Create Account
Log In
Dark
chart
exchange
Premium
Terminal
Screener
Stocks
Crypto
Forex
Trends
Depth
Close
Check out our API

TPC
Tutor Perini Corporation
stock NYSE

At Close
Dec 12, 2025 3:59:48 PM EST
67.32USD-4.456%(-3.14)820,365
0.00Bid   0.00Ask   0.00Spread
Pre-market
Dec 11, 2025 8:20:30 AM EST
65.02USD-7.725%(-5.44)0
After-hours
Dec 12, 2025 4:00:30 PM EST
67.34USD+0.030%(+0.02)994
OverviewOption ChainMax PainOptionsHistoricalExchange VolumeDark Pool LevelsDark Pool PrintsExchangesShort VolumeShort Interest - DailyShort InterestBorrow Fee (CTB)Failure to Deliver (FTD)ShortsTrendsNewsTrends
TPC Reddit Mentions
Subreddits
Limit Labels     

We have sentiment values and mention counts going back to 2017. The complete data set is available via the API.
Take me to the API
TPC Specific Mentions
As of Dec 15, 2025 8:55:06 AM EST (<1 min. ago)
Includes all comments and posts. Mentions per user per ticker capped at one per hour.
15 hr ago • u/AphexPin • r/algotrading • what_does_everyone_use_for_backtesting • C
>Rust, Polars
Same, more specifically:
* Archived market data is in binary format (DBN and ethABI) and zero copy, derived data (features, signals, etc) is in Parquet for post-hoc analysis (Polars, DuckDB)
* Message passing between actors via SPSC channels over ring buffers (no callbacks), using codegen to generate message schemas and wiring between actors, as well as services within each actor, for consistency (including fan-in from multiple SPSC channels, with timestamp awareness for synchronization and backpressure)
* Actor boundaries have pluggable transports for switching to SHM, IPC or TPC if desired (codegen'd so config-driven, no manual code changes)
* Parallelization achieved by spawning N separate actors all consuming from the same feed (or more generically, any upstream event source), or purely synchronous with Rayon for quicker sweeps if applicable (eg populating a feature cache)
* Strategies/Features and Portfolio/Risk logic is composable and decoupled
sentiment 0.18
15 hr ago • u/AphexPin • r/algotrading • what_does_everyone_use_for_backtesting • C
>Rust, Polars
Same, more specifically:
* Archived market data is in binary format (DBN and ethABI) and zero copy, derived data (features, signals, etc) is in Parquet for post-hoc analysis (Polars, DuckDB)
* Message passing between actors via SPSC channels over ring buffers (no callbacks), using codegen to generate message schemas and wiring between actors, as well as services within each actor, for consistency (including fan-in from multiple SPSC channels, with timestamp awareness for synchronization and backpressure)
* Actor boundaries have pluggable transports for switching to SHM, IPC or TPC if desired (codegen'd so config-driven, no manual code changes)
* Parallelization achieved by spawning N separate actors all consuming from the same feed (or more generically, any upstream event source), or purely synchronous with Rayon for quicker sweeps if applicable (eg populating a feature cache)
* Strategies/Features and Portfolio/Risk logic is composable and decoupled
sentiment 0.18


Share
About
Pricing
Policies
Markets
API
Info
tz UTC-5
Connect with us
ChartExchange Email
ChartExchange on Discord
ChartExchange on X
ChartExchange on Reddit
ChartExchange on GitHub
ChartExchange on YouTube
© 2020 - 2025 ChartExchange LLC