review changes 2

Author: dev-dist

reports/llms-report.json

@@ -1,5 +1,5 @@
 {
-  "startedAt": "2025-11-21T18:49:15.196Z",
+  "startedAt": "2025-11-21T19:00:24.622Z",
   "siteBase": "https://docs.chain.link",
   "sections": [
     {
@@ -46,9 +46,9 @@
       "section": "data-streams",
       "pagesProcessed": 53,
       "outputPath": "src/content/data-streams/llms-full.txt",
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-      "prevBytes": 474490,
-      "deltaBytes": 58
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+      "prevBytes": 474548,
+      "deltaBytes": 112
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     {
       "section": "dta-technical-standard",
@@ -123,5 +123,5 @@
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     }
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-  "finishedAt": "2025-11-21T18:49:18.986Z"
+  "finishedAt": "2025-11-21T19:00:28.484Z"
 }

src/content/data-streams/llms-full.txt

@@ -5076,7 +5076,7 @@ For more details on the methodology and risk considerations, see [DEX State Pric
 
 ## Exchange Rate
 
-[Exchange Rate streams](/data-streams/exchange-rate-streams) use [Redemption Rates (v7)](/data-streams/reference/report-schema-v7) to provide tamper-proof access to the exchange rate of tokenized assets. Exchange rates typically read directly from onchain smart contracts and generally have a single calculating agent: the issuing protocol. This schema reports one main value: the exchange rate (`exchangeRate`).
+[Chainlink Exchange Rate streams](/data-streams/exchange-rate-streams) use the [Redemption Rates (v7)](/data-streams/reference/report-schema-v7) report schema to provide tamper-proof access to the redemption rates of staked assets. Exchange rates typically read directly from onchain smart contracts and generally have a single calculating agent: the issuing protocol. This schema reports one main value: the exchange rate (`exchangeRate`).
 
 While the Data Streams architecture is designed to deliver updates at least once per second, the exchange rate itself is often updated only once per day by the data source, in line with standard market practices. Data Streams ensures that any Exchange Rate update, whenever it occurs, is captured and made available immediately and at low latency, allowing seamless integration into onchain applications alongside other real-time data streams.
 
@@ -5089,27 +5089,27 @@ While the Data Streams architecture is designed to deliver updates at least once
 
 ### RWA Standard (v8)
 
-[RWA Standard (v8)](/data-streams/reference/report-schema-v8) provides real-world asset pricing with essential fields: consensus median price (`midPrice`), market status (`marketStatus`), and staleness measure (`lastUpdateTimestamp`).
+The [RWA Standard (v8)](/data-streams/reference/report-schema-v8) report schema provides real-world asset pricing with essential fields: consensus median price (`midPrice`), market status (`marketStatus`), and staleness measure (`lastUpdateTimestamp`).
 
 RWA assets trade on traditional exchanges during [market hours](/data-streams/market-hours). These market hours vary by asset class and can be subject to unexpected halts, pauses and other behaviors affecting traditional markets. For this reason, this schema includes a market hours flag and a staleness measure to equip users to handle these events correctly. It is critical that users implement correct safeguards on their end to pause markets, add more conservative risk caps, or do whatever else is appropriate for their application.
 
 ### RWA Advanced (v11)
 
-[RWA Advanced (v11)](/data-streams/reference/report-schema-v11) offers enhanced market data capabilities with additional fields: liquidity-weighted mid (`mid`), consensus bid and ask prices (`bid`, `ask`), resting book depth (`bidVolume`, `askVolume`), most recent execution (`lastTradedPrice`), nanosecond precision freshness (`lastSeenTimestampNs`), and expanded market status (`marketStatus`) that distinguishes between pre-market, regular hours, post-market, overnight, and weekend periods.
+The [RWA Advanced (v11)](/data-streams/reference/report-schema-v11) report schema offers enhanced market data capabilities with additional fields: liquidity-weighted mid (`mid`), consensus bid and ask prices (`bid`, `ask`), resting book depth (`bidVolume`, `askVolume`), most recent execution (`lastTradedPrice`), nanosecond precision freshness (`lastSeenTimestampNs`), and expanded market status (`marketStatus`) that distinguishes between pre-market, regular hours, post-market, overnight, and weekend periods.
 
