Know what an event represents
A tick can represent a source quote update, a normalized quote or another event type. The dataset description should state what was captured.
Clarify timestamps
Time zone, precision and timestamp origin matter. Source time and receive time answer different questions and should not be silently mixed.
Look for gaps and regime changes
Maintenance windows, source migrations, symbol renames and contract changes can create discontinuities. Long histories need metadata that makes those changes understandable.
Preserve ordering for replay
If the data will be replayed, ordering and enough event detail are necessary to reconstruct the intended state. Aggregated bars cannot reproduce every tick-level sequence.
Do not confuse data with trading results
Historical data can support testing, but it does not guarantee that a live strategy will behave identically. Execution, latency, costs and market conditions are separate variables.
How this applies to a broker deployment
The exact architecture depends on the selected sources, instruments, platform, regions, data rights and operating model. PriceFeed.xyz scopes those requirements before defining a production design. The examples in this guide explain engineering concepts and do not imply a specific source entitlement, hosting location, latency guarantee or service-level commitment.