Methodology

Every quote, fundamental figure and options contract on this site is pulled at request time from the same public Yahoo Finance JSON endpoints that the open-source yfinance library uses. We do not restate, adjust or model the underlying data. What Yahoo publishes is what you see.

Quotes are delayed, typically by fifteen minutes for US equities, and we cache them briefly at the edge to stay inside rate limits. The time-and-sales panel on each ticker page prints every change we receive, so an idle stretch means the price has not moved in the feed, not that the feed has stopped.

Moving averages, RSI, MACD, ATR, Bollinger bands and realised volatility are calculated on this server from two years of daily closes. Simple moving averages use closing prices with no adjustment for dividends. RSI uses Wilder smoothing over fourteen periods. Realised volatility annualises the standard deviation of thirty daily log returns by the square root of 252.

Officer, director and 10% owner trades come from SEC Form 4 filings, surfaced through the same public summary endpoint as the fundamentals. Filing is due within two business days of the trade, and the provider adds its own lag, so this is days behind reality. A sale is not automatically bearish — executives sell on scheduled 10b5-1 plans, to cover tax on vesting equity, and to diversify. Open-market purchases with cash are rarer and generally more informative. We do not carry congressional or senate trading. That data comes from STOCK Act disclosures filed with the Senate Electronic Financial Disclosure system and the House Clerk, which this source does not provide, and we will not present a substitute as though it were the same thing.

The panel on each ticker page is a log of delayed quote polls, not exchange time and sales. Every row is a real price change we received, with the time we received it. The Vol + column is the increase in cumulative session volume since the previous row — real shares traded in that window, but not the size of any single trade. True per-execution time and sales requires an exchange feed we do not have.

A contract is flagged when today's volume is at or above its open interest, at least 150 contracts traded, and the position is worth at least $40,000. Open interest is what was outstanding at the previous close, so volume exceeding it means the flow cannot all be closing existing positions. The score combines volume against open interest, dollar notional, volume against the rest of that chain, and where the last print sat inside the bid/ask spread. This is not sweep or block detection. Yahoo publishes volume as a daily total, so one large order and ten small ones are indistinguishable here, and the bid/ask read is a proxy rather than a tagged aggressor flag. Real sweep detection needs exchange-level time and sales, which is a paid feed.

Options implied volatility comes straight from the source feed and can be stale or absent on thin contracts. Fundamental figures reflect the most recent filing the provider has processed, which can lag a company's own release. Symbols outside US exchanges may return partial data or none.

Tell us. Email research@usaequityresearch.com with the ticker and the field, and we will check whether it is a source issue or ours.