The normalized record also needs an explicit price type: bid, ask, last trade or midpoint. Otherwise a chart and an execution check can use different prices while appearing to share the same instrument and timestamp. Keep that field in candle exports and indicator inputs too, so a replay can explain which series produced the displayed result.
Arnold Holm
Challenge Pre-Check: know before you risk. Your rules, tested against prop limits. Historical simulation, not a forecast.
The normalized record also needs an explicit price type: bid, ask, last trade or midpoint. Otherwise a chart and an execution check can use different prices while appearing to share the same instrument and timestamp. Keep that field in candle exports and indicator inputs too, so a replay can explain which series produced the displayed result.