{
  "status": "wholly original hypothetical teaching data",
  "provenance": "Literal numerical scenarios chosen to demonstrate the named lesson. No market file, vendor series, old image or historical-price input is read by this generator. Session/observation labels are ordinal, not actual dates.",
  "inputs": {
    "instrument": "MICA, fictional cash stock",
    "rows": [
      {
        "interval": 1,
        "trades": [
          {
            "price": "24",
            "shares": 100
          },
          {
            "price": "24.4",
            "shares": 200
          },
          {
            "price": "24.2",
            "shares": 100
          }
        ],
        "open": "24",
        "high": "24.4",
        "low": "24",
        "close": "24.2",
        "volume": 400,
        "exact_cumulative_vwap": "24.25",
        "hlc3_cumulative_proxy": "24.2"
      },
      {
        "interval": 2,
        "trades": [
          {
            "price": "24.2",
            "shares": 100
          },
          {
            "price": "24.8",
            "shares": 300
          },
          {
            "price": "24.6",
            "shares": 100
          }
        ],
        "open": "24.2",
        "high": "24.8",
        "low": "24.2",
        "close": "24.6",
        "volume": 500,
        "exact_cumulative_vwap": "24.46666666666666666666666667",
        "hlc3_cumulative_proxy": "24.38518518518518518518518518"
      },
      {
        "interval": 3,
        "trades": [
          {
            "price": "24.6",
            "shares": 200
          },
          {
            "price": "24.3",
            "shares": 100
          },
          {
            "price": "24.5",
            "shares": 200
          }
        ],
        "open": "24.6",
        "high": "24.6",
        "low": "24.3",
        "close": "24.5",
        "volume": 500,
        "exact_cumulative_vwap": "24.47857142857142857142857143",
        "hlc3_cumulative_proxy": "24.41428571428571428571428571"
      },
      {
        "interval": 4,
        "trades": [
          {
            "price": "24.5",
            "shares": 100
          },
          {
            "price": "24.9",
            "shares": 100
          },
          {
            "price": "24.7",
            "shares": 200
          }
        ],
        "open": "24.5",
        "high": "24.9",
        "low": "24.5",
        "close": "24.7",
        "volume": 400,
        "exact_cumulative_vwap": "24.52777777777777777777777778",
        "hlc3_cumulative_proxy": "24.47777777777777777777777778"
      }
    ],
    "own_fills": [
      {
        "interval": 2,
        "price": "24.8",
        "shares": 100
      },
      {
        "interval": 4,
        "price": "24.7",
        "shares": 100
      }
    ],
    "total_fees": "2"
  },
  "calculations": {
    "total_shares": 1800,
    "transaction_notional": "44150.0",
    "exact_vwap": "24.52777777777777777777777778",
    "proxy_vwap": "24.47777777777777777777777778",
    "difference": "0.05000000000000000000000",
    "own_average_fill": "24.75",
    "all_in_average": "24.76",
    "buy_shortfall_before_fees": "44.444444444444444444444444",
    "buy_shortfall_after_fees": "46.444444444444444444444444"
  }
}