Market Data Feed Validation overview

Validates market data feed integrity across all consumed data sources — detecting data gaps and sequence number discontinuities in real-time tick feeds, identifying stale prices through last-update timestamp monitoring, performing cross-vendor price comparison to detect outliers and erroneous prints, validating reference data (symbol mapping, lot sizes, tick sizes) against exchange master files, and monitoring feed latency distributions against SLA thresholds. Produces data quality dashboards, vendor comparison scorecards, and stale-price alert reports. Excludes data vendor selection and contract management.