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Reference

Prepared kinds, Signal status, and readiness

Look up Prepared kinds, fidelity floors, storage and requirement states, Signal inputs/context/history/output contracts, implementation labels, Strategy-reference states, and exact V3 output identity.

App path

  • Data Manager -> Prepared Data
  • Signals -> Signal Library -> Inspector
  • Strategies -> Strategy Library -> Signal Inputs
  • Studies -> Readiness -> Prepared requirement plan
  • System & Jobs -> Jobs

Use the owning status, not a friendly name

Prepared Data and Signals participate in several different status systems:

  • Prepared storage state answers whether exact derived payload is usable now;
  • Prepared requirement state answers whether a consumer can reuse or build what it needs;
  • Signal Library state answers whether the declaration/source is installed;
  • Signal readiness answers whether declared inputs and Instrument context can bind in this workspace;
  • Strategy Signal-reference state answers whether one exact signal_id:version:column remains structurally and materially compatible; and
  • Study readiness answers whether the selected Dataset, window, parameters, topology, fidelity, runtime, and evidence request can execute.

Never collapse those into one Ready badge.

Prepared kind registry

Public Prepared kindRegistry/manifest familyPrimary purposeMinimum source/parent evidenceDoes not imply
Prepared BarsPreparedBarsTime/tick/volume/range or other supported Bar context for Bar execution and downstream derivationCanonical Bar-capable Dataset, Instrument, interval/alignment, coverage and session semanticsIntrabar event order
Prepared ArraysPreparedArraysColumnar projection for Vector discovery and array-native SignalsCompatible Bars or certified direct Dataset path, typed columns, alignment and data-view checksumHigher fidelity than Bars
Bar Delta / Volumetric SummaryVolumetricSummaryOne row per Bar with bid/ask/unknown classified volume, delta and compact order-flow fieldsCompatible Bars plus trade classification evidence/policyPrice-level footprint detail or L1 market state
Volumetric ArraysVolumetricArraysArray projection of compatible Bar Delta fieldsExact Volumetric Summary parent and array schemaIndependent trade evidence
Tick ReplayTickReplayDataDeterministic source-ordered trade replay bound to BarsEligible Trade source, exact Bars, ordering/tie-break, coverage and source rolesBid/ask state or depth
Footprint / Volumetric LevelsPreparedFootprintLevelsPer-Bar, per-price-tick bid/ask/unknown volume, delta and trade countExact Tick Replay, Bars and classification policyMBO queue or full book state
Feature OutputFeatureOutputVersioned derived feature such as a profile levelExact parent layer, implementation/configuration, output schema and coverageA bindable Boolean Strategy condition unless declared as one
Depth ReplayDepthReplayDataSource-ordered L2 MBP or future certified L3 MBO reconstruction and runtime handoffExact depth source, Bars, schema, actions, snapshots/resets/gaps, ordering, anchors and capabilityA broader level/model or Live equivalence
Signal OutputSignalOutput / signal_output_v3Materialized evaluation of one exact Signal over exact Prepared parentsSignal semantic revision, evaluator, parameter identity, parents, alignment, output schema, state bound and coverageStrategy approval or universal runtime readiness

Planned independent L1 Quote Replay

The intended L1 Quote Replay is a separate ordered best-bid/ask resource for Quote fidelity, with state anchors, resets, gaps, scope and trade-to-previously- knowable-state lookup. It can come from a compatible quote source or a certified level-0 projection from Depth.

It is not a current public Prepared kind in the capability registry. The reviewed build still attaches L1 context to some Tick artifacts and lacks the final independent L1 workflow. Treat it as planned/internal until its identity, build, lifecycle, runtime handoff and real-source fixtures pass.

Fidelity-to-Prepared requirements

Requested execution fidelityIntrinsic minimumPossible additional requirements
VectorPrepared Arrays compatible with Bar semanticsFeature/Signal Outputs and context required by the Strategy
BarPrepared BarsHigher data floor from a Signal, volumetric/feature/output dependencies
TickTick Replay plus exact BarsFeature/Signal Outputs; no implicit L1
QuoteTick Replay plus independent L1 Quote Replay, or a certified Depth-to-L1 providerSource scope, state anchors, continuous lookup, feature/Signal dependencies
DepthDepth Replay at the exact L2 MBP or L3 MBO floorBars, market-state/runtime model, queue/liquidity semantics and outputs

The effective data floor is the maximum of the selected fidelity, Strategy execution floor, and every Signal requirement. A Bar Study containing an L1 Signal still needs L1. Missing higher-fidelity data never triggers an unrecorded downgrade.

