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live war room

Korea memory tape to NQ/SMH risk radar

This is not a pretty quote board. It is a premarket decision cockpit: Korea opens first, memory names lead, FX confirms stress, NQ transmits it, and US semis decide whether the move repairs or becomes a second-leg liquidation.

regime

Normal monitoring

risk score

29/100

live feeds

1/17

do this now

GREEN

Normal monitoring. Keep position sizing rules intact.

First check Korea: SK Hynix, Samsung, KOSPI/KOSDAQ, KRW. If this chain does not collapse, US semis can repair.

Then check US transmission: NQ futures, SOXX/SMH premarket, MU/SNDK/AVGO. No structure, no chase.

Alerts: disabled | targets: none | missing critical feeds: 13

how to use in 90 seconds

01 Asia open

Do not start with US premarket. Start with Hynix/Samsung, KOSPI/KOSDAQ, and KRW.

02 Transmission

Use NQ futures and SMH/SOXX to decide whether Korea stress is spreading into US high beta.

03 Trade filter

For dip buys, wait for no second-leg Korea liquidation, no US semi lower low, skew repair, and NQ/SMH reclaim.

04 Notification

Set Telegram or webhook env vars. The cron route scans every 5 minutes on weekdays and pushes only threshold events.

risk model

GREEN

Normal monitoring. Keep position sizing rules intact.

Market Risk

29

Macro Hawk

44

Leverage Unwind

10

Global Contagion

10

Mega-cap Shock

80

Options Stress

10

Liquidity Stress

10

News Velocity

10

Fragility

24

Trigger

39

provider gaps

BENZINGA_API_KEY missing: realtime professional headline adapter is not active.

OPRA options feed missing: options stress score cannot be trusted for live intraday alerts.

Macro consensus feed missing: NFP/CPI surprise scoring needs Trading Economics or Econoday.

IBKR not configured: execution, margin, and broker-side account risk are not connected.

Korea market feed missing: SK Hynix/Samsung/KOSPI/KRW lead-lag checklist is not live yet.

US semiconductor premarket feed missing: MU/SNDK/AVGO/SMH/SOXX confirmation is not live yet.

price-led anomaly engine

Tape first. Cause second. Orders locked.

This module watches abnormal price/flow before waiting for a clean headline. If the move is real, it then tries to attribute the cause through filings, company wires, newswire, macro, peers, and options stress.

mode

live plus replay

primary tape

needs feed

execution

moomoo / manual first

paper auto

off

live orders

locked

Moomoo is selected as the primary human execution platform. AXIO7 generates tickets/checklists; you place the order manually in Moomoo.

Nasdaq TotalView / direct depth

Best source for Nasdaq order-book imbalance, depth pulls, queue depletion, and premarket pressure.

disabled

Databento equities/futures/options

Preferred normalized vendor path for equities, NQ futures, and OPRA when direct exchange feeds are not installed.

missing

Polygon / Massive realtime tape

Executable MVP feed for last trade, NBBO, large prints, and premarket US equity pressure.

missing

Moomoo OpenAPI / OpenD

Your familiar execution screen and optional OpenD quote/trade gateway. Default is manual ticket generation, not live API trading.

disabled

IBKR market data

Broker-side quote/account/margin confirmation and execution bridge. Useful truth source, not the only signal feed.

missing

watchlist

META / NVDA / AVGO / MU / SNDK / SMH / SOXX / QQQ

Anomaly API

replay / replay / down

META ORANGE

score

78

Replay template: issuer trades sharply below QQQ while supply/financing headline risk is active.

Likely dilution/supply shock if confirmed by SEC 8-K/S-3/424B5, company wire, or Benzinga/newswire. If no headline appears, treat as price-led unknown and wait for confirmation.

Price first

-3.8%

Move is large enough to demand attribution before trading.

Relative beta

-2.4%

Underperforms QQQ, pointing to single-name pressure.

Headline match

META filed 4

Financing-style events usually pressure issuer first.

same-type history

Mega-cap equity financing / offering

Issuer often gaps down first; market stabilizes only if proceeds reduce balance-sheet risk or index beta repairs.

Next: SEC 8-K/S-3/424B5 / company IR wire / QQQ relative reclaim / put skew mean reversion

execution gate

PAPER_REDUCE_RISK

Replay only. No live order can be routed from simulated tape.

live locked

moomoo manual ticket

META / HEDGE / DEFINED RISK OPTIONS ONLY

manual only

Trigger: Only hedge/reduce risk after failed reclaim or second-leg breakdown. Current context: -3.80% move, -2.40% vs benchmark basket.

