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momentum-system/docs/research/data_sources_inventory.md
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momentum devandClaude Fable 5 012bcd7b3b plans(017)+data: Databento L2 key verified live — Phase 0 is now a ~$0 same-day experiment
Cost-checked (no data spent): DATABENTO_API_KEY reaches XNAS.ITCH TotalView
10-level depth; every real gapper (EHGO/ATPC/MUD/LASE/AEON) covered at
$0.0001-0.0066/fire, full 20-fire sniff <$1 inside free credits. Catalogs
all 13 provisioned-but-unwired keys with a wire-on-demand triage (Databento
= game-changer; 4 news APIs = skip; rest redundant).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-18 09:06:33 -05:00

2.3 KiB

Data-source key inventory (2026-07-18)

All keys below are in .env (gitignored). Most were provisioned but never wired into code — the system uses only Alpaca (bars/quotes), FMP (float), EDGAR/SEC full-text (filings), and RSS+Ollama (news). This catalogs what's available so a future need pulls the right one instead of assuming absence.

Triage — what's worth wiring, and what's redundant. Do NOT wire all of these; more sources = more complexity, not more edge (news was already only weakly useful). Wire a source only when a specific hypothesis needs it.

Key What it is Verdict
DATABENTO_API_KEY Nasdaq TotalView L2 depth (MBP-10), pay-as-you-go + free credits GAME-CHANGER — unblocks plan 017 Phase 0 at ~$0. Verified live 2026-07-18: covers the real gapper universe, fractions of a cent per fire.
POLYGON_API_KEY aggregated bars/quotes, some depth Nice-to-have: cross-check / fallback for Alpaca bars; not urgent
SEC_API_KEY sec-api.io — STRUCTURED filings (vs raw EDGAR full-text the dilution feed uses now) Minor upgrade to research/ingestion/sec_dilution.py if that feed ever needs form-subtype precision; the raw feed already works
Financial_Modeling_Prep_Api_Key FMP — float/fundamentals Already wired (float_cache)
FINNHUB_API_KEY news + fundamentals + some float Redundant with FMP/news pipe
Alpha_Vantage_Api_Key, Twelve_Data_Api_Key, Marketstack_Api_Key, EOD_Historical_Data_Api_Key bars/fundamentals/float, free tiers Redundant — float refuted as a gate; bars come from Alpaca SIP
NewsAPI_Api_Key, NewsData.io_Api_Key, Marketaux_Api_Key, MediaStack_Api_Key news feeds, free tiers SKIP for now — 4 news APIs is complexity, not edge; RSS+Ollama already covers catalyst. Revisit only if a news-LATENCY hypothesis is registered

Bottom line: one key (Databento) materially advances the project's founding question (can premarket data give autonomous selection confidence — via the order book). The rest are redundancy or unproven-need. Discipline over accumulation: wire on demand, not on availability.

Security: these keys were pasted into a chat session 2026-07-18 — rotate Databento + Polygon (billing feeds) when convenient. .env is gitignored; never commit this file's real values (it holds none — names only).