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Data Models (Curated)

fx_trade_fact

Key fields:

  • trade_id (PK), version, event_ts
  • side, symbol, qty, px, notional_usd
  • trader, desk, venue, status

fx_limit_breach

  • breach_ts, desk, symbol
  • window_notional_usd, limit_usd, breach_flag

fx_risk_snapshot_1min

  • ts, desk, symbol, notional_usd, pnl

Storage strategy

  • Partition tables by trade_date; cluster by (desk, symbol).
  • Materialized views for common aggregates and BI.