 These advanced fields enable protocols to implement more sophisticated risk management and settlement logic. Where applicable, streams using this schema can provide coverage across extended trading sessions including pre-market, post-market, and overnight hours — though extended hours availability varies by stream. See individual [RWA stream details](/data-streams/rwa-streams?schema=v11) for specific coverage and the [RWA Advanced (v11) reference](/data-streams/reference/report-schema-v11) for complete field specifications.
 
 ## Net Asset Value (NAV)
 
-[Chainlink NAV streams](/data-streams/nav-streams) use [NAV (v9)](/data-streams/reference/report-schema-v9) to provide real-time, tamper-proof access to the Net Asset Value (`navPerShare`) of tokenized assets, funds, or portfolios. Each report includes NAV per share (`navPerShare`), NAV date (`navDate`), assets under management (`aum`), and ripcord status (`ripcord`). The ripcord is set to true (`1`) by the asset issuer when the consumer should ignore the value being sent (for cases such as maintenance, upstream data source outages, etc). The feed data will remain stale until the ripcord returns false (`0`).
+[Chainlink NAV streams](/data-streams/nav-streams) use the [NAV (v9)](/data-streams/reference/report-schema-v9) report schema to provide real-time, tamper-proof access to the Net Asset Value (`navPerShare`) of tokenized assets, funds, or portfolios. Each report includes NAV per share (`navPerShare`), NAV date (`navDate`), assets under management (`aum`), and ripcord status (`ripcord`). The ripcord is set to true (`1`) by the asset issuer when the consumer should ignore the value being sent (for cases such as maintenance, upstream data source outages, etc). The feed data will remain stale until the ripcord returns false (`0`).
 
 NAV is a fundamental financial metric that represents the value of an investment vehicle such as a mutual fund or ETF and is calculated as the total assets minus the total liabilities.
 
 Data Streams ensures that any NAV update, whenever it occurs, is captured and made available immediately and at low latency, allowing for seamless integration with onchain applications alongside other real-time data streams. Although the NAV value may not change frequently, Data Streams provides the most recent NAV as soon as it is published by the source.
 
 ## Tokenized Asset
 
-[Backed xStock streams](/data-streams/backed-streams) use [Tokenized Asset (v10)](/data-streams/reference/report-schema-v10) to provide financial market data for tokenized equities such as [xStock](https://xstocks.com/us) assets. These streams combine data from US equity streams with data from the tokenization service to enable users to handle corporate actions affecting the underlying equities. Each report includes the staleness measure (`lastUpdateTimestamp`), consensus mid price (`price`), market status (`marketStatus`), current multiplier (`currentMultiplier`, the number of underlying shares each xStock is redeemable for), new multiplier (`newMultiplier`, the future number of shares after a scheduled corporate action), activation date/time of the corporate action (`activationDateTime`) and the tokenized price if available on primary or secondary markets (`tokenizedPrice`).
+[Chainlink Tokenized Asset streams](/data-streams/backed-streams) use the [Tokenized Asset (v10)](/data-streams/reference/report-schema-v10) report schema to provide financial market data for tokenized equities such as [xStock](https://xstocks.com/us) assets. These streams combine data from US equity streams with data from the tokenization service to enable users to handle corporate actions affecting the underlying equities. Each report includes the staleness measure (`lastUpdateTimestamp`), consensus mid price (`price`), market status (`marketStatus`), current multiplier (`currentMultiplier`, the number of underlying shares each xStock is redeemable for), new multiplier (`newMultiplier`, the future number of shares after a scheduled corporate action), activation date/time of the corporate action (`activationDateTime`) and the tokenized price if available on primary or secondary markets (`tokenizedPrice`).
 
