Granularity and calendars
Pin market and interval (e.g. equity/kline 1d); record window and data_version so batches stay reproducible.
Match live fields
Keep OHLCV fields aligned with production paths—do not mix adjustment conventions across markets.
Avoid lookahead
No lookahead: only information available at bar close; lock versions during sweeps; filter holidays via calendar.
History to paper
After backtests, paper-trade on delayed/live streams before production. See OHLCV glossary and endpoint pages.
Tools & docs
Calendar /tools/trading-calendar; storage /guides/market-data-database; endpoint /docs/api/equity-kline.