Explain your methodology for ensuring data integrity during a high-volume trading day at Jane Street.
For this SQL exercise, identify order records with execution, sequencing, timing, duplication, quantity, or position-reconciliation violations for the specified trading day.
order_id, symbol, issue_count, and issuesorder_id ascending; list issue names in the order defined by the validation rules| Column | Type | Description |
|---|---|---|
| order_idPK | INT | Unique order identifier |
| trading_day | DATE | Trading date |
| symbol | VARCHAR(20) | Traded instrument symbol |
| side | VARCHAR(4) | Order direction |
| order_qty | INT | Requested quantity |
| status | VARCHAR(12) | Order lifecycle status |
| received_at | TIMESTAMP | Time the order was received |
| Column | Type | Description |
|---|---|---|
| event_idPK | INT | Unique physical execution event identifier |
| order_id | INT | Associated order |
| event_key | VARCHAR(30) | Business event identifier |
| sequence_no | INT | Event sequence within the order |
| executed_qty | INT | Quantity executed by the event |
| executed_at | TIMESTAMP | Execution timestamp |
| price | NUMERIC(12,4) | Execution price |
| Column | Type | Description |
|---|---|---|
| snapshot_idPK | INT | Unique snapshot identifier |
| trading_day | DATE | Snapshot trading date |
| symbol | VARCHAR(20) | Instrument represented by the snapshot |
| net_position | INT | Reported net position |
| captured_at | TIMESTAMP | Snapshot capture timestamp |