Invalidation: Do not chase if IV/spread already expanded and price is far below VWAP; wait for failed bounce or use defined risk.

Size: Start tiny. Default max idea risk 0.25%-0.50% account until live slippage, spread, and confirmation quality are measured.

Confirm ticker, route, buying power, and extended-hours setting in Moomoo before touching the order ticket.

T0/T1 event matched. Read the original filing/wire before order entry.

Compare against QQQ/SMH/SOXX and closest peers. Avoid single-name interpretation if the whole basket is moving.

Use limit orders for shares. For options, prefer defined-risk structures after checking bid/ask and IV.

AXIO7 is not sending this to the broker. You are manually deciding and entering any Moomoo order.

Do not use market orders in thin premarket/after-hours tape.

replay / replay / mixed

SMH YELLOW

score

62

Replay template: Korea memory stress transmits into US semis, but repair is possible if NQ and SMH reclaim VWAP.

Global lead-lag contagion from Hynix/Samsung/KRW into MU/AVGO/NVDA/SMH.

Korea lead-lag

watch

Start with SK Hynix, Samsung, KOSPI/KOSDAQ, and KRW.

US transmission

watch

Confirm with NQ futures and SMH/SOXX premarket.

same-type history

Asia semiconductor liquidation into US premarket

First wave can overshoot. Better short entries come after failed rebound; dip buys need no second-leg liquidation.

Next: Hynix/Samsung low retest / USDKRW / NQ overnight VWAP / SMH/SOXX put skew

execution gate

WATCH

Replay only. Wait for live tape confirmation.

live locked

moomoo manual ticket

SMH / WATCH / WATCH ONLY

manual only

Trigger: Watch only until live tape and cause attribution improve. Current context: -1.60% move, -0.90% vs benchmark basket.

Invalidation: No trade until a clean trigger appears.

Size: 0% risk. Observation only.

Confirm ticker, route, buying power, and extended-hours setting in Moomoo before touching the order ticket.

No T0/T1 event match yet. Treat cause as unconfirmed.

Compare against QQQ/SMH/SOXX and closest peers. Avoid single-name interpretation if the whole basket is moving.

Use limit orders for shares. For options, prefer defined-risk structures after checking bid/ask and IV.

AXIO7 is not sending this to the broker. You are manually deciding and entering any Moomoo order.

Do not use market orders in thin premarket/after-hours tape.

asia semi tape

Monday premarket checklist

Watch this before the US cash open. If Korea holds, US semis may repair. If Korea opens into liquidation and Hynix/Samsung cannot hold, MU/SNDK/SMH/SOXX/NQ are likely under pressure.

Korea

SK Hynix open

needs feed

Watch: Opening gap, first 30-60 minutes, and whether sellers keep hitting bids after the first flush.

Risk-off: Direct open collapse, failed bounce, or limit-down / near limit-down behavior.

Repair: Gap-down gets absorbed, price reclaims VWAP/first reaction high, and Samsung is not confirming weakness.

If Hynix cannot hold, do not bottom-fish US memory names on the first red print.

MUSNDKSMHSOXXNQ

Korea

Samsung confirmation

needs feed

Watch: Whether Samsung confirms Hynix weakness or stays resilient as the higher-quality liquidity anchor.

Risk-off: Samsung breaks with Hynix, showing sector-wide Korea memory stress instead of one-name liquidation.

Repair: Samsung holds flat/green while Hynix stabilizes, lowering contagion probability into US semis.

Hynix plus Samsung both weak is the cleaner pressure signal for US semis.

MUSNDKAVGOSMHSOXX

Korea

KOSPI / KOSDAQ breadth

needs feed

Watch: Index breadth, semiconductor subsector participation, and whether small-cap risk gets liquidated too.

Risk-off: KOSDAQ accelerates lower with KOSPI, pointing to broad risk-off rather than isolated memory weakness.

Repair: Indexes stabilize and breadth improves after the open.

Broad Korea weakness raises odds that US beta opens heavy even if single-name semis look mixed.

EWYQQQNQSMH

FX

KRW / USDKRW

needs feed

Watch: USDKRW spike, won liquidity stress, and whether FX confirms equity pressure.

