Key fields:
trade_id(PK),version,event_tsside,symbol,qty,px,notional_usdtrader,desk,venue,status
breach_ts,desk,symbolwindow_notional_usd,limit_usd,breach_flag
ts,desk,symbol,notional_usd,pnl
Storage strategy
- Partition tables by
trade_date; cluster by (desk,symbol). - Materialized views for common aggregates and BI.