, "reservedCollateral": 0 }, { "time": "2024-11-19T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12620.5152, "reservedCollateral": 0 }, { "time": "2024-11-20T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12622.226, "reservedCollateral": 0 }, { "time": "2024-11-20T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12624.7914, "reservedCollateral": 0 }, { "time": "2024-11-21T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12686.7935, "reservedCollateral": 0 }, { "time": "2024-11-21T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12692.5651, "reservedCollateral": 0 }, { "time": "2024-11-22T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12692.3511, "reservedCollateral": 0 }, { "time": "2024-11-22T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12731.9046, "reservedCollateral": 0 }, { "time": "2024-11-25T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12817.638, "reservedCollateral": 0 }, { "time": "2024-11-25T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12775.0923, "reservedCollateral": 0 }, { "time": "2024-11-26T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12802.2438, "reservedCollateral": 0 }, { "time": "2024-11-26T18:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12802.2438, "reservedCollateral": 0 }, { "time": "2024-11-26T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12841.7973, "reservedCollateral": 0 }, { "time": "2024-11-27T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12837.7351, "reservedCollateral": 0 }, { "time": "2024-11-27T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12802.8858, "reservedCollateral": 0 }, { "time": "2024-11-29T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12820.6301, "reservedCollateral": 0 }, { "time": "2024-11-29T18:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12882.4182, "reservedCollateral": 0 }, { "time": "2024-11-29T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12882.4182, "reservedCollateral": 0 }, { "time": "2024-12-02T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12891.3973, "reservedCollateral": 0 }, { "time": "2024-12-02T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12905.5088, "reservedCollateral": 0 }, { "time": "2024-12-03T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12900.3778, "reservedCollateral": 0 }, { "time": "2024-12-03T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12911.4944, "reservedCollateral": 0 }, { "time": "2024-12-04T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12948.2684, "reservedCollateral": 0 }, { "time": "2024-12-04T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12991.6688, "reservedCollateral": 0 }, { "time": "2024-12-05T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12991.6688, "reservedCollateral": 0 }, { "time": "2024-12-05T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12970.289, "reservedCollateral": 0 }, { "time": "2024-12-06T14:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12970.289, "reservedCollateral": 0 }, { "time": "2024-12-06T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12994.8763, "reservedCollateral": 0 }, { "time": "2024-12-09T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12992.3108, "reservedCollateral": 0 }, { "time": "2024-12-09T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12927.9573, "reservedCollateral": 0 }, { "time": "2024-12-10T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12942.7095, "reservedCollateral": 0 }, { "time": "2024-12-10T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12887.7631, "reservedCollateral": 0 }, { "time": "2024-12-11T14:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12887.7631, "reservedCollateral": 0 }, { "time": "2024-12-11T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12987.3939, "reservedCollateral": 0 }, { "time": "2024-12-12T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12968.5795, "reservedCollateral": 0 }, { "time": "2024-12-12T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12920.4749, "reservedCollateral": 0 }, { "time": "2024-12-13T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12964.7313, "reservedCollateral": 0 }, { "time": "2024-12-13T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12917.9094, "reservedCollateral": 0 }, { "time": "2024-12-16T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12956.1789, "reservedCollateral": 0 }, { "time": "2024-12-16T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12973.0685, "reservedCollateral": 0 }, { "time": "2024-12-17T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12917.4814, "reservedCollateral": 0 }, { "time": "2024-12-17T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12919.6189, "reservedCollateral": 0 }, { "time": "2024-12-18T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12912.9912, "reservedCollateral": 0 }, { "time": "2024-12-18T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12534.5692, "reservedCollateral": 0 }, { "time": "2024-12-19T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12643.1778, "reservedCollateral": 0 }, { "time": "2024-12-19T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12530.7197, "reservedCollateral": 0 }, { "time": "2024-12-20T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12438.1459, "reservedCollateral": 0 }, { "time": "2024-12-20T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12638.6889, "reservedCollateral": 0 }, { "time": "2024-12-23T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12633.1299, "reservedCollateral": 0 }, { "time": "2024-12-23T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12714.373, "reservedCollateral": 0 }, { "time": "2024-12-24T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12743.6633, "reservedCollateral": 0 }, { "time": "2024-12-24T18:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12855.6934, "reservedCollateral": 0 }, { "time": "2024-12-24T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12855.6934, "reservedCollateral": 0 }, { "time": "2024-12-26T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12817.2099, "reservedCollateral": 0 }, { "time": "2024-12-26T18:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12817.2099, "reservedCollateral": 0 }, { "time": "2024-12-26T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12856.5494, "reservedCollateral": 0 }, { "time": "2024-12-27T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12775.305, "reservedCollateral": 0 }, { "time": "2024-12-27T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12721.2147, "reservedCollateral": 0 }, { "time": "2024-12-30T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12568.9904, "reservedCollateral": 0 }, { "time": "2024-12-30T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12576.0448, "reservedCollateral": 0 }, { "time": "2024-12-31T14:30:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12612.0711, "reservedCollateral": 0 }, { "time": "2024-12-31T21:00:00.000Z", "value": 10000, "cash": 10000, "positionValue": 0, "comparisonValue": 12530.2929, "reservedCollateral": 0 } ], "orders": [], "resolution": { "time": "2024-12-26T21:00:00.000Z", "status": "rejected", "reason": "Cannot afford even 1 contract: resolved quantity is 0 (max loss ≈ $118919.01 per spread unit vs effective allocation). Increase allocation, use contract-based sizing, or choose a structure with lower capital per contract.", "riskAudit": { "rulesetVersion": 1, "outcome": "rejected", "ruleCodes": [ "RESOLVER_REJECT" ], "longSharesAvailable": 0, "unhedgedShortCallContractsPerSpread": 0, "buyingPowerEffective": 10000, "allocationRequested": 1, "allocation": { "type": "contracts", "amount": 1 }, "portfolioValue": 10000, "underlyingPrice": 601.3400268554688, "committedCostBefore": 0 } }, "visibility": { "quoteTimestamp": false, "perFillProvenance": false, "orderCapture": "Most recent 50 Filled orders" }, "savedRulesVerified": true, "authoring": { "name": "Public SEO example - Call diagonal spread", "initialValue": 10000, "cash": 10000, "buyingPower": 10000, "strategies": [ { "name": "Open Call diagonal spread", "condition": { "type": "And", "conditions": [ { "type": "Base", "lhs": { "type": "Price", "targetAsset": { "type": "Stock", "symbol": "SPY", "name": "SPY" } }, "comparison": "greaterThan", "rhs": { "type": "SimpleMovingAverage", "targetAsset": { "type": "Stock", "symbol": "SPY", "name": "SPY" }, "window": { "length": 50, "interval": "Day" } } }, { "type": "Base", "lhs": { "type": "OptionPositionCount", "underlying": "SPY", "optionType": "call", "direction": "long", "spreadType": "diagonal" }, "comparison": "equal", "rhs": { "type": "Value", "value": 0 } } ] }, "action": { "type": "OpenOption", "builder": { "legs": [ { "optionType": "call", "direction": "long", "expirationSelector": { "minDaysToExpiration": 60, "maxDaysToExpiration": 90, "preference": "nearest" }, "strikeSelector": { "distanceType": "percent", "distance": 0 }, "ratio": 1 }, { "optionType": "call", "direction": "short", "expirationSelector": { "minDaysToExpiration": 30, "maxDaysToExpiration": 45, "preference": "nearest" }, "strikeSelector": { "distanceType": "percent", "distance": 5 }, "ratio": 1 } ], "underlyingSymbol": "SPY", "spreadType": "diagonal" }, "allocation": { "type": "contracts", "amount": 1 } }, "orderExecution": { "type": "Market" } }, { "name": "Close when signal invalidates", "condition": { "type": "Base", "lhs": { "type": "Price", "targetAsset": { "type": "Stock", "symbol": "SPY", "name": "SPY" } }, "comparison": "lessThanOrEqual", "rhs": { "type": "SimpleMovingAverage", "targetAsset": { "type": "Stock", "symbol": "SPY", "name": "SPY" }, "window": { "length": 50, "interval": "Day" } } }, "action": { "type": "CloseOption", "underlyings": [ "SPY" ], "spreadType": "diagonal", "closeScope": "spread", "quantity": { "type": "all" } }, "orderExecution": { "type": "Market" } }, { "name": "Close at 14 DTE", "condition": { "type": "Base", "lhs": { "type": "Value", "value": 1 }, "comparison": "greaterThan", "rhs": { "type": "Value", "value": 0 } }, "action": { "type": "CloseOption", "underlyings": [ "SPY" ], "spreadType": "diagonal", "closeScope": "spread", "triggers": [ { "type": "dte", "maxDte": 14 } ], "quantity": { "type": "all" } }, "orderExecution": { "type": "Market" } } ], "supportsFractionalShares": false, "alertsEnabled": false, "dividendPolicy": "cash" }, "quotePricingProvenance": { "realQuotePricings": 0, "syntheticPricings": 0, "pricingContractVersion": 8, "integrity": { "rejectedFillGroups": 0, "rejectedMarks": 0, "unknownPriceObservations": 79378, "missingQuoteObservations": 0, "staleBasketMarks": 0, "staleSingleOptionMarks": 0 } } }