IDEAS home Printed from https://ideas.repec.org/a/alk/jcsts0/v7y2025i4id9645.html

Tick Data Quality Control: Detecting and Correcting Inconsistencies in High-Frequency Trading

Author

Listed:
  • Gurunath Dasari

    (UCLA Anderson School of Management, USA)

Abstract

The research undertakes a study of tick data quality control mechanisms that operate in high-frequency trading frameworks to perform crucial inconsistency detection and correction tasks for algorithmic strategy success. A theoretical foundation of quality assessment accompanies the presentation of statistical and machine learning detection methods and it provides correction strategies through filtering and interpolation techniques, and discusses optimized implementations for handling massive data streams. Overall, the paper discusses pipeline design alongside parallel processing optimization and database enhancements and monitoring systems needed to maintain data consistency across distributed market systems. The article establishes a procedure to maintain reliable tick data through hardware acceleration studies and adaptive thresholds and complete audit protocols for trading operations and risk management and regulatory compliance purposes.

Suggested Citation

  • Gurunath Dasari, 2025. "Tick Data Quality Control: Detecting and Correcting Inconsistencies in High-Frequency Trading," Journal of Computer Science and Technology Studies, Al-Kindi Center for Research and Development, vol. 7(4), pages 814-821, May.
    • Handle: RePEc:alk:jcsts0:v:7:y:2025:i:4:id:9645
    DOI: 10.32996/jcsts.2025.7.4.94
    as

    Download full text from publisher

    File URL: https://al-kindipublisher.com/index.php/jcsts/article/view/9645
    File Function: Abstract page
    Download Restriction: no
    File URL: https://al-kindipublisher.com/index.php/jcsts/article/download/9645/8291
    File Function: Full text
    Download Restriction: no
    File URL: https://libkey.io/10.32996/jcsts.2025.7.4.94?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:alk:jcsts0:v:7:y:2025:i:4:id:9645. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Al-Kindi Center for Research and Development (email available below). General contact details of provider: https://al-kindipublisher.com/index.php/jcsts .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.