Risk-off: KRW weakens while Korea semis sell off, indicating foreign outflow / stress confirmation.

Repair: KRW stabilizes or strengthens while Korea equity stops making new lows.

FX confirmation matters; equity-only dips can reverse, equity plus FX stress is harder to fade.

USDKRWEWYQQQNQ

US premarket

NQ futures

needs feed

Watch: Whether NQ absorbs Asia weakness or breaks the overnight range / prior low.

Risk-off: NQ loses overnight support while Korea memory tape stays weak.

Repair: NQ reclaims overnight VWAP/key trend line after Korea stops making new lows.

NQ is the transmission check from local Korea stress to US high-beta stress.

NQQQQSMHSOXX

US premarket

SOXX / SMH premarket

needs feed

Watch: Premarket gap, liquidity, recovery attempts, and whether ETFs break the prior low.

Risk-off: SOXX/SMH fail every bounce and break prior low after Korea weakness.

Repair: ETF lower low fails, price reclaims key trend line, and put skew starts mean-reverting.

Do not use the first ETF dip as confirmation. Wait for structure.

SMHSOXXNVDAAVGOMU

US premarket

MU / SNDK / AVGO premarket

needs feed

Watch: Memory sympathy in MU/SNDK and AI infrastructure read-through in AVGO.

Risk-off: MU/SNDK gap down hard and AVGO joins instead of acting defensive.

Repair: MU/SNDK stabilize while AVGO/NVDA/SMH hold above premarket lows.

If Korea is not collapsing, US semis can repair; if MU/SNDK/AVGO confirm, pressure is real.

MUSNDKAVGONVDASMHSOXX

Options

Put skew / options stress

needs feed

Watch: SMH/SOXX put skew, sweep pressure, IV jump, and whether skew starts mean-reverting.

Risk-off: Put skew steepens while ETF price keeps making lower lows.

Repair: Put skew mean-reverts while price stops breaking down.

For dip buys, skew repair is better confirmation than a single green candle.

SMHSOXXQQQNQ

neutral

Monday premarket: do not stare only at US quotes

Korea opens before US premarket gives a clean semiconductor read.

Confirmation

Track SK Hynix, Samsung, KOSPI/KOSDAQ, KRW, NQ futures, SOXX/SMH premarket, MU/SNDK/AVGO premarket.

If Korea does not collapse, US semis may repair into the US session.

If Korea opens directly into liquidation and Hynix/Samsung cannot hold, MU/SNDK/SMH/SOXX/NQ likely face pressure.

Avoid

Do not treat a delayed US quote page as the primary signal.

Do not call a bottom before Korea stops making new lows.

Structures

Watchlist mode

Hedge review

No new leverage until confirmation

dip buy

If buying the semiconductor dip, do not rush the first wave

Only consider dip-buying after the first forced-selling wave has been tested.

Confirmation

Korea does not print a second-leg liquidation.

US semiconductors do not break the prior low.

Put skew starts mean-reverting.

NQ/SMH reclaim the key trend line or overnight VWAP.

Avoid

Avoid catching the first red candle.

Avoid adding leverage while Korea, FX, and NQ are all confirming risk-off.

Structures

Small starter only after confirmation

Defined-risk call spread if IV is elevated

Wait for reclaim instead of guessing the low

short

If shorting, do not chase the low

Wait for key market structure to break after the initial flush.

Confirmation

Hynix/Samsung remain weak after the open.

SMH/SOXX or NQ break prior low / overnight support.

Put skew remains bid instead of mean-reverting.

Avoid

Avoid naked all-in puts after IV already exploded.

Avoid shorting after a vertical move without a failed rebound.

Remember: gap-down plus reversal plus IV crush can kill naked puts even if the thesis is directionally right.

Structures

Put spread

Bear call spread

Small SMH/SOXX put spread

Wait for rebound to short if first wave is already extended

automatic warnings

Alert engine not armed yet

Threshold: ORANGE and 70/100 minimum score.

Cooldown: 30 minutes. Redis cooldown: on.

Targets: none configured.

Missing: TELEGRAM_BOT_TOKEN + TELEGRAM_CHAT_ID or GLOBAL_SIGNAL_ALERT_WEBHOOK_URL | GLOBAL_SIGNAL_ALERTS_ENABLED=true

/api/cron/global-signal-alerts

live

Live Active Events

Only connected professional adapters appear here. Delayed retail pages are not promoted into live risk.

