🔍 V2 Snapshot Analyzer NORMALIZED SCHEMA

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REPLAY READY - V2 normalized data quality sufficient for strategy backtesting

📈 V2 Analysis Overview

Date:2026-01-29
Expiry:ALL
Time Range:04:01:40 IST - 08:42:45 IST
Market Snapshots:553
Avg Interval:30.6s
Time Gaps:1
OVERALL QUALITY
EXCELLENT
Unique Strikes:17 strikes (offsets: -5, -4, -3, -2, -1, 0, 1, 2, 3, 4, 5)
CE Strikes/Snapshot:11.0
PE Strikes/Snapshot:11.0

📊 market_snapshots Table

553 rows | Time: 04:01:40 IST - 08:42:45 IST

Field Coverage Valid Null Min Max Avg Latest
spot_price 🟢 100.0%
553 0 25162.0500 25434.9500 25281.3117 25418.30
atm_strike 🟢 100.0%
553 0 25150.0000 25450.0000 25281.8264 25400
dte_days 🟢 100.0%
553 0 5.0000 5.0000 5.0000 5
time_to_expiry_years 🟢 100.0%
553 0 0.0138 0.0144 0.0141 0.013836
net_call_oi 🟢 100.0%
553 0 114545860.0000 146450980.0000 133760055.8228 117117910
net_put_oi 🟢 100.0%
553 0 92019785.0000 119752490.0000 103846440.3797 119263560
net_delta 🟢 100.0%
553 0 -2.3920 9.8097 4.8239 3.983249
net_gamma 🟢 100.0%
553 0 0.0809 0.0990 0.0925 0.090142
iv_atm 🟢 100.0%
553 0 0.1544 0.1760 0.1635 0.1587
iv_skew_atm 🟢 100.0%
553 0 -0.0142 0.0067 -0.0019 -0.0066
oi_behavior 🟢 100.0%
553 0 - - - NEUTRAL
👁️ Latest market_snapshots Row
{
  "atm_strike": 25400.0,
  "dte_days": 5.0,
  "expiry": "Tue, 03 Feb 2026 00:00:00 GMT",
  "iv_atm": 0.1587,
  "iv_skew_atm": -0.0066,
  "iv_slope": null,
  "net_call_oi": 117117910.0,
  "net_delta": 3.983249,
  "net_gamma": 0.090142,
  "net_put_oi": 119263560.0,
  "oi_behavior": "NEUTRAL",
  "snapshot_id": 553.0,
  "spot_price": 25418.3,
  "symbol": "NIFTY",
  "time_to_expiry_years": 0.013836,
  "timestamp": "2026-01-29 08:42:45"
}

📉 option_strikes Table

12166 rows | Time: 04:01:40 IST - 08:42:45 IST

Field Coverage Valid Null Min Max Avg Latest
strike 🟢 100.0%
12166 0 24900.0000 25700.0000 25281.8264 25400
strike_offset 🟢 100.0%
12166 0 -5.0000 5.0000 - 0
ltp 🟢 100.0%
12166 0 82.0000 399.1000 207.3096 214.40
bid_price 🟢 100.0%
12166 0 81.8500 398.3000 207.1164 213.80
ask_price 🟢 100.0%
12166 0 82.1000 399.1000 207.4739 214.00
oi 🟢 100.0%
12166 0 77090.0000 9609210.0000 3175149.1127 4844125
prev_oi 🟢 100.0%
12166 0 74945.0000 5439525.0000 1956539.7181 3580720
oi_change 🟢 100.0%
12166 0 -391300.0000 5489835.0000 1218609.3946 1263405
delta 🟢 100.0%
12166 0 -0.7158 0.7294 0.0182 0.53670
gamma 🟢 100.0%
12166 0 0.0006 0.0009 0.0008 0.00080000
theta 🟢 100.0%
12166 0 -20.4186 -14.2295 -18.1834 -19.0656
vega 🟢 100.0%
12166 0 9.8935 12.1032 11.3912 11.8917
iv 🟢 100.0%
12166 0 14.2300 18.4400 16.4514 16.2000
volume 🟢 100.0%
12166 0 82615.0000 142077130.0000 33902336.9970 87270495
👁️ Latest option_strikes Rows (CE + PE ATM)
{
  "atm_ce": {
    "ask": 214.0,
    "bid": 213.8,
    "delta": 0.5367,
    "gamma": 0.0008,
    "iv": 16.2,
    "ltp": 214.4,
    "oi": 4844125,
    "oi_change": 1263405,
    "option_type": "CE",
    "strike": 25400,
    "strike_offset": 0,
    "theta": -19.0656,
    "vega": 11.8917,
    "volume": 87270495
  },
  "atm_pe": {
    "ask": 166.2,
    "bid": 165.9,
    "delta": -0.4621,
    "gamma": 0.0009,
    "iv": 15.54,
    "ltp": 166.0,
    "oi": 4954625,
    "oi_change": 2928705,
    "option_type": "PE",
    "strike": 25400,
    "strike_offset": 0,
    "theta": -18.2793,
    "vega": 11.8882,
    "volume": 46608575
  }
}

⚠️ Issues (1)

  • • Found 1 time gaps (>120s)

💡 Recommendations

  • ⚠️ 1 time gaps detected (7 missed snapshots)
  • ✅ Data is ready for replay-based strategy testing

🕐 Time Gaps Detected (1)

| Duration: 245.632732s | Missing: ~ snapshots