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Data Freshness Reference

NataPulse combines evidence that updates on different schedules. There is no single freshness guarantee for every page or data type.

Occurred at is when an underlying event happened.

Published at is when the original source made an item available.

Source timestamp is the time associated with a market observation or source record.

Last update is the most recent refresh of the product record or signal.

Generated at is when a report, analysis, or quantitative output was created.

These timestamps answer different questions. A newly generated report can rely on older source evidence; an older filing can still be useful historical context.

Market Desk uses canonical price history and can show EOD candles, along with a delayed intraday snapshot when available. The intraday view displays its timestamp and delay. Daily history, delayed snapshots, and market-specific calendars should not be interpreted as a promise of real-time pricing.

Cadence differs across equities, crypto, Valute, and commodities. Market closures, holidays, publication schedules, and available coverage can all affect the most recent observation. Corporate actions have effective and announcement dates; fundamentals and short interest evidence can update on a separate schedule from price data.

The interface can label a record or snapshot stale when it no longer meets the expected cadence for that view. The threshold is context-dependent and can change with the market, timeframe, and available data. A stale label tells you to inspect the timestamp and source context; it does not claim that every data type has the same deadline.

An old item is not necessarily stale. A historical filing, corporate action, or prior report may remain valid context even when it is not current market information.

Technical calculations such as moving averages, Bollinger Bands, and RSI reflect the available canonical history. If the series is short or incomplete, the calculation may be unavailable or less useful.

Quality gating is upstream in Quant Signals and Market Desk; these surfaces do not display per-signal quality labels. Read a quantitative signal with its generation time, active or expired state, and source time where shown. A promoted quantitative event in Event Explorer may expose quality status when available.

Reports and research reflect the evidence available when they were generated. They do not automatically incorporate later events, price changes, corporate actions, fundamentals, or short-interest updates.

  1. Read the source timestamp and any delayed or stale label.
  2. Consider the market’s schedule and the data type’s normal cadence.
  3. Check whether the page reports missing, incomplete, or unavailable data.
  4. For a material decision, verify the value with an appropriate primary or market-data source.
  5. Refresh the investigation or create new research if material evidence has arrived since the prior output.

An empty result can mean there is no eligible published event, a market is closed, coverage is incomplete, a source is delayed, a field is unavailable, or access is limited. It does not by itself mean that nothing happened.