Snapshot Versioning and Corrections
New snapshots capture corrections and backfills without rewriting history, keeping as-used and corrected views side by side.
Explanation
When late vendor corrections arrive, new snapshots are created for the same as-of date rather than editing original snapshots.
Links between snapshots indicate whether one snapshot supersedes or corrects another, forming a version history.
As-used snapshots represent what the desk actually saw; corrected snapshots represent improved or fixed data for analysis.
This separation enables both faithful replay of past decisions and improved historical studies without ambiguity.
versioningcorrectionshistorysnapshots
Interactive visualisation
Snapshot versioning and corrections
Corrections create a new snapshot. Keep “as-used” and “corrected” views side-by-side.
Version timeline
Versions
3
As-used version
Selected snapshot
snap_2026-02-01_v1
Difference vs as-used
Δ ~ 0.00 (toy). Analysts can compare corrected history without rewriting what the desk actually saw.
Interpretation
- “Correcting” a day means new snapshot, not editing old IDs.
- Keep links: v2 supersedes v1, etc. That is the history.
- “As-used” supports faithful replay. “Corrected” supports improved backtests.
Timeline
click a version
Link view (toy)
snap_2026-02-01_v1
origin
snap_2026-02-01_v2
supersedes v1
snap_2026-02-01_v3
supersedes v2