{
  "report_id": "HDN-CBOE-SAMPLE-20261022",
  "version": "1.3",
  "language": "en",
  "status": "published",
  "author": "HistoricalData.net",
  "independent_audit": false,
  "claims": [
    {
      "id": "C1",
      "statement": "All 32,672 contracts in the 2023-08-25 Cboe EOD demonstration sample matched the tested HDN file.",
      "numerator": 32672,
      "denominator": 32672,
      "unit": "sample contracts",
      "evidence": [
        "results.json#/eod_results"
      ],
      "sources": [
        "S1",
        "H20230825"
      ],
      "limit": "This is reference-sample coverage, not full-market completeness."
    },
    {
      "id": "C2",
      "statement": "All comparable open-interest values in that EOD sample agreed exactly.",
      "numerator": 32672,
      "denominator": 32672,
      "unit": "matched contract open-interest values",
      "evidence": [
        "results.json#/eod_results"
      ],
      "sources": [
        "S1",
        "H20230825"
      ],
      "limit": "One trading date; agreement does not validate prices or establish independent upstream origins."
    },
    {
      "id": "C3",
      "statement": "31,017 of 32,672 EOD volume values agreed exactly (94.93%).",
      "numerator": 31017,
      "denominator": 32672,
      "unit": "matched contract daily volume values",
      "evidence": [
        "results.json#/eod_results"
      ],
      "sources": [
        "S1",
        "H20230825"
      ],
      "limit": "1,655 volume disagreements remain; their causes were not established."
    },
    {
      "id": "C4",
      "statement": "TSLA had exact agreement on 3,857 positive bid pairs and 4,238 positive ask pairs.",
      "evidence": [
        "results.json#/eod_results"
      ],
      "sources": [
        "S1",
        "H20230825"
      ],
      "limit": "381 TSLA bids were unavailable on both sides and excluded; HDN quote timestamps are absent."
    },
    {
      "id": "C5",
      "statement": "The 2023-09-21 AAPL 16:00 Eastern sample had exact agreement on 358 positive bid pairs and 499 positive ask pairs.",
      "evidence": [
        "results.json#/interval_results"
      ],
      "sources": [
        "S2",
        "H20230921"
      ],
      "limit": "141 bids were unavailable on both sides. This is numerical agreement with one reference snapshot, not proof of HDN quote capture time."
    },
    {
      "id": "C6",
      "statement": "Quote agreement differed substantially by underlying, including unresolved differences for SPY, SPX and VIX.",
      "evidence": [
        "results.json#/eod_results",
        "results.json#/interval_results"
      ],
      "sources": [
        "S1",
        "S2",
        "H20230825",
        "H20230921"
      ],
      "limit": "Neither file is assumed to be ground truth; timing has not been established as the cause."
    }
  ],
  "limitations": [
    "Prepared by HistoricalData.net, the supplier being evaluated. This is a self-assessment against third-party samples, not an independent audit or Cboe certification.",
    "Only two historical trading dates and the available sample instruments were studied. Convenience samples are not representative of the whole archive.",
    "HDN per-contract quote_time is absent for the tested dates. Positive-price agreement is not synchronized market accuracy.",
    "Zero or missing prices are unavailable for this comparison, not automatic errors. Zero volume and zero open interest remain valid.",
    "Intraday snapshots can repeat contracts. Do not add 24,999 snapshots to the EOD count as unique contracts.",
    "IV, Greeks, underlying prices and quote sizes were not validated. OHLC differences were measured, not explained.",
    "No causal explanation for disagreements was established. Shared upstream dependencies were not independently audited.",
    "The reproducibility package includes aggregate results and code only. Re-running raw-data comparisons requires the exact reference ZIPs and HDN inputs identified by SHA-256."
  ],
  "not_supported": [
    "archive-wide accuracy percentage",
    "Cboe endorsement",
    "all historical quotes agree with Cboe",
    "all disagreements caused by timing",
    "validated Greeks or strategy returns"
  ],
  "datePublished": "2026-10-22",
  "dateModified": "2026-10-22T03:48:25Z",
  "key_findings": {
    "summary": "For the August 25, 2023 Cboe EOD sample, HistoricalData.net matched all 32,672 reference contracts. Open-interest values agreed exactly for 100% of matched contracts, and daily trading volume agreed exactly for 94.93% (31,017 of 32,672 contracts). These are sample-specific agreement rates, not an archive-wide accuracy estimate. Quote comparisons are reported separately because capture-time alignment has not been established.",
    "sample_date": "2023-08-25",
    "reference": "Cboe EOD sample",
    "scope": "Sample-specific agreement rates, not an archive-wide accuracy estimate.",
    "quote_comparisons": "Reported separately; capture-time alignment has not been established.",
    "statistics": [
      {
        "label": "Reference contracts matched",
        "numerator": 32672,
        "denominator": 32672,
        "agreement_percent": 100.0,
        "sample_date": "2023-08-25",
        "scope": "Cboe EOD reference sample only",
        "claim_id": "C1",
        "sources": [
          "S1",
          "H20230825"
        ],
        "evidence": [
          "results.json#/eod_results"
        ]
      },
      {
        "label": "Open-interest values matching exactly",
        "numerator": 32672,
        "denominator": 32672,
        "agreement_percent": 100.0,
        "sample_date": "2023-08-25",
        "scope": "Cboe EOD reference sample only",
        "claim_id": "C2",
        "sources": [
          "S1",
          "H20230825"
        ],
        "evidence": [
          "results.json#/eod_results"
        ]
      },
      {
        "label": "Daily volume values matching exactly",
        "numerator": 31017,
        "denominator": 32672,
        "agreement_percent": 94.93,
        "sample_date": "2023-08-25",
        "scope": "Cboe EOD reference sample only",
        "claim_id": "C3",
        "sources": [
          "S1",
          "H20230825"
        ],
        "evidence": [
          "results.json#/eod_results"
        ]
      }
    ]
  }
}