FTB-C000089 / Statistical method

Forward Fill

Forward fill imputes a missing position with the most recent eligible earlier value.

Also known aslast observation carried forwardLOCFffill

Definitions

In plain terms

It can represent a held state, but it can also create stale prices or cross session boundaries if used carelessly.

Technical

The method requires ordering, grouping key, causal cutoff, maximum age, boundary and reset rules, source validity, and an imputation flag.

Scope

It is not a universal rule for missing market observations and must not cross undeclared boundaries.

Examples

  • A governed dataset records forward fill explicitly and preserves the source context needed to interpret it.

Common misconceptions

  • Forward Fill does not have one universal meaning or policy without its declared source, scope, and data contract.

Concept relationships

Broader concepts

Related

Where this concept is used

Evidence and governance

  1. Fintech Builder Glossary Definition Contract The Fintech Builder · internal governed contract

    Supports: preferred label, short definition, technical definition

    Limits: Defines governed platform behavior rather than claiming these policies are universally prescribed by external McClellan methodology.

Reviewed by
fintech-builder-owner-approved
Last reviewed
2026-07-26
Next review
2027-07-26
Record status
published