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Quantitative Finance · Glosarium

Apa itu Cross-source check?

Definition 7.4 Research, Data and Risk Platforms · Bab 7 — Data Quality and Lineage

A cross-source check compares a dataset with an independent source of the same facts — the other feed line, a second vendor, the venue’s end-of-day file, the official close — on an aggregate that both can compute (a count, a volume, a last price per interval), and flags the intervals where they differ by more than a tolerance.

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