Fields

SigmaGrid defines a compact, explicit schema designed for agents. There are two layers:

1. Core Mandatory Fields — delivered in real-time per ticker.
2. Optional High-Value Fields — macro betas.

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Core Mandatory Fields (delivered in real-time)

These fields form the minimum viable fundamentals layer for each supported ticker.

Field	Description
timestamp	ISO 8601 UTC timestamp of the snapshot
ticker	Underlying symbol (e.g. SPY, QQQ, TSLA)
fair_value	Institutional fair-value anchor
vol_forecast_1h	1-hour volatility forecast
vol_forecast_4h	4-hour volatility forecast
regime	trend / chop / HVOL / LVOL
drift_1h	1-hour directional bias
drift_overnight	Overnight drift forecast
event_next	Next major macro event
event_impact	Expected impact: low → extreme
event_bias	Event tilt: risk-on / risk-off / neutral

Additional core-adjacent fields used in the /signals/{ticker} view:

Field	Description
fv_upper	Upper confidence band around fair_value
fv_lower	Lower confidence band around fair_value
premiums	Object keyed by venue (hyperliquid, aevo, etc.) with perp basis values
z_score	Standardised deviation of price vs fair value
reversion_prob	Modelled probability of mean reversion over the short horizon
shock_index	Indicator of current shock regime (0 = none, higher = more stress)

These extended fields are present on the consolidated /signals/{ticker} endpoint and share the same real-time cadence as the mandatory core.

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Optional High-Value Fields

These fields provide compressed macro sensitivity information per ticker. They are derived from internal models but exposed only as summary betas.

Field	Description
beta_macro	Sensitivity to broad risk appetite
beta_yield	Sensitivity to interest rates
beta_dollar	Sensitivity to USD strength
beta_vol_index	Sensitivity to volatility regime (e.g. VIX-style)

You can treat these betas as:

• Routing inputs (e.g. suppress risk when beta_macro is high and macro regime turns risk-off).
• Sizing multipliers (e.g. shrink trades in high beta_vol_index environments).
• Hedging hints (e.g. align overlay hedges to beta_yield and beta_dollar).

The optional layer is available on eligible plans and can be switched off entirely if you only need the core field set.