I'm wanted to seek advice from this community in regards to recommended books, articles or videos that can help with designing and processing reference data. For example, imagine you were trading options and in order to trade options you need to have the underlying reference data, however there are multiple sources with various database tables and structures. I've encountered normalized tables as well as non-normalized tables previously. Also, another key topic is managing the active dates and then being able to retroactively go back and fix incorrect reference data.
Aucun commentaire:
Enregistrer un commentaire