ASR TRADINGBUILD 22
BROKER WRITES OFFLIVE OFFCANONICAL SOURCES ONLY

Market Intelligence

Canonical MI context · Canonical MarketIntelligenceContext · qualitative integration only · no synthetic confidence score
DASH1AUTO-REFRESH FROM CANONICAL SNAPSHOTNO FRONTEND MI CALCULATIONBROKER WRITES OFF · LIVE OFF
OverviewAlignmentRegimeBreadthRelative ContextTimelineHistorical Compare
Final RegimeSIDEWAYS
MI QualityMEDIUM
TWR AlignmentSIDEWAYS_ALIGNED
Regime QualityMEDIUM
TransitionCONFIRMED
Availability / FreshnessDEGRADED · 2026-10-11T16:32:53.160942+00:00
Integrated Intelligence Core
DataAVAILABLE/asr/data/option-chain:NIFTY BANK:2026-10-27:2026-10-11T16:32:53.160942+00:00
TMSE{"availability_status": "AVAILABLE", "reason_codes": ["TECHNICAL_CONTEXT_PROVIDER_FROM_OPTION_DASHBOARD_READ_ONLY_BRIDGE", "TECHNICAL_CONTEXT_CONSUMES_OPTION_ANALYSIS_CONTEXT"], "required": true, "source_name": "TECHNICAL_CONTEXT", "source_ref": "tmse37:d95d8d4dc27ada35170c8e88ef4b34f9207112aee9fa31f524396f314ff2a90d", "source_rule_version": "TMSE_TECHNICAL_CONTEXT_V1_AT_DEC_064"}tmse37:d95d8d4dc27ada35170c8e88ef4b34f9207112aee9fa31f524396f314ff2a90d
Price Action{"availability_status": "AVAILABLE", "reason_codes": [], "required": false, "source_name": "PRICE_ACTION_CONTEXT", "source_ref": "pap24:4c64c2eadd58588f3202b4eb", "source_rule_version": "PRICE_ACTION_PA_P24_CONTEXT_COMPOSER_V1_AT_DEC_095"}pap24:4c64c2eadd58588f3202b4eb
Option Analysis{"availability_status": "DEGRADED", "reason_codes": ["LIVE_OPTION_FOUNDATION_FROM_DATA_ENGINE_CHAIN", "FRONT_MONEY_UNAVAILABLE", "DELTA_BASE_UNAVAILABLE", "DELTA_UNAVAILABLE", "IV_PERCENTILE_UNAVAILABLE", "DELTA_TWR_UNAVAILABLE", "TIDE_DELTA_BASE_UNAVAILABLE", "WAVE_DELTA_BASE_UNAVAILABLE", "RIPPLE_DELTA_BASE_UNAVAILABLE", "DELTA_DIVERGENCE_UNAVAILABLE", "DELTA_CONFIDENCE_UNAVAILABLE", "DELTA_EVIDENCE_UNAVAILABLE", "GAMMA_EXPIRY_UNAVAILABLE", "GAMMA_UNAVAILABLE", "CROSS_EXPIRY_GAMMA_UNAVAILABLE", "CROSS_EXPIRY_GAMMA_INPUT_UNAVAILABLE", "PRIMARY_IV_UNAVAILABLE", "IV_UNAVAILABLE", "INSUFFICIENT_EXPIRIES_FOR_TERM_STRUCTURE", "INSUFFICIENT_EXPIRIES_FOR_CROSS_EXPIRY_SKEW", "PREMIUM_THETA_EXPIRY_UNAVAILABLE", "RAW_THETA_UNAVAILABLE", "OI_PERCENTILE_UNAVAILABLE", "AVWAP_VWAP_PROXY_MISSING", "VWAP_UNAVAILABLE", "NEXT_EXPIRY_ROLLOVER_EVIDENCE_UNAVAILABLE_FLAT_USED", "FUTURES_BIAS_COMPONENT_UNAVAILABLE", "COMPOSITE_OVERALL_BIAS_UNAVAILABLE"], "required": false, "source_name": "OPTION_ANALYSIS_CONTEXT", "source_ref": "NIFTY BANK", "source_rule_version": "OPTION_ANALYSIS_CONTEXT_COMPOSER_V1_AT_DEC_155"}NIFTY BANK
