Assume your organization stores order book–related data in multiple databases (e.g., one for raw exchange messages, one for normalized orders, one for trades/executions, one for analytics).
You suspect data quality issues and want to validate that all stored data follows order-book logic.
Design a validation approach that answers:
Be explicit about what you would compute and compare, and how you’d operationalize it (alerts, dashboards, backfills).
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