Decisions about source coverage and research capacity
We start with the research question and the evidence available to support it. A cross-venue activity comparison, spread view and historical volatility view require different sources and sampling decisions. Leadership can then assess which data or workflow gaps deserve attention.
- Which source coverage supports the intended research questions?
- Where do gaps or stale timestamps require a data-quality investigation?
- Which workflow steps delay a repeatable market-data analysis?
- Which source and architecture dependencies need an owner?
Normalize identifiers and timestamps
Inputs may include trades, price observations, order-book snapshots and reference metadata from approved providers. We review asset identifiers, trading pairs, quote units and timestamp conventions. Duplicate records, missing intervals and changes in provider coverage need explicit treatment before charts are built.
Explain what the measures represent
Volume should identify the source, unit and aggregation window. Spread and liquidity views should specify the observed venue, sampling time and depth definition. Volatility calculations need a stated return interval and method. A market-concentration view must describe the covered dataset rather than imply that partial coverage represents the entire market.
Prioritize source and workflow improvements
We validate observations against source records and review coverage, freshness and analytical latency with your team. Findings can include evidence gaps and a sequenced list of source, workflow or architecture changes. Tableau views retain those limitations, with refresh expectations, permitted use and ownership documented for ongoing review.
Common questions
Can different venues be compared in one report?
Yes, if the identifiers, quote units, time windows and source limitations are aligned and documented. Differences in coverage should remain visible.
Does this reporting provide investment recommendations?
The scope is market-data preparation and visualization. It presents defined observations and source limitations rather than recommendations to trade or invest.