Market Time and Symbology
An event may have exchange, gateway, capture, and processing timestamps, while an instrument may change or share identifiers across venues and dates.
Central questions
- Which clock and event does each timestamp represent?
- How are offset, drift, precision, and ordering handled?
- Which identifier maps a record to the intended economic instrument?
Planned model
Align one event stream across imperfect clocks and changing symbol mappings, then show how attribution and joins fail when semantics are ignored.