D01-F05 guided lab · synthetic data
Trade-and-Quote Event Normalization
Normalization is a loss-aware translation boundary. It standardizes names and units while keeping raw integer prices, provider sequence, venue event time, consumer receive time, and explicit unknowns.
Scenario purpose
Decision boundary: Normalization is not correction, ordering across venues, trade signing, or order-book reconstruction.
State
| Step | |
|---|---|
| Rule | price = integer price atoms / declared price scale |
| D11 handoff | D11-F03-A02 — Queue Imbalance |