 The underlying US equities trade on traditional exchanges during [market hours](/data-streams/market-hours). These market hours depend per asset class and can be subject to unexpected halts, pauses and other behaviors affecting traditional markets. For this reason, this class of Data Streams contains a market hours flag and a staleness measure to equip our users to handle these events correctly. It is critical that users implement correct safeguards on their end to pause markets, add more conservative risk caps, or implement other measures appropriate for their application.
 

src/content/data-streams/reference/report-schema-overview.mdx

@@ -132,7 +132,7 @@ For more details on the methodology and risk considerations, see [DEX State Pric
 
 ## Exchange Rate
 
-[Exchange Rate streams](/data-streams/exchange-rate-streams) use [Redemption Rates (v7)](/data-streams/reference/report-schema-v7) to provide tamper-proof access to the exchange rate of tokenized assets. Exchange rates typically read directly from onchain smart contracts and generally have a single calculating agent: the issuing protocol. This schema reports one main value: the exchange rate (`exchangeRate`).
+[Chainlink Exchange Rate streams](/data-streams/exchange-rate-streams) use the [Redemption Rates (v7)](/data-streams/reference/report-schema-v7) report schema to provide tamper-proof access to the redemption rates of staked assets. Exchange rates typically read directly from onchain smart contracts and generally have a single calculating agent: the issuing protocol. This schema reports one main value: the exchange rate (`exchangeRate`).
 
 While the Data Streams architecture is designed to deliver updates at least once per second, the exchange rate itself is often updated only once per day by the data source, in line with standard market practices. Data Streams ensures that any Exchange Rate update, whenever it occurs, is captured and made available immediately and at low latency, allowing seamless integration into onchain applications alongside other real-time data streams.
 
@@ -145,27 +145,27 @@ While the Data Streams architecture is designed to deliver updates at least once
 
 ### RWA Standard (v8)
 
-[RWA Standard (v8)](/data-streams/reference/report-schema-v8) provides real-world asset pricing with essential fields: consensus median price (`midPrice`), market status (`marketStatus`), and staleness measure (`lastUpdateTimestamp`).
+The [RWA Standard (v8)](/data-streams/reference/report-schema-v8) report schema provides real-world asset pricing with essential fields: consensus median price (`midPrice`), market status (`marketStatus`), and staleness measure (`lastUpdateTimestamp`).
 
 RWA assets trade on traditional exchanges during [market hours](/data-streams/market-hours). These market hours vary by asset class and can be subject to unexpected halts, pauses and other behaviors affecting traditional markets. For this reason, this schema includes a market hours flag and a staleness measure to equip users to handle these events correctly. It is critical that users implement correct safeguards on their end to pause markets, add more conservative risk caps, or do whatever else is appropriate for their application.
 
 ### RWA Advanced (v11)
 
-[RWA Advanced (v11)](/data-streams/reference/report-schema-v11) offers enhanced market data capabilities with additional fields: liquidity-weighted mid (`mid`), consensus bid and ask prices (`bid`, `ask`), resting book depth (`bidVolume`, `askVolume`), most recent execution (`lastTradedPrice`), nanosecond precision freshness (`lastSeenTimestampNs`), and expanded market status (`marketStatus`) that distinguishes between pre-market, regular hours, post-market, overnight, and weekend periods.
+The [RWA Advanced (v11)](/data-streams/reference/report-schema-v11) report schema offers enhanced market data capabilities with additional fields: liquidity-weighted mid (`mid`), consensus bid and ask prices (`bid`, `ask`), resting book depth (`bidVolume`, `askVolume`), most recent execution (`lastTradedPrice`), nanosecond precision freshness (`lastSeenTimestampNs`), and expanded market status (`marketStatus`) that distinguishes between pre-market, regular hours, post-market, overnight, and weekend periods.
 