Market Regime{"availability_status": "DEGRADED", "reason_codes": ["LIVE_OPTION_FOUNDATION_FROM_DATA_ENGINE_CHAIN", "FRONT_MONEY_UNAVAILABLE", "DELTA_BASE_UNAVAILABLE", "DELTA_UNAVAILABLE", "IV_PERCENTILE_UNAVAILABLE", "DELTA_TWR_UNAVAILABLE", "TIDE_DELTA_BASE_UNAVAILABLE", "WAVE_DELTA_BASE_UNAVAILABLE", "RIPPLE_DELTA_BASE_UNAVAILABLE", "DELTA_DIVERGENCE_UNAVAILABLE", "DELTA_CONFIDENCE_UNAVAILABLE", "DELTA_EVIDENCE_UNAVAILABLE", "GAMMA_EXPIRY_UNAVAILABLE", "GAMMA_UNAVAILABLE", "CROSS_EXPIRY_GAMMA_UNAVAILABLE", "CROSS_EXPIRY_GAMMA_INPUT_UNAVAILABLE", "PRIMARY_IV_UNAVAILABLE", "IV_UNAVAILABLE", "INSUFFICIENT_EXPIRIES_FOR_TERM_STRUCTURE", "INSUFFICIENT_EXPIRIES_FOR_CROSS_EXPIRY_SKEW", "PREMIUM_THETA_EXPIRY_UNAVAILABLE", "RAW_THETA_UNAVAILABLE", "OI_PERCENTILE_UNAVAILABLE", "AVWAP_VWAP_PROXY_MISSING", "VWAP_UNAVAILABLE", "NEXT_EXPIRY_ROLLOVER_EVIDENCE_UNAVAILABLE_FLAT_USED", "FUTURES_BIAS_COMPONENT_UNAVAILABLE", "COMPOSITE_OVERALL_BIAS_UNAVAILABLE", "MARKET_REGIME_CONTEXT_PROVIDER_FROM_OPTION_ANALYSIS_TECHNICAL_PRICE_ACTION"], "required": true, "source_name": "MARKET_REGIME_CONTEXT", "source_ref": "NIFTY BANK", "source_rule_version": "MARKET_REGIME_MR_D6_CONTEXT_COMPOSER_ORCHESTRATOR_V1_AT_DEC_177"}NIFTY BANK
Canonical Source Summaries
Technical summary
AVAILABLE
Price Action summary
AVAILABLE
Option Analysis summary
UNAVAILABLE
Market Regime summary
Market regime display context from OptionAnalysisContext: SIDEWAYS
Foundation summary
Market intelligence DEGRADED; regime=SIDEWAYS; condition=MIXED; quality=MEDIUM.
Reason codes
TECHNICAL_CONTEXT_PROVIDER_FROM_OPTION_DASHBOARD_READ_ONLY_BRIDGETECHNICAL_CONTEXT_CONSUMES_OPTION_ANALYSIS_CONTEXTLIVE_OPTION_FOUNDATION_FROM_DATA_ENGINE_CHAINFRONT_MONEY_UNAVAILABLEDELTA_BASE_UNAVAILABLEDELTA_UNAVAILABLEIV_PERCENTILE_UNAVAILABLEDELTA_TWR_UNAVAILABLETIDE_DELTA_BASE_UNAVAILABLEWAVE_DELTA_BASE_UNAVAILABLERIPPLE_DELTA_BASE_UNAVAILABLEDELTA_DIVERGENCE_UNAVAILABLEDELTA_CONFIDENCE_UNAVAILABLEDELTA_EVIDENCE_UNAVAILABLEGAMMA_EXPIRY_UNAVAILABLEGAMMA_UNAVAILABLECROSS_EXPIRY_GAMMA_UNAVAILABLECROSS_EXPIRY_GAMMA_INPUT_UNAVAILABLEPRIMARY_IV_UNAVAILABLEIV_UNAVAILABLEINSUFFICIENT_EXPIRIES_FOR_TERM_STRUCTUREINSUFFICIENT_EXPIRIES_FOR_CROSS_EXPIRY_SKEWPREMIUM_THETA_EXPIRY_UNAVAILABLERAW_THETA_UNAVAILABLEOI_PERCENTILE_UNAVAILABLEAVWAP_VWAP_PROXY_MISSINGVWAP_UNAVAILABLENEXT_EXPIRY_ROLLOVER_EVIDENCE_UNAVAILABLE_FLAT_USEDFUTURES_BIAS_COMPONENT_UNAVAILABLECOMPOSITE_OVERALL_BIAS_UNAVAILABLEMARKET_REGIME_CONTEXT_PROVIDER_FROM_OPTION_ANALYSIS_TECHNICAL_PRICE_ACTION
Degraded paths
OPTION_ANALYSIS_CONTEXTMARKET_REGIME_CONTEXT
Unavailable paths
NONE
Breadth & Participation
UNAVAILABLE / NOT YET CANONICALLY WIRED
No raw-price breadth shortcuts.
Relative Context
UNAVAILABLE / NOT YET CANONICALLY WIRED
No frontend peer/benchmark inference.
