choosing-a-data-vendorDecide whether a data source may legally and factually serve a research question, before any fetch code is written. TRIGGER - need delisted, survivorship-free or point-in-time data and are choosing where to get it; may I store, cache, redistribute or publish what I fetched; is the free tier enough a
corporate-actions-processingTRIGGER - spin-off, spinoff, rights issue, TERP, merger, exchange ratio, reverse split, cash in lieu, ticker change, symbol recycling, special dividend, parent price dropped on ex-date, 分拆, 配股, 并购. Reconcile event cash and share entitlements with position returns. SKIP for ordinary split/dividend pr
data-quality-validationTRIGGER - stale closes, zero volume, missing trading sessions, duplicate timestamps, negative prices, invalid OHLC, outlier returns, validate downloaded bars, 数据质量, 缺失行情. Validate a daily OHLCV panel and report defects without filling, clipping or deleting data. SKIP for selecting a vendor or detect
finding-and-searching-dataFind the identifier before you fetch it, and know which free sources can actually search. TRIGGER - "what is the FRED series id for X", "which ticker is this company", "find the CIK for", searching for a series, ticker, symbol, contract, crypto pair or filing by name or phrase; fred/series/search, c
fundamental-and-macro-dataCompany fundamentals and macro series with correct point-in-time semantics. TRIGGER - 10-K, 10-Q, 8-K, 13F, Forms 3/4/5, filings, EDGAR, XBRL, accession number, CIK, "which CIK is this ticker", ticker-to-CIK mapping, edgartools; parsing an income statement or balance sheet out of a filing; revenue,
market-data-engineeringStore, join and parallelize market data you already hold, without corrupting it. TRIGGER - as-of join, merge_asof, join_asof, ASOF JOIN, "join quotes to trades", aligning signals to prices; reading or writing Parquet, Feather, HDF5 or CSV of market data; choosing between pandas, polars, DuckDB, pyar
market-data-sourcingChoose a market price or reference data vendor and use it without silently corrupting the numbers. TRIGGER - download, fetch, pull or load OHLCV, prices, quotes, bars or a ticker universe; compare vendors on cost, coverage or free-tier limits; need delisted US or global tickers, or a survivorship-fr
security-master-and-symbologyMap ticker, CIK, ISIN, FIGI, SEDOL and CUSIP on (identifier, DATE) rather than on identifier, and detect when the entity behind one changed. TRIGGER - ticker to CIK, ISIN to CUSIP, FIGI, SEDOL, ISIN or CUSIP check digit, identifier validation; a reused ticker, a renamed company, a merger or ticker c
trading-calendars-and-sessionsTRIGGER - trading calendar, market sessions, early close, lunch break, holidays.US, exchange_calendars, pandas_market_calendars, DateOutOfBounds, resample has empty bars, aligning Tokyo to New York, 交易日历, 休市. Pin session bounds, compare venue calendars, and aggregate against explicit sessions. SKIP