T0 / official_confirmed / Insider Transaction Filing

MSFT filed 4

66/96

MSFT filed STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP OF SECURITIES. Official EDGAR disclosure.

MSFTQQQNVDAAVGOSOXXAI_INFRA

Insider activity -> single-name sentiment -> requires transaction-code parsing

Published 6/12/2026, 6:07:08 PM / latency 50267s

agent read

mixed / 1-3d

Public signal needs tape confirmation: affected assets, yields, DXY, options skew, and sector ETF reaction decide tradability.

same-type history

Public headline without confirmed market transmission: Impact is usually weak until confirmed by price, volume, options skew, yields, FX, or an official filing.

accession

T0 / official_confirmed / Insider Transaction Filing

MSFT filed 4

66/96

MSFT filed STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP OF SECURITIES. Official EDGAR disclosure.

MSFTQQQNVDAAVGOSOXXAI_INFRA

Insider activity -> single-name sentiment -> requires transaction-code parsing

Published 6/12/2026, 6:06:47 PM / latency 50288s

agent read

mixed / 1-3d

Public signal needs tape confirmation: affected assets, yields, DXY, options skew, and sector ETF reaction decide tradability.

same-type history

Public headline without confirmed market transmission: Impact is usually weak until confirmed by price, volume, options skew, yields, FX, or an official filing.

accession

T0 / official_confirmed / Insider Transaction Filing

MSFT filed 4

66/96

MSFT filed STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP OF SECURITIES. Official EDGAR disclosure.

MSFTQQQNVDAAVGOSOXXAI_INFRA

Insider activity -> single-name sentiment -> requires transaction-code parsing

Published 6/12/2026, 6:06:25 PM / latency 50310s

agent read

mixed / 1-3d

Public signal needs tape confirmation: affected assets, yields, DXY, options skew, and sector ETF reaction decide tradability.

same-type history

Public headline without confirmed market transmission: Impact is usually weak until confirmed by price, volume, options skew, yields, FX, or an official filing.

accession

T0 / official_confirmed / Insider Transaction Filing

MSFT filed 4

66/96

MSFT filed STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP OF SECURITIES. Official EDGAR disclosure.

MSFTQQQNVDAAVGOSOXXAI_INFRA

Insider activity -> single-name sentiment -> requires transaction-code parsing

Published 6/12/2026, 6:06:00 PM / latency 50335s

agent read

mixed / 1-3d

Public signal needs tape confirmation: affected assets, yields, DXY, options skew, and sector ETF reaction decide tradability.

same-type history

Public headline without confirmed market transmission: Impact is usually weak until confirmed by price, volume, options skew, yields, FX, or an official filing.

accession

T0 / official_confirmed / Insider Transaction Filing

MSFT filed 4

66/96

MSFT filed STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP OF SECURITIES. Official EDGAR disclosure.

MSFTQQQNVDAAVGOSOXXAI_INFRA

Insider activity -> single-name sentiment -> requires transaction-code parsing

Published 6/12/2026, 6:05:36 PM / latency 50359s

agent read

mixed / 1-3d

Public signal needs tape confirmation: affected assets, yields, DXY, options skew, and sector ETF reaction decide tradability.

same-type history

Public headline without confirmed market transmission: Impact is usually weak until confirmed by price, volume, options skew, yields, FX, or an official filing.

accession

T0 / official_confirmed / Insider Transaction Filing

MSFT filed 4

66/96

MSFT filed STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP OF SECURITIES. Official EDGAR disclosure.

MSFTQQQNVDAAVGOSOXXAI_INFRA

Insider activity -> single-name sentiment -> requires transaction-code parsing

Published 6/12/2026, 6:05:02 PM / latency 50393s

agent read

mixed / 1-3d

Public signal needs tape confirmation: affected assets, yields, DXY, options skew, and sector ETF reaction decide tradability.

same-type history

Public headline without confirmed market transmission: Impact is usually weak until confirmed by price, volume, options skew, yields, FX, or an official filing.

accession

T0 / official_confirmed / Insider Transaction Filing

AMD filed 4

66/96

AMD filed FORM 4. Official EDGAR disclosure.

