A capital-markets data platform delivers per-symbol minute bars to algorithmic trading desks under s
A medium Pipeline Design interview practice problem on DataDriven. Write and execute real pipeline design code with instant grading.
- Domain
- Pipeline Design
- Difficulty
- medium
Problem
A capital-markets data platform delivers per-symbol minute bars to algorithmic trading desks under sub-minute SLA, while a regulatory consumer needs the same bars within audit tolerance. Trade fills sometimes settle late; cross-border trades can land back-dated by a full business day. The section's worked configuration composes everything: a CDC pipeline with allow-additive policy from the settlement system, a streaming pipeline with bounded out-of-orderness watermark plus 60-minute allowed lateness on 1-minute tumbling event_time windows, a daily reconciliation pass that atomically overwrites yesterday's bars from the settlement system after it finalizes, and a delta-metric log. Compose the system: build the streaming path, the CDC path with its policy named, the reconciliation path with its cadence and window, and route both consumers to the shared Iceberg minute_bars target so the daily reconciliation is canonical for closed days while streaming owns the current day.
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