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Research field guide

Duplicate market data and resampling checks

Duplicate timestamps or price levels can change statistics if treated as independent observations. Decide whether rows are updates, trades or aggregated snapshots before combining them.

A worked distinction

Two identical aggregated book rows at a price do not necessarily represent twice the available quantity. Likewise, importing the same candle twice can double its volume and bias a volume-weighted reference.

What to verify in your own analysis

Reject contradictory duplicates, preserve documented update semantics and record any aggregation rule. Do not silently bridge missing time periods when a model assumes regular spacing.

Write down the market or protocol identifier, units, observation window and data source before comparing outputs. Keep unavailable values distinct from zero. Capture a baseline and change one assumption at a time so the resulting difference can be explained.

Use the linked working tools

Open the related tools below to inspect actual public observations or calculate a local scenario. The numerical example above is illustrative, not a current quote. Export the result together with its assumptions if you need a reproducible research record.

The review checklist records what you checked in this tab. Completion measures your own notes, not whether an investment is safe, suitable or profitable.

Primary documentation

Research review record

Use this local checklist while you work through the explanation. Nothing is saved or sent automatically.

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