Context Actions
Evidence Inspector / Canonical Raw Context
{"as_of": "2026-10-11T16:32:53.160942+00:00", "availability_status": "DEGRADED", "calculated_in_dashboard": false, "context_name": "MarketIntelligenceContext", "data_availability": "AVAILABLE", "data_context_ref": "/asr/data/option-chain:NIFTY BANK:2026-10-27:2026-10-11T16:32:53.160942+00:00", "degraded_paths": ["OPTION_ANALYSIS_CONTEXT", "MARKET_REGIME_CONTEXT"], "display_regime": "SIDEWAYS", "display_regime_is_stale": false, "execution_enabled": false, "foundation_quality": "MEDIUM", "foundation_summary": "Market intelligence DEGRADED; regime=SIDEWAYS; condition=MIXED; quality=MEDIUM.", "generated_at": "2026-10-11T16:33:43.925802+00:00", "horizon": "INTRADAY", "instrument_id": "NIFTY BANK", "market_regime": "SIDEWAYS", "market_regime_context_ref": "NIFTY BANK", "market_regime_state": {"availability_status": "DEGRADED", "reason_codes": ["LIVE_OPTION_FOUNDATION_FROM_DATA_ENGINE_CHAIN", "FRONT_MONEY_UNAVAILABLE", "DELTA_BASE_UNAVAILABLE", "DELTA_UNAVAILABLE", "IV_PERCENTILE_UNAVAILABLE", "DELTA_TWR_UNAVAILABLE", "TIDE_DELTA_BASE_UNAVAILABLE", "WAVE_DELTA_BASE_UNAVAILABLE", "RIPPLE_DELTA_BASE_UNAVAILABLE", "DELTA_DIVERGENCE_UNAVAILABLE", "DELTA_CONFIDENCE_UNAVAILABLE", "DELTA_EVIDENCE_UNAVAILABLE", "GAMMA_EXPIRY_UNAVAILABLE", "GAMMA_UNAVAILABLE", "CROSS_EXPIRY_GAMMA_UNAVAILABLE", "CROSS_EXPIRY_GAMMA_INPUT_UNAVAILABLE", "PRIMARY_IV_UNAVAILABLE", "IV_UNAVAILABLE", "INSUFFICIENT_EXPIRIES_FOR_TERM_STRUCTURE", "INSUFFICIENT_EXPIRIES_FOR_CROSS_EXPIRY_SKEW", "PREMIUM_THETA_EXPIRY_UNAVAILABLE", "RAW_THETA_UNAVAILABLE", "OI_PERCENTILE_UNAVAILABLE", "AVWAP_VWAP_PROXY_MISSING", "VWAP_UNAVAILABLE", "NEXT_EXPIRY_ROLLOVER_EVIDENCE_UNAVAILABLE_FLAT_USED", "FUTURES_BIAS_COMPONENT_UNAVAILABLE", "COMPOSITE_OVERALL_BIAS_UNAVAILABLE", "MARKET_REGIME_CONTEXT_PROVIDER_FROM_OPTION_ANALYSIS_TECHNICAL_PRICE_ACTION"], "required": true, "source_name": "MARKET_REGIME_CONTEXT", "source_ref": "NIFTY BANK", "source_rule_version": "MARKET_REGIME_MR_D6_CONTEXT_COMPOSER_ORCHESTRATOR_V1_AT_DEC_177"}, "market_regime_summary": "Market regime display context from OptionAnalysisContext: SIDEWAYS", "option_analysis_context_ref": "NIFTY BANK", "option_analysis_state": {"availability_status": "DEGRADED", "reason_codes": ["LIVE_OPTION_FOUNDATION_FROM_DATA_ENGINE_CHAIN", "FRONT_MONEY_UNAVAILABLE", "DELTA_BASE_UNAVAILABLE", "DELTA_UNAVAILABLE", "IV_PERCENTILE_UNAVAILABLE", "DELTA_TWR_UNAVAILABLE", "TIDE_DELTA_BASE_UNAVAILABLE", "WAVE_DELTA_BASE_UNAVAILABLE", "RIPPLE_DELTA_BASE_UNAVAILABLE", "DELTA_DIVERGENCE_UNAVAILABLE", "DELTA_CONFIDENCE_UNAVAILABLE", "DELTA_EVIDENCE_UNAVAILABLE", "GAMMA_EXPIRY_UNAVAILABLE", "GAMMA_UNAVAILABLE", "CROSS_EXPIRY_GAMMA_UNAVAILABLE", "CROSS_EXPIRY_GAMMA_INPUT_UNAVAILABLE", "PRIMARY_IV_UNAVAILABLE", "IV_UNAVAILABLE", "INSUFFICIENT_EXPIRIES_FOR_TERM_STRUCTURE", "INSUFFICIENT_EXPIRIES_FOR_CROSS_EXPIRY_SKEW", "PREMIUM_THETA_EXPIRY_UNAVAILABLE", "RAW_THETA_UNAVAILABLE", "OI_PERCENTILE_UNAVAILABLE", "AVWAP_VWAP_PROXY_MISSING", "VWAP_UNAVAILABLE", "NEXT_EXPIRY_ROLLOVER_EVIDENCE_UNAVAILABLE_FLAT_USED", "FUTURES_BIAS_COMPONENT_UNAVAILABLE", "COMPOSITE_OVERALL_BIAS_UNAVAILABLE"], "required": false, "source_name": "OPTION_ANALYSIS_CONTEXT", "source_ref": "NIFTY