Design stock price time-series store and query

Problem

Design a platform that stores stock prices over time and can be queried later.

Core functionalities

1. Ingest price : The system receives events of the form:
   • ticker (string, e.g., AAPL )
   • price (decimal)
   • timestamp (event time)
2. Query price : Given a ticker and a timestamp , return the price for that ticker at that time.

Clarifications to address in your design (state assumptions)

• If there is no price exactly at that timestamp , should the system return:
  • the most recent price at or before the timestamp (common), or
  • “not found” unless there is an exact match?
• Expected scale: number of tickers, events/sec, retention (e.g., 1 day vs 10 years).
• Latency targets for reads/writes.
• Handling out-of-order events, duplicates, and clock skew.

Deliverables

• High-level architecture (write path + read path).
• Data model and storage choice.
• APIs.
• Partitioning/indexing strategy.
• Consistency, availability, and failure-handling tradeoffs.