Financial Trading Warehouse

A hard Data Modeling interview practice problem on DataDriven. Write and execute real data modeling code with instant feedback.

Domain

Data Modeling

Difficulty

hard

Seniority

L6

Problem

We're building the data warehouse for a trading platform that handles stocks, ETFs, and crypto with fractional-share quantities. Every trade executes in the instrument's native currency and is converted to the account's home currency, and regulators can ask us to reproduce any past trade confirmation and any account's holdings exactly as they stood on a historical date, even after account and instrument details have since been updated. Design the dimensional model with a per-trade fact, a daily position snapshot, and dimensions that keep their full history.

Summary

Every trade, every tick, every fraction of a share. The regulators want receipts.

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Solve this Data Modeling problem with real code execution. DataDriven runs your solution and checks it automatically.