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Data

Understand sources, freshness, timestamps and the difference between zero and unavailable evidence.

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  1. 1 Source, provider and licensing posture Source, provider and licensing posture means examining the provenance, timestamps, identity, units, missingness and reproducibility of every market or research observation with the identity, period, unit, source and limitations kept visible. It is a disciplined way to describe evidence, not a shortcut to an investment conclusion. 4 min read Beginner
  2. 2 As-of, retrieval and generated timestamps As-of, retrieval and generated timestamps means examining the provenance, timestamps, identity, units, missingness and reproducibility of every market or research observation with the identity, period, unit, source and limitations kept visible. It is a disciplined way to describe evidence, not a shortcut to an investment conclusion. 4 min read Beginner
  3. 3 Zero, null, unavailable, stale and unsupported Zero, null, unavailable, stale and unsupported means examining the provenance, timestamps, identity, units, missingness and reproducibility of every market or research observation with the identity, period, unit, source and limitations kept visible. It is a disciplined way to describe evidence, not a shortcut to an investment conclusion. 4 min read Beginner
  4. 4 Exchange identity and symbol collisions Exchange identity and symbol collisions means examining the provenance, timestamps, identity, units, missingness and reproducibility of every market or research observation with the identity, period, unit, source and limitations kept visible. It is a disciplined way to describe evidence, not a shortcut to an investment conclusion. 4 min read Beginner
  5. 5 Currency, unit, scale and decimal precision Currency, unit, scale and decimal precision means examining the provenance, timestamps, identity, units, missingness and reproducibility of every market or research observation with the identity, period, unit, source and limitations kept visible. It is a disciplined way to describe evidence, not a shortcut to an investment conclusion. 4 min read Beginner
  6. 6 OHLCV invariants and ordered unique dates OHLCV invariants and ordered unique dates means examining the provenance, timestamps, identity, units, missingness and reproducibility of every market or research observation with the identity, period, unit, source and limitations kept visible. It is a disciplined way to describe evidence, not a shortcut to an investment conclusion. 4 min read Beginner
  7. 7 Previous close, absolute change and percentage change Previous close, absolute change and percentage change means examining the provenance, timestamps, identity, units, missingness and reproducibility of every market or research observation with the identity, period, unit, source and limitations kept visible. It is a disciplined way to describe evidence, not a shortcut to an investment conclusion. 4 min read Beginner
  8. 8 Completed versus partial sessions and candles Completed versus partial sessions and candles means examining the provenance, timestamps, identity, units, missingness and reproducibility of every market or research observation with the identity, period, unit, source and limitations kept visible. It is a disciplined way to describe evidence, not a shortcut to an investment conclusion. 4 min read Beginner
  9. 9 Corporate actions and adjusted price bases Corporate actions and adjusted price bases means examining the provenance, timestamps, identity, units, missingness and reproducibility of every market or research observation with the identity, period, unit, source and limitations kept visible. It is a disciplined way to describe evidence, not a shortcut to an investment conclusion. 4 min read Beginner
  10. 10 Aligning dates, sources and benchmarks Aligning dates, sources and benchmarks means examining the provenance, timestamps, identity, units, missingness and reproducibility of every market or research observation with the identity, period, unit, source and limitations kept visible. It is a disciplined way to describe evidence, not a shortcut to an investment conclusion. 4 min read Beginner
  11. 11 Provider disagreement and reconciliation Provider disagreement and reconciliation means examining the provenance, timestamps, identity, units, missingness and reproducibility of every market or research observation with the identity, period, unit, source and limitations kept visible. It is a disciplined way to describe evidence, not a shortcut to an investment conclusion. 4 min read Beginner
  12. 12 Derived metrics, assumptions, warm-up and reproducibility Derived metrics, assumptions, warm-up and reproducibility means examining the provenance, timestamps, identity, units, missingness and reproducibility of every market or research observation with the identity, period, unit, source and limitations kept visible. It is a disciplined way to describe evidence, not a shortcut to an investment conclusion. 4 min read Advanced