Prepared storage states

StateExact meaningNormal response
AvailableRequired owned local payload is presentUse if coverage and semantic compatibility also match
PartialLatest quality/coverage evidence is incompleteInspect source and consumer requirement; do not generalize beyond proved partitions
StaleCurrent source, parent, implementation or semantic identity differs from the buildRevalidate the consumer and rebuild through the current plan
EvictedManifest/identity remains, but one or more payloads were deliberately removedLet the consumer prepare again or use supported Rebuild
MissingCatalog expects payload that is absent without an intentional eviction stateVerify data-root/storage integrity before rebuilding
InvalidQuality or contract evidence failedCorrect the source/build; never force reuse or pin as a repair
UnknownProjection cannot prove a normal local stateRefresh and inspect Advanced evidence and owning Job

State alone is insufficient. Available with the wrong coverage, Dataset, schema, config, alignment, fidelity, build route, data-view checksum, or source role is not compatible.

Prepared requirement-plan states

The consumer-generated requirement plan classifies each exact need:

Requirement outcomeMeaning
ReuseOne exact compatible Prepared identity covers the required request
BuildableNo reusable object exists, but the released owner can queue the exact prerequisite build
Missing sourceRequired Bar/Trade/Quote/Depth or parent data is absent
AmbiguousMore than one source/Prepared candidate could satisfy the role; operator/owner must bind exactly
Stale/incompatibleA candidate exists but identity, schema, coverage, alignment, data view, runtime or fidelity disagrees
Partial/continuity blockedCoverage, anchors, snapshots, resets, gaps, partitions or source scope are insufficient
Capability blockedThe current product matrix cannot build or consume the requested cell
UnknownThe owner cannot prove a safe resolution; queueing fails closed

Requirement-plan v2 is the executable authority. The Prepared inventory is a reader and lifecycle surface; creating a folder or cache row manually cannot satisfy a Study.

Prepared identity and reuse fields

A compatible Prepared object binds:

  • kind and schema version;
  • source Dataset and every parent Prepared ID;
  • exact source role and Instrument/data-view identity;
  • semantic configuration and config hash;
  • coverage, sessions/alignment and required state anchors;
  • build route, implementation and parity/certification evidence;
  • partition and auxiliary checksums;
  • availability/quality and retention state; and
  • dependency/consumer claims.

Friendly Context, recency, local path, or matching columns are not identity.

Retention and lifecycle vocabulary

Action/stateEffectBoundary
EvictableDefault cache can be reclaimed under pressureDoes not mean unimportant or invalid
PinnedProtects eligible partitions from automatic pressure evictionDoes not fix stale/partial/invalid data, extend coverage or preserve source Datasets
RebuildQueues supported reconstruction from retained semantic lineageDoes not change parameters or create a new intended context
Evict FilesRemoves eligible owned payloads but retains catalog identity/lineageActive/pinned/checked-out/job-owned partitions block
Delete CacheRemoves manifest, dependent closure and owned payloads through a governed claim/quarantine lifecycleNo in-place undo; never deletes canonical Dataset rows

Signal Outputs do not expose manual Rebuild because their exact Signal, evaluator, parameters, parents, alignment, schema and state binding must be regenerated by a consumer/owned output workflow.

Signal declaration: required input sources

Input sourceReference identifiesTypical Prepared minimum
Bar FieldCanonical/Prepared Bar column such as close or volumePrepared Bars or compatible Arrays
Trade FieldNormalized trade/replay fieldTick Replay and exact trade semantics
Quote FieldL1 market-state fieldCertified L1 Quote Replay or exact eligible Depth projection
Prepared Array ColumnTyped reusable array columnExact Prepared Arrays capability/alignment
Feature OutputDerived feature column and parent identityExact Feature Output version/configuration
Signal OutputParent Signal ID/version/output columnParent installed plus compatible signal_output_v3 or buildable dependency graph

The declared dtype must match. Boolean, integer, float, enum and fixed-width shapes are not interchangeable. Similar labels do not count.

Signal Instrument and temporal requirements

A Signal can require non-column context:

  • timezone;
  • Tick Size/price increment;
  • Point Value/contract economics; and
  • Session Calendar.

These come from the exact Dataset/Instrument version. Do not enter ad hoc values inside the Signal to compensate for broken data lineage.

Maximum Signal History is derived from structural temporal access and current resolved parameters:

  • no prior rows/bars;
  • a finite lookback;
  • session-reset history; or
  • carried/unbounded state under an explicit state contract.

It includes transitive parent history and alignment. It never grants future rows. Secondary-source alignment uses a backward as-of lookup over eligible closed data with finite tolerance and explicit session-boundary policy; it cannot pull a later value backward or cross a forbidden session.

Signal Library and readiness states

Keep installation separate from data readiness.

