Sources and executors

Two kinds of provider, and the difference matters:

• A source serves bars (and sometimes dividends, quotes, option chains). Bars are fetched to files in the project's library and pinned by content hash; a study never reads a vendor live, so a stored finding can be checked against exactly the data it saw.
• An executor takes orders. alpaca-paper is Alpaca's paper endpoint — a real API with simulated money, which is what makes its slippage a measurement rather than an assumption. alpaca-live and robinhood-<last four> are real money and say so by name.

Venues

An instrument is named SYMBOL.VENUE, and the venue names where the bars came from, not where an order goes. Two vendors' copies of the same ticker are two datasets with two hashes, filed apart on purpose.

Venue	Source	Basis
AIEX	Alpaca, IEX feed (free)	split-adjusted
ASIP	Alpaca, SIP feed (paid)	split-adjusted
AIEXTR, ASIPTR	the same feeds, total-return	distributions reinvested at the ex-date
RH	Robinhood	split-adjusted
YF	Yahoo Finance	split-adjusted
YFTR	Yahoo Finance, total-return	distributions reinvested
SIM	shipped simulated series	—
AOPT	option contracts, by OCC symbol	—

Split-adjusted prices leave dividends out, which always favours a strategy that holds; Arvo measures that gap beside the result rather than folding it in. A study on a total-return venue records that basis.

Streaming

A session on an intraday rule asks its source for a live feed. Alpaca streams one-minute bars over a websocket, aggregated to the rule's interval (five minutes, say) and delivered a moment after each bar closes; every other source is polled once a minute. A feed that goes dark freezes the session and lifts the freeze itself when the feed returns.

A provider written against the extension protocol cannot stream yet: the Source service has no streaming call, so a session on a plugin's venue polls. The call is designed and waits for a provider that needs it; a finer live feed than Alpaca's, such as one-second bars, is the case for it. When it lands, the engine builds the rule's interval from whatever the provider sends, and orders still go to whichever executor the session was started on, so a rule researched on one vendor's bars can trade on another vendor's account.

Intervals

1day everywhere; 5minute (and other minute steps) where the source serves it. Intraday bars are kept to the regular session — pre-market and after-hours prints are dropped, whatever the vendor sends — so an opening range means the opening range.