Market Data SQL Interview Guide
Market data SQL interview guide for symbols, timestamps, prices, quotes, as-of logic, gaps, examples, and validation checks.
Candidates working with prices, quotes, timestamps, and symbols.
Market data has time and identity
Market data queries need correct symbol identity, timestamp ordering, price type, and data source assumptions. Small schema mistakes can change results materially.
As-of logic is common
Trades or decisions often need the latest market data available before an event. Joining to a later price creates lookahead bias.
Concrete example
To value a trade at the latest quote before execution, select quotes for the same symbol with quote time before or equal to the trade time.
Gaps and stale prices matter
Missing quotes, stale prices, halted symbols, and corporate actions can affect analysis. A clean query should still mention these checks.
Common mistakes
Candidates often join on date only and ignore intraday ordering. Time precision is usually central in market data tasks.
Practice the pattern
Use the LeetQuidity curriculum and calibration to turn this topic into a focused practice plan.