Trade Data SQL Interview Guide
Trade data SQL interview guide for trade ids, symbols, side, quantity, price, joins, timestamps, examples, and schema checks.
Candidates analyzing fills, orders, users, or transactions.
Trade tables need grain clarity
A row may represent an order, fill, execution, or allocation. Identify the grain before aggregating volume, count, or PnL.
Side and quantity need conventions
Buy and sell signs may be stored separately or encoded in signed quantities. State the convention before computing net position.
Concrete example
Net quantity by symbol can be computed by summing positive buy quantities and negative sell quantities, if that sign convention is defined.
Join carefully to reference data
Joining trades to prices, symbols, or users can duplicate rows if keys are not unique. Check row counts and unmatched keys.
Common mistakes
Candidates often treat orders and fills as identical. In trading data, that distinction can change counts, volume, and PnL.
Practice the pattern
Use the LeetQuidity curriculum and calibration to turn this topic into a focused practice plan.