AMDSOXXSMHQQQNQ

Insider activity -> single-name sentiment -> requires transaction-code parsing

Published 6/12/2026, 4:34:58 PM / latency 55797s

agent read

mixed / 1-3d

Public signal needs tape confirmation: affected assets, yields, DXY, options skew, and sector ETF reaction decide tradability.

same-type history

Public headline without confirmed market transmission: Impact is usually weak until confirmed by price, volume, options skew, yields, FX, or an official filing.

accession

T0 / official_confirmed / Insider Transaction Filing

AMD filed 4

66/96

AMD filed FORM 4. Official EDGAR disclosure.

AMDSOXXSMHQQQNQ

Insider activity -> single-name sentiment -> requires transaction-code parsing

Published 6/12/2026, 4:33:21 PM / latency 55894s

agent read

mixed / 1-3d

Public signal needs tape confirmation: affected assets, yields, DXY, options skew, and sector ETF reaction decide tradability.

same-type history

Public headline without confirmed market transmission: Impact is usually weak until confirmed by price, volume, options skew, yields, FX, or an official filing.

accession

replay

Replay Casebook

6.5-style macro / financing / Korea-memory scenarios used to sanity-check the scoring model. These never trigger alerts.

T0 / replay / Macro Policy Shock

Replay: hot NFP created hawkish shock

86/82

May payrolls beat consensus, reducing rate-cut expectations and pressuring long-duration equity.

QQQSOXXNQUS2YDXY

NFP surprise -> 2Y yield up -> Fed path repricing -> high-duration equity compression

Published 6/5/2026, 12:30:00 PM / latency n/a

agent read

bearish / intraday

Rate-path headlines transmit through 2Y yields, real rates, DXY, and long-duration equity multiples.

If DXY and 2Y/10Y rise together, the read is rate/liquidity pressure rather than clean safety bid.

same-type history

Hot macro / hawkish Fed shock: 2Y up + DXY up pressures QQQ/NQ and crowded semis; banks may diverge depending on curve shape.

Dovish liquidity repair: Risk assets can squeeze higher if yields fall and DXY softens; weak breadth can fade the move.

T1 / replay / Equity Financing / Dilution Concern

Replay: META potential equity financing headline

84/74

Potential equity raise for AI infrastructure created dilution and AI capex funding concern.

METAQQQNVDAAVGOSOXX

AI capex financing -> possible dilution -> mega-cap sentiment -> semiconductor demand chain

Published 6/5/2026, 5:30:00 PM / latency n/a

agent read

bearish / intraday

Equity or convertible financing can add share supply, signal funding need, and pressure high-multiple peers.

The first reaction is often bearish for the issuer unless proceeds clearly de-risk growth or balance-sheet stress.

same-type history

AI / mega-cap financing headline replay: Issuer often sells first; AI/semiconductor suppliers can weaken if investors read it as capex funding stress.

High-beta secondary offering pattern: First move is usually dilution pressure; rebound depends on pricing discount and use-of-proceeds credibility.

T1 / replay / Korea Memory Stress

Replay: Korea memory leverage stress lead-lag

82/70

Regional semiconductor weakness and forced liquidation headlines can transmit into MU/SOXX/NQ.

MUSOXXSMHNVDAUSDKRWKOSPI

Asia semis lead US semis -> memory chain pressure -> FX stress -> NQ hedge pressure

Published 6/5/2026, 6:30:00 AM / latency n/a

agent read

bearish / intraday

Public signal needs tape confirmation: affected assets, yields, DXY, options skew, and sector ETF reaction decide tradability.

same-type history

Public headline without confirmed market transmission: Impact is usually weak until confirmed by price, volume, options skew, yields, FX, or an official filing.

public first-source mesh

Official public sources plus context wires

Official .gov / SEC / issuer sources can confirm. NYT, Jin10, and broad public indexes are fast context, not official confirmation.

T0 / official rss

Federal Reserve official RSS

live

FOMC, monetary-policy, supervision, speeches, and official Fed announcements.

Rates, USD, NQ/QQQ duration pressure, bank liquidity, and risk appetite.

Official first-hand source for Fed communication.

no key

T0 / official api

Federal Register public API

live

Rules, proposed rules, notices, executive orders, public-inspection documents.

Tariffs, export controls, energy rules, healthcare regulation, industrial policy.

Official legal/public-record source for US regulatory actions.

no key

T0 / official api

BLS Public Data API

needs feed

CPI, payrolls, unemployment, wages, PPI, claims-adjacent labor series.

