Forex parameterless orthogonal-feature discovery · audited 2026-06-13 (read-only) · SSoT: substrate_blocked_register.json
fxview_cache.forex_bars does not persist. They stay BLOCKED pending the operator decision (re-route as a producer-side sidecar feature + forex_bars rebuild — or drop). Resurrection: a persisted intra-bar substrate lands in forex_bars.| Card | Slug | Block class | Cohort | Missing ingredient | Computable | Status |
|---|---|---|---|---|---|---|
| #9 | quartile_coeff_dispersion_intervals | QUOTE-TIMING | Batch 8 | The ordered/distributional within-bar inter-quote interval sequence {tau_i}; cannot reconstruct quartiles from n + Sum-tau + max-gap + order-invariant intra_burstiness | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #13 | fractal_nld | INTRABAR-PATH-OR-OCCUPATION | Batch 5-6 (approved slate) | the ordered intra-bar mid-price tick path / OHLC trajectory; only per-bar OHLC aggregates are persisted, not the within-bar tick sequence | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #16 | intrabar-range-traversal-efficiency | INTRABAR-PATH-OR-OCCUPATION | Batch 9 | intra-bar price PATH / OHLC trajectory (only per-bar OHLC aggregates persisted; tick-to-tick mid sequence within a bar is discarded) | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #31 | trading-polarity | INTRABAR-PATH-OR-OCCUPATION | Batch 9 | ordered intra-bar per-tick price sequence (tick-rule sign requires the within-bar price path; only per-bar OHLC + quote_count persisted) | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #37 | cumulative_residual_entropy | INTRABAR-PATH-OR-OCCUPATION | Batch 7 | ✗ crypto ✗ | BLOCKED decision: PENDING | |
| #41 | interval_entropy_dispersion_coeff | QUOTE-TIMING | Batch 5-6 (approved slate) | the ordered/full-distribution {tau_i} inter-arrival sequence within a bar; shelf keeps only n, Sum-tau (duration_us), max-gap, and order-invariant intra_burstiness — a distribution/entropy cannot be rebuilt from those | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #43 | bid_ask_close_location_divergence | BIDPATH-ASKPATH | Batch 7 | separate intra-bar bid-path and ask-path high/low extremes — the shelf persists only mid OHLC + bid_close + ask_close scalars, NOT bid_high/bid_low/ask_high/ask_low, which require the discarded intra-bar bid-path / ask-path tick sequences | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #46 | intrabar_extreme_order_sign | INTRABAR-PATH-OR-OCCUPATION | Swap-outs (de-prioritized intrabar) | Intra-bar price-path timing: the timestamps at which the high and low occurred within the bar. The shelf keeps only OHLC level aggregates, never the trajectory/occupation order, so t_high vs t_low cannot be recovered. | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #47 | local_variation_lv | QUOTE-TIMING | Batch 1-2 (shipped cohort, deferred 2026-06-07) | per-quote inter-arrival intervals {tau_i} (order-sensitive consecutive-pair functional); irrecoverable from {n, sum-tau, intra_burstiness} | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #48 | cv2_consecutive_intervals | QUOTE-TIMING | Batch 5-6 (approved slate) | the ordered/consecutive {tau_i} inter-arrival sequence within a bar (order-sensitive functional, sibling of anchor card 47 local_variation_lv); not reconstructible from n + Sum-tau + max-gap + intra_burstiness | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #49 | gini_interquote_interval | QUOTE-DURATIONS | Batch 7 | the full {tau_i} inter-quote interval distribution within a bar — the shelf kept only n, Sum-tau (duration_us), max-gap, and the order-invariant CV (intra_burstiness); the Gini's pairwise |tau_i - tau_j| sum cannot be reconstructed from those aggregates (same class as card 120 pietra_hoover / card 112 theil over durations) | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #61 | bid_ask_intrabar_chatterjee_xi | BIDPATH-ASKPATH | Batch 7 | the separate intra-bar bid-path and ask-path tick sequences (>~10 ticks/bar) — discarded when the bar closed; shelf keeps only bid_close/ask_close scalars | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #62 | bid_ask_intrabar_distance_correlation | BIDPATH-ASKPATH | Swap-outs (de-prioritized intrabar) | The ordered per-tick bid-path and ask-path sequences within a bar. The shelf stores only bid_close/ask_close