IBKR Data Validation Results — 2026-04-13

Input

• Source: ssh nas "cat /volume1/aegis/quote_samples_rust/ibkr_underlying_quotes.jsonl"
• Local snapshot: /tmp/ibkr_quotes_snapshot.jsonl
• Validators:
• python3 aegis_v3/scripts/validate_ibkr_jsonl.py
• python3 aegis_v3/scripts/validate_ibkr_jsonl_gaps.py --max-gap-secs 120

Structural Validation

Metric	Value
Total records	2388
Valid	2388
Invalid	0
Anomalies	0

Gap Detection

Symbol	Previous timestamp (UTC)	Next timestamp (UTC)	Gap seconds
IWM	2026-04-12T12:28:07.092000Z	2026-04-12T12:32:07.151000Z	240.059
QQQ	2026-04-12T12:28:06.942000Z	2026-04-12T12:32:06.984000Z	240.042
SPY	2026-04-12T12:28:06.789000Z	2026-04-12T12:32:06.818000Z	240.029

Conclusion

• JSONL schema validation passed with 0 invalid records.
• Gap validator detected synchronized ~240s gaps across IWM, QQQ, and SPY.
• The gap pattern is consistent with a shared upstream interruption window rather than a single-symbol parse error.