TILLAHow the clock works, and what we don't have
One clock. Every value is labelled by the close of its bar, in UTC. Bar T covers (T-1, T], so a midnight daily label closes the day before. Crypto, stocks, FX, macro, ETF flows and the Bitcoin node all use the same labels, so rows line up with no resampling.
Only closed bars. A bar is served once it has closed. A forming bar, day, week, month or quarter is never served.
Closed markets. When a market is shut (a weekend or a holiday), its series carry the venue's last real print. Nothing else is forward-filled: a value a source never published stays empty, and an indicator with a flat input (0 ÷ 0) stays empty too.
Corrections. When a venue or an agency revises a number, the corrected value replaces it and appears in GET /v1/{tier}/changes, so your copy can take the fix.
Indicators. The 293,743 derived series are computed bar by bar from the raw, using only bars at or before T - no look-ahead.
History. The aligned set starts in August 2023. Before it, the deep hourly history goes back to 2017 for crypto and 2002 for FX.
What we don't have. No tick data. No order-book history: depth is captured live and cannot be refilled for minutes that were missed. ETF flows are daily. Bitcoin is the only chain we run a node for.