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A book from before 0.29 quotes its history in the old mid of buy and sell (diamond 250); the one price is 200. Scaled once at load (the book now records its bases), so charts, 1 h/24 h moves, the news and the futures' TWAP see no cliff; open futures positions get the same ratio on their entry, so none gains or loses by it. Each minute's band opens at the loaded price rather than at the base. Co-Authored-By: Claude Opus 5.5 <[email protected]>