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DATA METHODOLOGY

How Tapeboard sources its market data

Every dated page on Tapeboard is a frozen snapshot of what a named source said at a named time. This page documents the pipeline, the cadence, the retention limits, and the licensing behind those numbers.

The daily data pack

After each US market close, Tapeboard captures the day into a single data pack: top gainers, losers, most-active names, unusual volume, 52-week highs and lows, the day's trading halts, the short-squeeze leaderboard, large-cap market breadth, and news-catalyst headlines for the day's biggest movers. Each pack is kept as a frozen internal build record, and the dated pages (/movers/archive/{date}, /halts/{date}) render from it. Once published, a dated page is permanent; the same numbers stay citable at the same URL indefinitely.

Each section of each pack carries its own capture timestamp and status. If a source was unavailable at capture time, the section is recorded as not recorded, the dated page says so plainly. Gaps are never filled with estimates or invented values.

What each section is, and where it comes from

WhatSourceCadenceLicense / basis
Movers (gainers, losers, most-active, unusual volume, 52-week lists) Tapeboard scanner snapshots, frozen per market day by the movers-archive job Per market day, ~4:30 PM ET (after the US close) Delayed quotes; delayed-redistributable
Unusual options activity (flagged contracts + per-ticker rollup) Tapeboard options scanner: samples the 55-ticker universe about every 15 minutes during market hours and flags contracts with volume at least 2.5x open interest and at least 500 contracts Per market day; the flow table keeps a trailing 24-hour window, the pack is the permanent record Derived from delayed exchange options chain snapshots (licensed market data vendors, delayed)
Gamma exposure (GEX: call wall, put wall, zero gamma flip) Tapeboard computation: per-strike gamma x open interest x 100 x spot squared x 0.01, calls positive and puts negative under the standard dealer posture, next 6 expirations Per market day from the same delayed chain snapshot Derived from delayed exchange options chain snapshots (licensed market data vendors, delayed)
Max pain (next 3 expirations) Tapeboard computation: the strike minimizing the total intrinsic value option writers would pay out, from open interest Per market day from the same delayed chain snapshot Derived from delayed exchange options chain snapshots (licensed market data vendors, delayed)
Trading halts NASDAQ Trader tradehalts feed, parsed by Tapeboard's halt pipeline Live feed; frozen into the pack on capture Public exchange feed
Short-squeeze leaderboard FINRA short interest (bi-monthly prints) + stock-loan availability + market data Recomputed daily; the pack freezes the day's board Licensed market data; scores are Tapeboard-computed
Market heat (large-cap breadth) Tapeboard's tracked S&P 500 large-cap set, regular-session close Per market day Delayed quotes
News catalysts Stock-news dataset with publisher headlines Dataset refreshes daily; the pack freezes headlines on capture Publisher headlines, linked to source

Options data: unusual activity, GEX, and max pain

Options pages (options flow, unusual options activity, GEX by ticker, max pain by ticker, 0DTE) render from the same frozen-pack contract: one options-YYYY-MM-DD.json pack per market day with the flagged-contract summary, per-ticker unusual activity, GEX levels, and max pain for a fixed 55-ticker universe. Every level is derived from delayed options chain snapshots, stamped with its capture time, and labeled as a delayed snapshot on the page. GEX is a model (the standard dealers-short-calls posture is an assumption, not an observable fact) and max pain uses open interest only. The public JSON endpoints under /api/public/options/ serve the same derived values; anonymous callers are served from cache only and never trigger a live upstream fetch.

Stock page facts

Each prerendered stock page carries a dated facts block rebuilt with the site. Every row names its own date: the quote time for price, move and volume (quotes are delayed), the short-interest as-of date, the halt and resume times from the public exchange halt feed, the headline date, and the filing date.

Short interest, days to cover and borrow fee appear only for names on the squeeze board, which lists stocks with short interest of 15% of float or more from the latest FINRA print; every other name shows that it is not on the board. Headline and filing rows are looked up only for names that moved 3% or more, sit on the squeeze board, or were halted, and a row is left out, not filled in, when its source did not answer. The headline is the most recent item in our news feed and is not a claim about why the stock moved. These pages do not show a float figure.

Capture cadence and the halt-feed retention limit

Mover snapshots are frozen by the archive job shortly after the US close (~4:30 PM ET). The daily pack is then assembled the same evening, so the halt feed still holds the day's halts: the upstream NASDAQ Trader feed retains currently-halted and recent entries, and a same-evening capture is the complete record for the date. Since 2026-09-26 the halt pipeline also writes a per-day archive snapshot of every halt it observed (updated as resume times post), so a pack rebuilt later for a missed evening reads that archive instead of relying on feed retention. Days with no snapshot at all mark halts, the squeeze board, market heat, and catalysts as not recorded rather than guessing.

Licensing and disclaimers

Mover, heat, and squeeze rows are built from delayed market data (at least 15 minutes) under a delayed-redistributable license. Market data is for informational purposes only and is not investment advice. Short-interest figures are bi-monthly FINRA prints; each squeeze row is stamped with the as-of date it was computed from, and borrow-fee data reflects stock-loan availability as reported. News-catalyst headlines are the publishers' own words and link back to the source.

Frequently asked questions

What is a dated data pack?
One frozen record per US market day holding that day's snapshot: top gainers, losers, most-active names, unusual volume, 52-week lists, trading halts, the short-squeeze leaderboard, large-cap breadth, and news-catalyst headlines for the day's top movers. Packs are generated after the market close and are permanent once published. The raw pack files are internal build records; the dated pages are the public citable surface for the same numbers.
Why do some sections say "not recorded"?
Tapeboard only publishes numbers its own pipelines actually captured. If a source was unavailable when a pack was generated, the pack records that section as not recorded and the dated page says so, it never fills gaps with estimates, averages, or invented values. Halts have a known retention limit: the upstream feed keeps currently-halted and recent entries, so a same-evening capture is the complete record for the date. Since 2026-09-26 the halt pipeline also archives every halt it observes during the day into a per-day snapshot, so a missed evening is recoverable from that archive rather than lost.
Are the quotes real-time?
No. The mover snapshots are built from delayed quotes (at least 15 minutes) under a delayed-redistributable license, which is what allows Tapeboard to publish the rows on public pages. Live, real-time streaming data is a product feature inside the Tapeboard scanner, not part of the dated public records.
Can I cite or reuse these numbers?
Yes, with attribution and a link. Every dated page and pack carries its own capture timestamps and source stamps, so a citation can point at the exact frozen record (the page URL or the JSON pack). The short-interest inputs are bi-monthly FINRA prints; each squeeze row is stamped with the short-interest as-of date it was computed from.
Does Tapeboard say why a stock moved?
No. A stock page shows the latest quote and move, short interest and borrow fee when the name is on the squeeze board, any halt in today's feed, and, for names that moved 3% or more or are on the squeeze board or halted, the most recent headline and any offering or shelf filing among the latest SEC filings. The headline is the latest item in our news feed, not a claim about the cause. Each figure carries its own date.
What happens when data is wrong?
A pack is a frozen snapshot of what the source said at capture time; it is not retroactively edited. Material corrections are handled on the corrections page and, where a correction affects product data rather than the frozen record, fixed in the live pipeline so the next capture is right.

Where to check next

Data sources and disclosures, the per-vendor table for every data type on Tapeboard · Movers archive, browse dated records · Corrections, our correction policy.

Published . Last reviewed . Editor: Marcus Reilly. Operator: Tapeboard.