docs/Fast_D1_Documentation.md

Fast D1 Documentation

Fast D1 is the standard daily settlement data field mapping on the BRAIN platform.

• Daily close price is represented by close
• Open price by open
• High price by high
• Low price by low
• Volume by volume
• Returns are daily log-returns or percentage returns, e.g., returns.
• D1 denotes a delay of 1 day (default for most regions like USA, GLB, EUR, ASI). Delay 0 means immediate execution on current day pricing (available in USA, EUR, CHN, AMR under specific universes).
• Typical operators include ts_mean(close, 20) and ts_std_dev(close, 20).