Tick Data Integrity

Tick data integrity is the verification that the raw, timestamped records of every trade and quote in a market are accurate and complete. High-fidelity backtesting relies on these granular data points to reconstruct the market state accurately.

If the data contains gaps, errors, or misaligned timestamps, the resulting simulation will be flawed. Maintaining integrity involves cleaning the data to remove duplicates, correcting erroneous price spikes, and ensuring consistent synchronization across different data sources.

For crypto assets, this is particularly challenging due to the lack of a centralized exchange and the prevalence of noisy data feeds. Robust backtesting requires rigorous data cleansing pipelines to ensure that the simulation is based on a reliable historical foundation.