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Quantitative Finance · Glossário

O que é Golden copy?

Definition 6.2 Research, Data and Risk Platforms · Capítulo 6 — Reference Data and Symbology Services

The golden copy of an instrument is the record the reference-data service assembles from its sources, field by field, by stated rules (a precedence of sources per field, validation, manual overrides), with the source of each value kept as its provenance; it is what every consumer reads, while the vendors’ own records are kept beside it.

fieldvendor A wrongvendor B wronggolden copy wrongconflicts reported
ticker (A first)01530150
lot size (A first)6066
Table 6.1. Instrument-days, out of 52 492 and as known each day, on which each source and the golden copy disagree with the truth, and on which the service reports a conflict between the two vendors. Data: pl_refdata.golden_quality.
Vendor A’s lot size for listing 7, bitemporally: horizontally the date a value is valid for, vertically the time it was known. The typo is valid from day 100 and known from day 100; its correction is valid from the same day and known from day 106. A question names a point: about day 103 as known on day 103 the answer is the typo, 10, the value systems used that day; as known from day 106, the corrected 100.
Figure 6.2. Vendor A’s lot size for listing 7, bitemporally: horizontally the date a value is valid for, vertically the time it was known. The typo is valid from day 100 and known from day 100; its correction is valid from the same day and known from day 106. A question names a point: about day 103 as known on day 103 the answer is the typo, 10, the value systems used that day; as known from day 106, the corrected 100.
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