 These advanced fields enable protocols to implement more sophisticated risk management and settlement logic. Where applicable, streams using this schema can provide coverage across extended trading sessions including pre-market, post-market, and overnight hours — though extended hours availability varies by stream. See individual [RWA stream details](/data-streams/rwa-streams?schema=v11) for specific coverage and the [RWA Advanced (v11) reference](/data-streams/reference/report-schema-v11) for complete field specifications.
 
 ## Net Asset Value (NAV)
 
-[Chainlink NAV streams](/data-streams/nav-streams) use [NAV (v9)](/data-streams/reference/report-schema-v9) to provide real-time, tamper-proof access to the Net Asset Value (`navPerShare`) of tokenized assets, funds, or portfolios. Each report includes NAV per share (`navPerShare`), NAV date (`navDate`), assets under management (`aum`), and ripcord status (`ripcord`). The ripcord is set to true (`1`) by the asset issuer when the consumer should ignore the value being sent (for cases such as maintenance, upstream data source outages, etc). The feed data will remain stale until the ripcord returns false (`0`).
+[Chainlink NAV streams](/data-streams/nav-streams) use the [NAV (v9)](/data-streams/reference/report-schema-v9) report schema to provide real-time, tamper-proof access to the Net Asset Value (`navPerShare`) of tokenized assets, funds, or portfolios. Each report includes NAV per share (`navPerShare`), NAV date (`navDate`), assets under management (`aum`), and ripcord status (`ripcord`). The ripcord is set to true (`1`) by the asset issuer when the consumer should ignore the value being sent (for cases such as maintenance, upstream data source outages, etc). The feed data will remain stale until the ripcord returns false (`0`).
 
 NAV is a fundamental financial metric that represents the value of an investment vehicle such as a mutual fund or ETF and is calculated as the total assets minus the total liabilities.
 
 Data Streams ensures that any NAV update, whenever it occurs, is captured and made available immediately and at low latency, allowing for seamless integration with onchain applications alongside other real-time data streams. Although the NAV value may not change frequently, Data Streams provides the most recent NAV as soon as it is published by the source.
 
 ## Tokenized Asset
 
-[Backed xStock streams](/data-streams/backed-streams) use [Tokenized Asset (v10)](/data-streams/reference/report-schema-v10) to provide financial market data for tokenized equities such as [xStock](https://xstocks.com/us) assets. These streams combine data from US equity streams with data from the tokenization service to enable users to handle corporate actions affecting the underlying equities. Each report includes the staleness measure (`lastUpdateTimestamp`), consensus mid price (`price`), market status (`marketStatus`), current multiplier (`currentMultiplier`, the number of underlying shares each xStock is redeemable for), new multiplier (`newMultiplier`, the future number of shares after a scheduled corporate action), activation date/time of the corporate action (`activationDateTime`) and the tokenized price if available on primary or secondary markets (`tokenizedPrice`).
+[Chainlink Tokenized Asset streams](/data-streams/backed-streams) use the [Tokenized Asset (v10)](/data-streams/reference/report-schema-v10) report schema to provide financial market data for tokenized equities such as [xStock](https://xstocks.com/us) assets. These streams combine data from US equity streams with data from the tokenization service to enable users to handle corporate actions affecting the underlying equities. Each report includes the staleness measure (`lastUpdateTimestamp`), consensus mid price (`price`), market status (`marketStatus`), current multiplier (`currentMultiplier`, the number of underlying shares each xStock is redeemable for), new multiplier (`newMultiplier`, the future number of shares after a scheduled corporate action), activation date/time of the corporate action (`activationDateTime`) and the tokenized price if available on primary or secondary markets (`tokenizedPrice`).
 
 The underlying US equities trade on traditional exchanges during [market hours](/data-streams/market-hours). These market hours depend per asset class and can be subject to unexpected halts, pauses and other behaviors affecting traditional markets. For this reason, this class of Data Streams contains a market hours flag and a staleness measure to equip our users to handle these events correctly. It is critical that users implement correct safeguards on their end to pause markets, add more conservative risk caps, or implement other measures appropriate for their application.