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Ensuring Trading-Day Data Integrity
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Ensuring Trading-Day Data Integrity

MediumSQL · PostgreSQL

Problem

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.

Output

  1. One row per order with at least one integrity violation
  2. Columns: order_id, symbol, issue_count, and issues
  3. Sort by order_id ascending; list issue names in the order defined by the validation rules

Schema

orders
ColumnTypeDescription
order_idPKINTUnique order identifier
trading_dayDATETrading date
symbolVARCHAR(20)Traded instrument symbol
sideVARCHAR(4)Order direction
order_qtyINTRequested quantity
statusVARCHAR(12)Order lifecycle status
received_atTIMESTAMPTime the order was received
execution_events
ColumnTypeDescription
event_idPKINTUnique physical execution event identifier
order_idINTAssociated order
event_keyVARCHAR(30)Business event identifier
sequence_noINTEvent sequence within the order
executed_qtyINTQuantity executed by the event
executed_atTIMESTAMPExecution timestamp
priceNUMERIC(12,4)Execution price
position_snapshots
ColumnTypeDescription
snapshot_idPKINTUnique snapshot identifier
trading_dayDATESnapshot trading date
symbolVARCHAR(20)Instrument represented by the snapshot
net_positionINTReported net position
captured_atTIMESTAMPSnapshot capture timestamp
Tablesordersexecution_eventsposition_snapshots
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