Research with point-in-time data
Use market data such as OHLCV bars, options quotes and Greeks, SEC filings, insider and congressional trades, earnings, economic releases, FRED series, and Polymarket data.
Scalar Field for AI agentic trading
AI agentic trading uses intelligent agents to move from market research to strategy logic, scheduled execution, and live position management. On Scalar Field, a strategy agent has its own cash allocation, isolated position book, target-based order execution, reconciliation, and NAV tracking.
Use market data such as OHLCV bars, options quotes and Greeks, SEC filings, insider and congressional trades, earnings, economic releases, FRED series, and Polymarket data.
A strategy runs scheduled code, has its own cash allocation, maintains an isolated position book, and tracks NAV separately from other strategies.
Strategies specify the desired position size. Scalar Field computes the buy or sell delta, checks buying power, routes orders, and reconciles fills with the broker or venue.
The core distinction is that a Scalar Field strategy is not just a chat response. It is an automated trading agent connected to a venue, running scheduled code, managing a defined capital allocation, and staying reconciled with the live brokerage state.
Multiple strategies can share the same brokerage account, but each strategy only sees and manages its own cash, holdings, and trade history.
Scalar Field checks pending orders, applies fills, compares aggregate strategy positions with broker holdings, and can freeze a strategy when a real mismatch persists.
Strategy NAV is computed from cash plus live position values, giving each automated agent its own performance history, charts, win rate, and P&L summary.
Scalar Field is built around a venue registry spanning brokerages and exchanges such as Alpaca, Public.com, Robinhood, Webull, E*TRADE, Polymarket, and Jupiter DEX.
Scalar Field connects natural-language research with documented market datasets and trading venues. Use it to screen opportunities, monitor catalysts, build rules, trade through chat, or promote a strategy into an automated agent with its own ledger and lifecycle.
This page summarizes the trading and market-data documentation. These references explain how strategies, venues, reconciliation, and data sources work in detail.
Read how automated strategies use isolated books, target-based execution, and NAV tracking.
See active venues, asset-class groups, and chat trading functions.
Understand pending order tracking, aggregate verification, and freeze/unfreeze behavior.
Browse datasets for equities, options, tokenized assets, prediction markets, filings, and macro data.
AI agentic trading uses autonomous or semi-autonomous agents to monitor markets, analyze data, manage a strategy position book, and execute trading workflows according to user-defined logic.
Scalar Field strategy agents run on a schedule, manage their own cash allocation and isolated positions, execute target position sizes, and track NAV over time for performance reporting.
Scalar Field supports workflows across US equities, options, prediction markets, tokenized assets on Jupiter DEX, macro data, SEC filings, earnings, insider trades, and other market datasets.
Scalar Field automatically reconciles pending orders, strategy ledgers, aggregate positions, and broker holdings. If a mismatch persists beyond the settlement grace period, the affected strategy can be frozen until reviewed.