Macro surprise baseline for 2Y yields, DXY, QQQ/NQ, cyclicals, gold.

Official macro data, but release-time surprise still needs consensus from Econoday/Trading Economics.

BLS_API_KEYBLS_PUBLIC_API_ENABLED

T0 / official api

BEA API

needs feed

GDP, PCE, personal income/spending, corporate profits, trade aggregates.

Inflation/growth mix, Fed path, real-yield pressure, consumer strength.

Official macro data, not a realtime consensus feed.

BEA_API_KEY

T0 / official api

EIA Open Data API

needs feed

Oil, gas, electricity, inventory, production, and energy balance data.

Crude/oil services, inflation impulse, airline/transport costs, geopolitical energy shocks.

Official energy data source.

EIA_API_KEY

T0 / official site

Treasury / OFAC official releases

needs feed

Sanctions, debt/financing, Treasury announcements, OFAC designations.

USD liquidity, geopolitics, energy, defense, banks, China/Iran/Russia exposed assets.

Official first-hand source; adapter waits for a stable licensed/public feed URL.

TREASURY_OFFICIAL_FEED_URLPUBLIC_OFFICIAL_RSS_FEEDS

T0 / official site

White House briefing room

needs feed

Presidential statements, executive orders, national-security and policy announcements.

Tariff, export-control, defense, energy, healthcare, China/Taiwan/Iran/Russia policy shocks.

Official executive-branch communication.

WHITE_HOUSE_FEED_URLPUBLIC_OFFICIAL_RSS_FEEDS

T0 / official site

USTR official press office

needs feed

Tariffs, trade negotiations, Section 301/232 style trade actions.

China ADRs, semis, autos, industrials, retailers, solar, steel/aluminum.

Official trade-policy source.

USTR_FEED_URLPUBLIC_OFFICIAL_RSS_FEEDS

T0 / company ir

Company investor-relations public feeds

needs feed

Issuer press releases and IR feeds supplied explicitly by config.

Offerings, guidance, earnings, product/news releases, buybacks, M&A.

Official company source when feed URL belongs to issuer/IR/wire domain.

PUBLIC_OFFICIAL_RSS_FEEDS

T3 / news api

New York Times API

needs feed

High-quality public journalism and geopolitical context.

Context, first reported narratives, policy/geopolitical framing, not official confirmation.

Reported context only. Must be corroborated by official releases or market tape before high-severity alerts.

NYT_API_KEYNYT_SIGNAL_QUERY

T3 / news api

GDELT public global news index

needs feed

Broad public global-news index for velocity and source discovery.

Narrative velocity, country/sector clustering, cross-source discovery.

Discovery layer only.

no key

T3 / aggregator

Jin10 / Chinese fast-news feed

needs feed

Fast Chinese-language market-news aggregation similar to the screenshot.

Early public headline discovery for geopolitics, commodities, FX, China/HK/US macro.

Aggregator only. It cannot confirm official actions by itself.

JIN10_API_KEYJIN10_FEED_URL

professional data matrix

Low-latency sources, no Yahoo-style primary data

T0/T1 sources are allowed to drive alerts. T2 confirms broker/account risk. T3/T4 can inform context but cannot trigger RED alone.

TierProviderRoleLatencyStatusEnv
T0

SEC EDGAR official polling

Closest legal first-hand source for insider transactions, offerings, and material issuer disclosures.

Official first-party filings: Form 4, 8-K, S-1, S-3, 424B5.1500msreadySEC_USER_AGENT
T0

sec-api.io Stream API

Reduces filing detection latency versus polling.

Streaming EDGAR filings with websocket/webhook style ingest.500msmissingSEC_API_KEY
T0

Company wire APIs

Captures official earnings, offerings, guidance, and M&A releases before secondary articles rewrite them.

BusinessWire / PRNewswire / GlobeNewswire first-party company releases.800msmissingBUSINESSWIRE_API_KEY, PRNEWSWIRE_API_KEY, GLOBENEWSWIRE_API_KEY
T0

Nasdaq TotalView / exchange direct depth

Lets the radar detect premarket/regular-session pressure before candle aggregates lag.

Exchange-level order book depth for Nasdaq names.50msmissingNASDAQ_TOTALVIEW_API_KEY, NASDAQ_TOTALVIEW_ENABLED
T0

OPRA options feed via vendor

Options stress, dealer gamma, put/call, and 0DTE flow cannot be trusted from delayed retail pages.

