market-data-engineering
CommunityMarket data quality and control.
Data & Analytics#data quality#data engineering#quantitative research#market data#order book#spread quality
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill addresses the critical need for robust and reliable market data engineering, ensuring data quality, consistency, and control for quantitative research and production systems.
Core Features & Use Cases
- Data Ingestion & Normalization: Handles data ingestion with replay support and deterministic normalization.
- Data Validation & Monitoring: Validates keys, timestamps, and point-in-time join behavior, continuously monitoring quality metrics.
- Risk Control: Enforces thresholds, quarantines degraded feeds, and ensures full lineage before release.
- Use Case: When diagnosing issues with order-book depth behavior or spread-quality, this Skill provides the tools to ingest, validate, and monitor the relevant market data.
Quick Start
Run python scripts/market_data_engineering_diagnostics.py input.csv --output diagnostics.json to generate diagnostics for your market data.
Dependency Matrix
Required Modules
pandas
Components
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: market-data-engineering Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#market-data-engineering Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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