Designing a financial data API customers can keep in sync
An export has to carry the update cursor that matches its snapshot, or a customer who follows the documentation can still miss a revision.
Writing
Designing a data SDK for downloads that fail halfway
When a download fails on page four, the customer's job needs to know what it saved and where to resume. How to design an SDK's interface, errors, and retries around that moment.
Checking whether your data feeds deliver what you pay for
A feed can arrive on time and still hold yesterday's data. Check each delivery when it's due against an expectation from outside the feed, and keep what arrived.
The timestamps that make financial data usable
A backtest needs each number as it was known when the decision was made. Publication dates answer that for nightly strategies; intraday strategies also need the provider's delivery time.