Manages complex market data synchronization workflows, including initial loads, incremental updates, and intraday minute ingestion for trading platforms.
This skill provides specialized logic for handling market data synchronization from sources like J-Quants into a local trading database. It orchestrates three primary sync modes—initial, incremental, and repair—while managing sophisticated watermarking, bulk/rest fallback logic, and intraday minute data ingestion. It ensures data integrity across daily and intraday timeframes, handles OHLCV reconstructions with adjustment factors, and maintains idempotency to prevent data duplication or gaps in financial time-series datasets. This is essential for developers maintaining high-fidelity financial databases for backtesting or live trading.
主要功能
01Reconstructs OHLCV data using raw prices and adjustment factors
02Implements intraday minute data ingestion from the J-Quants API
03Manages data watermarking and failed date recovery for robust synchronization
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05Orchestrates initial, incremental, and repair sync modes for market data
06Enforces data idempotency to prevent duplicates in financial time-series stores
使用场景
01Repairing missing data or correcting fundamentals after a sync failure
02Automating daily incremental updates of stock prices and technical indicators
03Setting up a new trading database with historical J-Quants market data
