This is a plain-language FAQ covering the ten questions we think are most likely to come up when you use the premium data on this site — how the numbers are built, what the badges mean, what the site does and does not cover, and who runs it.
If your question isn't here, please use the contact page and we will add it.
1. Why does the premium on your dashboard sometimes differ from what I calculate from my broker?
Two most common reasons.
First, we use the latest daily market value available from each documented source, not an intraday broker quote; if you look at a broker's live intraday quote, you'll get a different number.
Second, we normalize to USD per troy ounce using the separately collected FX rate available to the daily calculation — if your broker uses an FX rate from a different moment, that alone can create a small difference.
If the divergence is more than a percentage point, please email us; that's usually a data-pipeline issue we want to fix.
2. Is the SGE premium you show real?
When the SGE card shows the Exchange badge, yes: we fetched SGE Au9999 and Ag(T+D) settlement prices directly from the exchange's public quotation endpoint, converted to USD per troy ounce, and compared with the site's USD spot benchmark.
When the card shows the Estimated badge, no: that reading is a fallback derived from the USD spot benchmark plus the current USD/CNY rate. Its premium versus the USD spot benchmark is a mechanical zero and it is deliberately excluded from the historical chart, the premium rankings, and the seasonal-patterns aggregate. Do not use it as an SGE premium reading.
When SGE returns a sentinel value on weekends (typically -2.0), we filter it and hold the prior valid reading.
The methodology page has the exact endpoint and processing steps if you want to verify.
3. Why don't you cover the Korea Exchange (KRX) or the Tokyo Commodity Exchange (JPX)?
We tried to.
Neither data source proved reliable enough to publish.
KRX's public data portal returned inconsistent shapes and its T+1 lag made cross-comparison awkward.
JPX's CSV format changed twice while we were building the pipeline.
Our threshold is "reliable enough that we would defend the number in a written correction if challenged." Neither cleared it.
We may revisit if the underlying data situation changes.
4. Can I use your data commercially?
Personal use, non-commercial research, and educational reference are fine.
Redistribution as your own data feed or embedding in a commercial product requires our written permission.
Contact us with the specifics and we'll usually say yes if the use is small-scale, no if it looks like a data-resale operation.
5. Why does the "next update" time on the card show a specific hour?
Our data pipeline runs once daily at UTC 00:00 (a Vercel cron job).
"Next update" is calculated as the next UTC midnight after the current data's timestamp.
This is deterministic and doesn't depend on client time.
If you want live intraday quotes, use an exchange feed directly; our value proposition is cross-market premium comparison, not real-time trading data.
6. Why is one of my market cards showing "Estimated" instead of "Exchange"?
The estimated badge means we couldn't fetch that market's real feed on the most recent cron run, so we derived the price from the USD spot benchmark plus current FX rates.
This is a fallback to keep the card from disappearing.
The premium calculation is mechanical rather than reflecting actual local demand, so we mark it clearly. Estimated readings are also excluded from the historical chart, the rankings table, and the seasonal-patterns aggregate, so they never turn into "real" history after the fact.
When the real feed comes back, the badge switches back to Exchange.
7. Are your premium numbers seasonally adjusted?
No. We display raw daily settlement premiums.
Seasonal adjustment would require choosing a specific decomposition model, and reasonable people disagree about which is right for a mixed-demand series like gold.
We think showing the raw series and letting readers see the seasonality is more honest than embedding a modeling choice.
Our seasonal-patterns article discusses observed patterns without applying an adjustment.
8. Do you offer a price alert email?
Not currently. It's on the list.
If you want to build one yourself, our API endpoint at /api/premium returns the current cross-market picture in JSON and is not rate-limited for reasonable polling.
The methodology page describes the schema.
9. Why is your LBMA reading different from the LBMA fix I see on the LBMA site?
The LBMA fix is a twice-daily point-in-time reference; we show the continuous London OTC spot quote.
They agree at auction time and diverge between auctions.
If your use case specifically requires the fix (ETF NAV calculation, central bank settlement), get the fix directly from ICE Benchmark Administration's published reference.
If you're doing cross-market comparison, spot is more useful because the other exchanges also run continuously.
10. Who runs this site?
This is an individual research project run by a single maintainer, published under the site name "GoldSilver Tracker" rather than a personal one.
We're not a registered investment firm, broker, or news organization; we don't solicit business; we don't sell information about our readers; and we have no affiliation with any of the exchanges we cover.
The About page has more detail on the operating model and why we chose it.
If you have a question we haven't covered, the contact page has our email.
We try to answer within a business day for straightforward questions and within a week for anything that requires digging into the data.
Sources
Institution names and page titles current as of September 2026.
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