QQQ

No cross-module annotation: the chain and earnings modules had nothing to lend

Price from core.prices_asof() - split- and price-factor-adjusted to the as-of date, dividends left in. Volume as collected. The flip overlay is this name's own gamma_flip_level on each session whose gamma_flip_state found one, bounded at what was knowable on the as-of date.

No cross-module annotation: no 30-day IV and no next report to set it against

Constant-maturity IV, the variance risk premium and skew from the vendor's interpolated surface; net GEX and the 0DTE share from the chain book. No export: the chain is the vendor's personal-use tier (ADR-0020).

No cross-module annotation: no drawdown reading to set the fee beside

core.borrow_rates, the accrued snapshot series. The percentile is the house midrank - (below + half the ties) / n - over one reading per ET day, computed in SQL and NULL below its floor. Fee rates sit on a general-collateral floor, so ties are the common case and the midrank is what keeps a floor reading from reading as the minimum.

No cross-module annotation: no complete headline day to set beside a session

core.news_headlines, matched on the feed's own ticker array. A ticker in this feed is a bare symbol, not an identifier: a foreign listing sharing the symbol is tagged the same way, and nothing here can tell the two apart, so headlines are shown exactly as the feed tagged them.

No cross-module annotation: no composition on or before this date

core.etf_holdings at each fund's newest vendor vintage on or before the as-of date - not this name's newest row, so a fund that dropped it in a later composition drops out here too. Weights are percent; a sum slightly over 100 is cash and rounding.