SQL Date Time Quant Interview Guide
SQL date time quant interview guide for date truncation, intervals, time zones, sessions, timestamp precision, examples, and mistakes.
Candidates querying timestamped events, trades, and experiments.
Date logic defines the analysis window
Date and time filters decide which events count. Be explicit about inclusive and exclusive bounds, session definitions, and timezone assumptions.
Truncation changes grain
DATE_TRUNC or similar functions group timestamps into days, hours, or months. That aggregation can hide intraday order if used too early.
Concrete example
A daily volume query should define whether the day is calendar day, trading session, UTC day, or local exchange day before grouping.
Intervals and precision matter
Millisecond timestamps, delayed events, and date arithmetic can change joins and windows. Use clear interval boundaries.
Common mistakes
Candidates often filter with BETWEEN without checking end-of-day inclusivity. Half-open intervals are often easier to reason about.
Practice the pattern
Use the LeetQuidity curriculum and calibration to turn this topic into a focused practice plan.