Designing a financial data API customers can keep in sync
A customer loads your dataset once, then keeps it current through corrections and reruns old research. How to design the export, change stream, and as-of queries that make all three work.
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. How to define what each delivery should contain, check it when it's due, and keep a record of what your vendor delivered.
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.