Welcome to your interview.
The question is on your right: Historical Tick Data Replay. Take a moment with it first.
Talk your thinking through with me if you like - when you're confident, submit your answer and I'll grade it like a real screen (7/10 or better passes). Discussion and graded submissions share your five interviewer interactions, so spend them well.
How would you architect a historical data replay system that allows quantitative researchers at Jane Street to test their models against years of historical tick data?