{
  "version": "2026-10-12-v1",
  "source_provenance": {
    "version": "2026-10-12-v1",
    "source": "Coinbase Exchange public REST API",
    "product": "LTC-USD",
    "source_url": "https://api.exchange.coinbase.com/products/LTC-USD/candles?granularity=900&start=2026-10-11T10:30:00Z&end=2026-10-12T10:30:00Z",
    "request_started_utc": "2026-10-12T10:31:53.694303+00:00",
    "retrieved_at_utc": "2026-10-12T10:31:53.906859+00:00",
    "http_status": 200,
    "response_headers": {
      "Content-Type": "application/json; charset=utf-8",
      "Date": "Mon, 12 Oct 2026 10:31:53 GMT",
      "Cache-Control": "public, max-age=300, must-revalidate",
      "ETag": "W/\"801-+O7IuGulftxyhbwyTC0dbt4WLfk\""
    },
    "raw_body_bytes": 5201,
    "raw_sha256": "80a57e17249c13be5e1a7c977ba67a12b252c32bca1ef7aa85bcf07518d197f6",
    "granularity_seconds": 900,
    "window_start_utc": "2026-10-11T10:30:00Z",
    "window_end_exclusive_utc": "2026-10-12T10:30:00Z",
    "filter_rule": "window_start <= bucket_start < window_end AND bucket_start+900 <= window_end",
    "timestamp_kind": "bucket start UTC",
    "close_kind": "last trade price inside completed bucket, not trade timestamp",
    "authenticated": false,
    "real_trade_executed": false
  },
  "coverage": {
    "raw_count": 97,
    "retained_unique_count": 96,
    "expected_count": 96,
    "invalid_count": 0,
    "invalid_rows": [],
    "excluded_window_count": 1,
    "excluded_rows": [
      {
        "raw_index": 0,
        "start_utc": "2026-10-12T10:30:00Z",
        "reason": "outside completed [start,end) bucket window"
      }
    ],
    "identical_duplicate_count": 0,
    "conflicting_duplicate_count": 0,
    "missing_count": 0,
    "missing_bucket_starts_utc": [],
    "raw_sha256": "80a57e17249c13be5e1a7c977ba67a12b252c32bca1ef7aa85bcf07518d197f6",
    "duplicate_rule": "identical records collapse; conflicting records fail",
    "missing_rule": "no zero fill, interpolation or carried-forward price"
  },
  "observed": {
    "first_recorded_close": {
      "start_utc": "2026-10-11T10:30:00Z",
      "end_exclusive_utc": "2026-10-11T10:45:00Z",
      "price": "63.381"
    },
    "last_recorded_close": {
      "start_utc": "2026-10-12T10:15:00Z",
      "end_exclusive_utc": "2026-10-12T10:30:00Z",
      "price": "65"
    },
    "highest_bucket_high": {
      "start_utc": "2026-10-12T07:45:00Z",
      "end_exclusive_utc": "2026-10-12T08:00:00Z",
      "price": "65.82"
    },
    "lowest_bucket_low": {
      "start_utc": "2026-10-11T10:30:00Z",
      "end_exclusive_utc": "2026-10-11T10:45:00Z",
      "price": "63.331"
    },
    "highest_recorded_close": {
      "start_utc": "2026-10-12T07:45:00Z",
      "end_exclusive_utc": "2026-10-12T08:00:00Z",
      "price": "65.773"
    },
    "lowest_recorded_close": {
      "start_utc": "2026-10-11T10:30:00Z",
      "end_exclusive_utc": "2026-10-11T10:45:00Z",
      "price": "63.381"
    },
    "high_minus_highest_close": "0.047",
    "lowest_close_minus_low": "0.050",
    "close_to_close_return": {
      "exact_numerator": 161900,
      "exact_denominator": 63381,
      "percent_decimal_rounded_8": "2.55439327"
    },
    "maximum_close_drawdown": {
      "exact_numerator": 82900,
      "exact_denominator": 65773,
      "percent_decimal_rounded_8": "1.26039560"
    },
    "drawdown_peak": {
      "start_utc": "2026-10-12T07:45:00Z",
      "end_exclusive_utc": "2026-10-12T08:00:00Z",
      "price": "65.773"
    },
    "drawdown_trough": {
      "start_utc": "2026-10-12T09:30:00Z",
      "end_exclusive_utc": "2026-10-12T09:45:00Z",
      "price": "64.944"
    },
    "bucket_end_boundary_separation_seconds": 85500,
    "actual_last_trade_timestamps_available": false,
    "scope": "observed Coinbase Exchange LTC-USD buckets only; not all venues or executable quotes"
  },
  "fictional_paths": [
    {
      "case_id": "A",
      "fictional": true,
      "ohlc": {
        "open": "60",
        "high": "66",
        "low": "54",
        "close": "62"
      },
      "first_to_last_return": {
        "exact_numerator": 10,
        "exact_denominator": 3,
        "percent_decimal_rounded_8": "3.33333333"
      },
      "maximum_ordered_point_drawdown": {
        "exact_numerator": 200,
        "exact_denominator": 11,
        "percent_decimal_rounded_8": "18.18181818"
      },
      "scope": "four constructed ordered price points; no observed ticks, timestamps, volume, fees or execution model"
    },
    {
      "case_id": "B",
      "fictional": true,
      "ohlc": {
        "open": "60",
        "high": "66",
        "low": "54",
        "close": "62"
      },
      "first_to_last_return": {
        "exact_numerator": 10,
        "exact_denominator": 3,
        "percent_decimal_rounded_8": "3.33333333"
      },
      "maximum_ordered_point_drawdown": {
        "exact_numerator": 10,
        "exact_denominator": 1,
        "percent_decimal_rounded_8": "10.00000000"
      },
      "scope": "four constructed ordered price points; no observed ticks, timestamps, volume, fees or execution model"
    }
  ]
}