US listed options trades/quotes, sweeps, 0DTE, IV/skew inputs.100msmissingOPRA_VENDOR, INTRINIO_API_KEY, CBOE_LIVEVOL_API_KEY, DATABENTO_API_KEY
T1

Benzinga News API

Fast vendor news layer for financing rumors, analyst moves, halts, guidance, and breaking company headlines.

Realtime ticker-tagged headlines and why-is-it-moving style events.900msmissingBENZINGA_API_KEY
T1

Databento live market data

Professional normalized feed for cross-asset lead-lag and volatility confirmation.

Realtime equities, futures, OPRA, and normalized market data depending on entitlements.100msmissingDATABENTO_API_KEY
T1

KRX / Korea realtime market feed

Korea memory names can lead MU/SMH/SOXX/NQ before US premarket fully prices the stress.

SK Hynix, Samsung, KOSPI/KOSDAQ, and Korea semiconductor lead-lag tape.500msmissingKRX_API_KEY, KOREA_MARKET_FEED_URL, IBKR_KOREA_MARKET_DATA_ENABLED
T1

CME Nasdaq futures live feed

NQ confirms whether Asia semiconductor stress is becoming broad US duration/high-beta pressure.

NQ futures confirmation for Korea-to-US semiconductor contagion.100msmissingCME_FUTURES_FEED_URL, DATABENTO_API_KEY, IBKR_MARKET_DATA_ENABLED
T1

US semiconductor premarket feed

US premarket confirms whether the Korea memory signal is spreading or being repaired.

Premarket MU/SNDK/AVGO/SMH/SOXX/NVDA tape confirmation.150msmissingNASDAQ_TOTALVIEW_API_KEY, DATABENTO_API_KEY, POLYGON_API_KEY, MASSIVE_API_KEY, IBKR_MARKET_DATA_ENABLED
T1

Polygon / Massive realtime market data

Primary liquid US tape feed if exchange direct feeds are not yet installed.

Realtime equities, options, FX, crypto depending on plan.250msmissingPOLYGON_API_KEY, MASSIVE_API_KEY
T1

Trading Economics / Econoday macro calendar

Macro surprise scoring needs consensus and actual, not just the official release value.

Macro actual/consensus/prior for NFP, CPI, PPI, FOMC, ISM, claims.1000msmissingTRADING_ECONOMICS_KEY, ECONODAY_API_KEY
T1

Coinglass + exchange crypto websockets

Crypto often exposes leverage stress before high-beta equities fully reprice.

Crypto liquidation, funding, open interest, and forced-deleveraging proxy.1000msmissingCOINGLASS_API_KEY, CRYPTO_EXCHANGE_WS_ENABLED
T1

Reuters / Dow Jones / Bloomberg style newswire

High-quality confirmation source for rumor-vs-confirmed distinction.

Top-tier market-moving newswire confirmation.800msmissingLSEG_CLIENT_ID, LSEG_CLIENT_SECRET, DOWJONES_API_KEY, BLOOMBERG_API_KEY
T2

IBKR Client Portal / TWS API

Best used for execution and account/margin truth, not as the only news or OPRA feed.

Broker quote confirmation, account risk, margin, holdings, execution bridge.250msmissingIBKR_BASE_URL, IBKR_MARKET_DATA_ENABLED, IBKR_ACCOUNT_ID
T3

X API / social firehose

Useful for velocity, but cannot trigger RED alone.

Social early-warning and rumor discovery.900msmissingX_BEARER_TOKEN
T4

Yahoo Finance delayed fallback

Retail delayed data is not acceptable as primary alert input.

Backtest or last-resort historical data only.900000msdisablednone

Hard Rules

  • T3/T4 sources cannot trigger RED alerts by themselves.
  • RED requires T0/T1 confirmation or market-confirmed T2 price stress plus another independent source.
  • Rumor headlines must be marked reported_not_confirmed until an official filing, company wire, or first-tier newswire confirms them.
  • No delayed retail data is used as the primary source for intraday alerts.
  • This system emits risk actions and scenario probabilities, not guaranteed price predictions.

Disclosure

Research and risk-control tooling only. It is not investment advice and does not execute trades. Professional feeds require proper licenses and exchange entitlements.