Price + day change, 7-day sparkline, and the 52-week range — computed per call from a keyless public feed. The range is not trusted from one field: it is re-derived from 251 raw daily bars and cross-checked against the feed's own meta.
range=1d/7d/1d meta, 7d daily closes, 1y daily bars). Day change is computed as price − previous close (exact Decimal math) and cross-checked against the feed's regularMarketChangePercent; the feed's fulldayChange field is not used — it disagrees with price − prev close in the live capture (NVDA fchg −1.29 vs computed +2.96; MSFT +0.22 vs +4.47, measured 2026-10-20). The 52-week bounds shown are the feed's meta values; the guard re-derives max(high)/min(low) from the 251 raw 1y bars and requires agreement within 0.25% and the price inside the range. Sparkline freshness: newest bar within 3 days (weekend gap) and within 0.05% of the quoted price. Replay is byte-deterministic off the pinned fixtures; check_quote.py --self-test re-derives every value from the raw transcripts (21/21 bars incl. 4 poisoned cases).