Data Aggregation Data Cleansing

Pipeline

Data aggregation serves as the systematic consolidation of disparate information streams from fragmented decentralized exchanges and off-chain order books into a unified quantitative format. This process normalizes high-frequency trade prints, depth data, and funding rates to ensure a cohesive view of market microstructure. Analysts rely on this centralized feed to compute accurate volatility surfaces and Greek sensitivities across various crypto derivative instruments.