scalars and spread moments — no intra-bar bid/ask tick streams to correlate. | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #64 | bergsma_dassios_taustar_bidpath_askpath | BIDPATH-ASKPATH | Batch 7 | the paired intra-bar bid-path and ask-path increment sequences within a bar — discarded; cannot be rebuilt from bid_close/ask_close scalars | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #65 | blomqvist_beta_bidpath_askpath | BIDPATH-ASKPATH | Batch 8 | The separate intra-bar bid-PATH and ask-PATH per-tick increment sequences; forex_bars keeps only bid_close/ask_close and spread moments, no intra-bar bid/ask tick streams | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #68 | categorical_rqa_laminarity_tickrule_direction | INTRABAR-PATH-OR-OCCUPATION | Batch 8 | The ordered within-bar tick-by-tick mid-move / direction sequence (intra-bar price path); only per-bar OHLC aggregates persisted | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #69 | categorical-rqa-trapping-time-quote-direction | SPREAD-PATH | Batch 9 | ordered per-tick quote (bid/ask) sequence within a bar (only spread moments + bid_close/ask_close persisted, not the within-bar quote-revision path) | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #76 | midpath_zero_crossing_rate_meanremoved | INTRABAR-PATH-OR-OCCUPATION | Batch 5-6 (approved slate) | the ordered intra-bar mid-price tick path within a bar; only per-bar OHLC aggregates are persisted, not the within-bar tick sequence needed to count level zero-crossings | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #77 | schweizer_wolff_sigma_bidpath_askpath | BIDPATH-ASKPATH | Batch 8 | The paired intra-bar bid-PATH / ask-PATH per-tick rank sequences; forex_bars persists only bid_close/ask_close + spread moments | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #81 | energy_distance_bidpath_askpath_distribution | BIDPATH-ASKPATH | Batch 10 | the separate intra-bar bid-PATH and ask-PATH tick increment distributions within a bar (only spread MOMENTS + OHLC + bid_close/ask_close persisted) | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #88 | tickrule_run_length_entropy | INTRABAR-PATH-OR-OCCUPATION | Batch 5-6 (approved slate) | the ordered intra-bar per-tick price sequence within a bar; tick-rule signs and their run lengths cannot be reconstructed from per-bar OHLC + close aggregates | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #89 | holden_effective_tick_clustering | INTRABAR-PATH-OR-OCCUPATION | Batch 10 | the intra-bar per-tick price occupation across the discrete tick grid (only OHLC + spread moments + quote_count persisted, not the price-grid occupancy histogram) | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #90 | intrabar_path_straightness_index | INTRABAR-PATH-OR-OCCUPATION | Batch 7 | the intra-bar price PATH / tick-by-tick trajectory (total arc length L over consecutive mids) — discarded when the bar closed; the OHLC-4-point fallback degenerates to a different feature, the genuine signal is the full path traversal | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #91 | intrabar_path_total_absolute_turning | INTRABAR-PATH-OR-OCCUPATION | Batch 8 | The intra-bar (time,price) tick polyline (price path); only per-bar OHLC + duration aggregates persisted | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #92 | intrabar_gyration_tensor_asphericity | INTRABAR-PATH-OR-OCCUPATION | Swap-outs (de-prioritized intrabar) | The full intra-bar price path / point cloud (per-tick mid + timestamp). The shelf keeps only per-bar OHLC + moments, so the {(t_i,p_i)} cloud needed for the gyration tensor cannot be reconstructed. | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #93 | intrabar-convex-hull-area-to-pathlength-ratio | INTRABAR-PATH-OR-OCCUPATION | Batch 9 | intra-bar price PATH / point-cloud trajectory (only per-bar OHLC aggregates persisted; the within-bar (time,price) tick cloud is discarded) | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #94 | intrabar_normalized_levy_area | INTRABAR-PATH-OR-OCCUPATION | Batch 10 | the intra-bar PRICE PATH / OHLC trajectory (level-2 path signature / Levy area is a functional of the ordered within-bar tick sequence, discarded at bar close) | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #95 | intrabar_h0_total_persistence | INTRABAR-PATH-OR-OCCUPATION | Batch 10 | the intra-bar PRICE PATH and its persistent-homology barcode (the ordered within-bar mid sequence is discarded; only OHLC + aggregates persist) | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #101 | bickel_halfsample_mode_skewness | INTRABAR-PATH-OR-OCCUPATION | Batch 10 | the dense within-bar distribution of intra-bar mid log-returns (only per-bar OHLC + aggregate moments persist; the half-sample mode needs the full intra-bar return sample, explicitly 'thin bars degrade to noise') | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #103 | right_medcouple_upper_tailweight | INTRABAR-PATH-OR-OCCUPATION | Batch 10 | ambiguous: card states 'Over bar/intrabar mid log-returns' — if the 200-bar per-bar logret series, BAR-LEVEL-OK (computable); if the dense within-bar tick distribution, BLOCKED. The family (L-moments, same as card 6 medcouple_skewness) operates on the bar-window distribution, which is computable. | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #104 | l_correlation_serfling_xiao_bidpath_askpath | BIDPATH-ASKPATH | Batch 10 | the separate intra-bar bid-PATH and ask-PATH tick sequences (concomitant L-correlation needs both ordered within-bar series; only bid_close/ask_close + spread moments persist) | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #105 | l_comoment_directional_asymmetry_bidpath_askpath | BIDPATH-ASKPATH | Batch 10 | the separate intra-bar bid-PATH and ask-PATH tick sequences (asymmetric L-comoment requires both ordered within-bar series) | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #106 | symmetric_gini_covariance_jointrank_bidpath_askpath | BIDPATH-ASKPATH | Batch 10 | the separate intra-bar bid-PATH and ask-PATH tick sequences (joint spatial-rank covariance is a U-statistic over within-bar bid/ask tick pairs) | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #109 | intrabar_h0_persistent_entropy | INTRABAR-PATH-OR-OCCUPATION | Batch 10 | the intra-bar PRICE PATH and its H0 persistence barcode (the ordered within-bar mid-vs-time function is discarded at bar close; only OHLC + aggregates persist) | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #111 | spread_sign_reversal_rate | SPREAD-PATH | Batch 1-2 (shipped cohort, deferred 2026-06-07) | ordered per-tick spread sequence s_t = ask_t - bid_t; only per-bar spread moments stored | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #112 | theil_t_index_interquote_durations | QUOTE-DURATIONS | Batch 5-6 (approved slate) | the full {d_i} per-quote duration distribution within a bar (an L1/Theil/Gini-class functional, sibling of anchor card 120 pietra_hoover_durations); not reconstructible from n + Sum-d + max-gap + intra_burstiness | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #114 | intrabar_positive_occupation_fraction_above_open_us_weighted | INTRABAR-PATH-OR-OCCUPATION | Batch 7 | the intra-bar price path with per-tick microsecond dwell times (occupation-time functional) — discarded when the bar closed; cannot be derived from per-bar aggregates | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #115 | intrabar_time_weighted_occupation_above_twap | INTRABAR-PATH-OR-OCCUPATION | Batch 8 | The intra-bar microsecond-timestamped mid-price path needed for the occupation-time integral; only per-bar OHLC + duration_us aggregates persisted | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #116 | intrabar_normalized_time_of_maximum | INTRABAR-PATH-OR-OCCUPATION | Swap-outs (de-prioritized intrabar) | The intra-bar timestamp at which the bar's maximum occurred (time-of-extremum). The shelf records the high value but not WHEN within the bar it printed; the occupation-time/argmax trajectory is discarded at bar close. | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #117 | intrabar-signed-normalized-time-lead-of-high-over-low | INTRABAR-PATH-OR-OCCUPATION | Batch 9 | intra-bar time-of-extremum / occupation-time information (only per-bar OHLC levels persisted; the timestamp of the high/low within the bar is discarded) | ✗ crypto ✗ | BLOCKED decision: PENDING |
| #120 | pietra_hoover_durations | QUOTE-DURATIONS | Batch 1-2 (shipped cohort, deferred 2026-06-07) | per-quote inter-quote durations {d_i}; Pietra L1 deviation cannot be reconstructed from {n, sum-d, max-d} | ✗ crypto ✗ | BLOCKED decision: PENDING |