To our subscribers,
Thank you for your patience as we worked to resolve the recent disruption in our daily JATS V-SNAV and HALO™ reports. We understand the critical role these reports play in your daily workflow. Rather than implementing a temporary fix, we made the strategic decision to rebuild the underlying infrastructure to ensure the long-term integrity and accuracy of the data you rely on.
The Challenge
The complexity of our reports stems from the integration of multiple disparate data sources, including full options chains, gamma and open interest splits, and proprietary metrics like our PT levels. A significant challenge has been our need to engineer a custom data intake process, as many of these sources, such as NinjaTrader, lack a public API. This process is crucial for normalizing timestamps, symbols, and field names to ensure the consistent and accurate calculation of our core metrics (∆GEX™, SSR™, GTI™, VCI™, JSC™, etc.). Rebuilding this system was essential to ensure the reports are a faithful and precise reflection of the order-flow and volatility landscape, not just a simple text output.
Our Solution: A More Robust Pipeline
We've implemented a new orchestrator, v10_1, which streamlines our analytics engine. This new pipeline automates critical steps, including API key staging and pre-calculation presence checks, to minimize potential points of failure. The new system also features a dual-model validation process for narrative generation, ensuring that every section is a data-driven analysis grounded in computed metrics, free from invented numbers or speculation.
This new architecture is designed to reduce runtime variables and schema drift, and it provides clearer failure modes should an upstream data source change unexpectedly.
Next Steps and Outlook
The new pipeline is now stable and fully automated. We anticipate resuming daily report delivery as early as tomorrow, but no later than early next week, as we monitor its performance across live market sessions.
In parallel, we are actively developing our own API layer to eliminate manual steps and further harden the process. We are also exploring an integration with QuikStrike to provide a more seamless and unified platform for report generation and distribution.
We appreciate your understanding as we prioritized building a more resilient system over a quick-fix solution. We are confident this work will provide a more reliable and robust foundation for our services.
For any questions, or to suggest a specific view you'd like to see emphasized in future reports, please respond to this email.
Sincerely, The JATS Team