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. The pack is published as /dated-data/YYYY-MM-DD.json with a markdown render beside it, and the dated pages (/movers/archive/{date}, /halts/{date}) render from that frozen record. Once published, a pack 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
| What | Source | Cadence | License / 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) | Schwab delayed quotes; delayed-redistributable |
| 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) + IBKR 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 | Schwab/Yahoo delayed quotes |
| News catalysts | Yahoo-sourced stock-news dataset via Tapeboard's bridge, with publisher headlines | Dataset refreshes daily; the pack freezes headlines on capture | Publisher headlines, linked to source |
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
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.