Capture, validation & research

Market Data & Research

Preserve observations and their context so comparisons have a useful history.

IBKR capture & researchFinviz historical example

Actual capture history · Finviz

What can a consistent data history tell us?

A saved example follows SNDK and MU across 22 preferred daily captures, September 8–October 8, 2026. Select a date to inspect its recorded prices and retrieval times, then review a comparison of matching option contracts.

Two companies. A shared timeline.

Recorded stock prices indexed to each company’s first captured value

Actual historical data
Saved SNDK and MU stock-price histories indexed to a common starting value
Finviz · September 8–October 8, 2026 · A fixed historical sample. Explore the capture history →

Preserve the context

Keep the source, capture date, and retrieval time with each observation.

Make gaps visible

Retain capture attempts and use completed daily runs for consistent comparisons.

Build on the foundation

The options dashboard shows another way to explore saved Finviz observations.

The challenge

Start with a usable foundation.

Detailed market records are difficult to use directly. A useful research process needs observations that are organized, time-aware, and checked before they are compared.

The work

What SOLLUS built.

The IBKR project includes market data capture, raw and enriched datasets, tick and time bars, capture validation, and market-state research. It provides a structured path from individual observations to historical analysis and repeatable research reports.

Capture and preserve

Retain trade and quote observations alongside their timing and source context.

Prepare research datasets

Organize observations into enriched records and bars at defined intervals.

Validate and investigate

Check captured data and produce research artifacts for examining market conditions.

Inside the workflow

From observations to something you can review.

A view of the process

Workflow illustration · Describes the project approach.

01

Trade & quote records

Detailed observations

02

Validation & enrichment

Structured datasets

03

Tick & time bars

Comparable intervals

04

Research reports

Reviewable findings

How does activity differ across parts of a session?

Which observations are missing from the captured history?

Which conditions deserve closer investigation?

Keep exploring

Your data, your questions

Bring a problem you want to understand.

Talk with SOLLUS about building a clearer view of your data or simplifying the work that prepares it.

Tom DabbsPresident | SOLLUStom.dabbs@sollus.us757-255-8547