BANK", "source_rule_version": "OPTION_ANALYSIS_CONTEXT_COMPOSER_V1_AT_DEC_155"}, "option_analysis_summary": "UNAVAILABLE", "price_action_context_ref": "pap24:4c64c2eadd58588f3202b4eb", "price_action_state": {"availability_status": "AVAILABLE", "reason_codes": [], "required": false, "source_name": "PRICE_ACTION_CONTEXT", "source_ref": "pap24:4c64c2eadd58588f3202b4eb", "source_rule_version": "PRICE_ACTION_PA_P24_CONTEXT_COMPOSER_V1_AT_DEC_095"}, "price_action_summary": "AVAILABLE", "reason_codes": ["TECHNICAL_CONTEXT_PROVIDER_FROM_OPTION_DASHBOARD_READ_ONLY_BRIDGE", "TECHNICAL_CONTEXT_CONSUMES_OPTION_ANALYSIS_CONTEXT", "LIVE_OPTION_FOUNDATION_FROM_DATA_ENGINE_CHAIN", "FRONT_MONEY_UNAVAILABLE", "DELTA_BASE_UNAVAILABLE", "DELTA_UNAVAILABLE", "IV_PERCENTILE_UNAVAILABLE", "DELTA_TWR_UNAVAILABLE", "TIDE_DELTA_BASE_UNAVAILABLE", "WAVE_DELTA_BASE_UNAVAILABLE", "RIPPLE_DELTA_BASE_UNAVAILABLE", "DELTA_DIVERGENCE_UNAVAILABLE", "DELTA_CONFIDENCE_UNAVAILABLE", "DELTA_EVIDENCE_UNAVAILABLE", "GAMMA_EXPIRY_UNAVAILABLE", "GAMMA_UNAVAILABLE", "CROSS_EXPIRY_GAMMA_UNAVAILABLE", "CROSS_EXPIRY_GAMMA_INPUT_UNAVAILABLE", "PRIMARY_IV_UNAVAILABLE", "IV_UNAVAILABLE", "INSUFFICIENT_EXPIRIES_FOR_TERM_STRUCTURE", "INSUFFICIENT_EXPIRIES_FOR_CROSS_EXPIRY_SKEW", "PREMIUM_THETA_EXPIRY_UNAVAILABLE", "RAW_THETA_UNAVAILABLE", "OI_PERCENTILE_UNAVAILABLE", "AVWAP_VWAP_PROXY_MISSING", "VWAP_UNAVAILABLE", "NEXT_EXPIRY_ROLLOVER_EVIDENCE_UNAVAILABLE_FLAT_USED", "FUTURES_BIAS_COMPONENT_UNAVAILABLE", "COMPOSITE_OVERALL_BIAS_UNAVAILABLE", "MARKET_REGIME_CONTEXT_PROVIDER_FROM_OPTION_ANALYSIS_TECHNICAL_PRICE_ACTION"], "regime_condition": "MIXED", "regime_quality": "MEDIUM", "rule_version": "MARKET_INTELLIGENCE_FOUNDATION_CROSS_ENGINE_INTEGRATION_V1_AT_DEC_184", "setup_signal_enabled": false, "source_wired": true, "status": "DEGRADED", "technical_context_ref": "tmse37:d95d8d4dc27ada35170c8e88ef4b34f9207112aee9fa31f524396f314ff2a90d", "technical_state": {"availability_status": "AVAILABLE", "reason_codes": ["TECHNICAL_CONTEXT_PROVIDER_FROM_OPTION_DASHBOARD_READ_ONLY_BRIDGE", "TECHNICAL_CONTEXT_CONSUMES_OPTION_ANALYSIS_CONTEXT"], "required": true, "source_name": "TECHNICAL_CONTEXT", "source_ref": "tmse37:d95d8d4dc27ada35170c8e88ef4b34f9207112aee9fa31f524396f314ff2a90d", "source_rule_version": "TMSE_TECHNICAL_CONTEXT_V1_AT_DEC_064"}, "technical_summary": "AVAILABLE", "tradeintent_enabled": false, "transition_status": "CONFIRMED", "twr_regime_alignment": "SIDEWAYS_ALIGNED", "unavailable_paths": []}