Layer/statusMeaningDoes not mean
Library: CurrentExact installed declaration/source is present and currentInputs/target runtime are ready
Library: Missing from sourceCatalog lineage remains but installed plugin/declaration source was not discoveredExisting Results were deleted
ReadyEvery declared input has at least one compatible Prepared candidate, context resolves, and no current readiness finding remainsCertified for every Study, Paper or Live path
Needs DataOne or more inputs, dependencies or context requirements cannot bind in the current workspaceThe declaration is invalid
Load ErrorPlugin/declaration discovery failed or installed source is missing/brokenStored lineage may be rewritten or ignored

The current Signal inspector does not yet render the complete backend readiness projection. Strategy/Study validation remains the operator-visible source of final queueability until status, per-input candidates, unresolved inputs, resolved context, findings and plugin issues are exposed.

Signal implementation and streaming labels

LabelMeaningRemaining gate
NativeDeclarative Signal Program or explicitly registered native/columnar kernel path existsTyped lowering/kernel support, alignment, parity, state and target capability certification
ReferenceTrusted authoring/parity code or explicitly supported offline reference evaluatorNever silently runs per optimizer trial or as a Python row-loop fallback; cannot satisfy native Paper/Live readiness
Declared StreamableAuthor asserts streaming intentNo batch/stream proof yet
Streamable: VerifiedExact implementation passed applicable batch/stream or stateful parityStill target-provider/runtime/capability specific

Native is not a certification synonym. Python stream.update() is reference behavior, not a Live fallback.

Strategy Signal-reference status

After a Signal is bound into a Strategy, the exact structured reference has its own lifecycle:

StatusMeaningRequired response
CurrentDeclaration, version, column, dtype and at least one current V3 output matchValidate the exact Study context
Not builtDeclaration is valid, but no compatible current output is catalogedLet Study/owned workflow build it
Missing signalNo catalog declaration matchesInstall/sync the exact Signal
Stale refStrategy names a different version from current catalogRestore old version or intentionally create a new Strategy version
Missing columnReferenced output no longer existsRebind a current output in a new Strategy version
Dtype mismatchStrategy input type differs from Signal output typeRebind correctly; no silent cast
AmbiguousLegacy/unstructured reference matches multiple declarationsReplace with signal_id:version:column
Stale outputCached output rows do not match current declarationRegenerate from the exact current plan; never relink storage

Not built is a data-readiness condition. Missing, stale, ambiguous, missing-column and dtype-mismatch states are structural blockers.

Signal Output identity

signal_output_v3 identity binds:

  • exact Signal ID and semantic revision/version;
  • implementation/evaluator identity and provenance;
  • resolved parameter vector/hash;
  • exact primary, secondary and parent Signal Prepared inputs;
  • Dataset/data-view, Instrument and session context;
  • alignment, warm-up and temporal-state policy;
  • output column IDs, dtypes, roles and schema;
  • effective coverage and partition checksums; and
  • build Job and app/runtime revision.

Changing any semantic field requires a different output. A current-looking column name cannot make old rows compatible.

Readiness decision order

Use this order to avoid circular repairs:

  1. confirm exact Signal ID/version/source and declaration validity;
  2. review input refs, dtypes, parameters, Instrument context, temporal access and output schema;
  3. resolve parent Signal versions and dependency cycles;
  4. choose the exact Dataset/source roles and window in the consuming Strategy Study;
  5. let the requirement plan find reusable/buildable Prepared parents;
  6. resolve missing, ambiguous, stale, partial or capability-blocked layers;
  7. verify implementation, compile/evaluator and target certification;
  8. Estimate again after every material edit; and
  9. after completion, compare requested/effective fidelity and exact Prepared/ Signal Output lineage in the Result.

General Signal Ready does not override a Study's exact window, parameters, fidelity, evaluator, execution model, or evidence blocker.

Technical readiness resolution

CODE
exact Signal declaration
  -> expand transitive inputs and temporal/context requirements
  -> resolve exact Dataset and Prepared source candidates
  -> reject missing/stale/ambiguous/incompatible references
  -> derive build/reuse graph and Signal Output identity
  -> validate implementation/evaluator/certification for the Study cell
  -> queue dependency-first durable builds once per exact identity
  -> execute Strategy candidates against the resolved outputs

The backend readiness projection preserves required_inputs, per-input resolutions, eligible candidates, unresolved inputs, resolved context, typed findings and plugin issues separately. load_error wins when discovery issues exist; otherwise unresolved input/findings produce needs_data; only the clean case produces ready. That projection does not select a final consumer binding or grant queue authority.

Next

Use Prepared Data: Build, Reuse, and Retention for lifecycle controls, Read Inputs, Parameters, Outputs, and Readiness for Signal inspection, and Build and Manage Signal Outputs for the currently gated explicit-output workflow.