For those of you with the Fintech battle scars to show, who have implemented, integrated and built trading systems many time over, I’d like to hear from you. Reference data, trade and instrument data modeling, datetime and timezone handling are 3 of many topics that seem to come up time after time.

I am going to try an experiment where I touch on these topics and others leveraging Python code as a content aid and for examples. I will be publishing a Github repo soon with docs similar to what I have on Substack , the code and unit tests. I have unashamedly leveraged AI here and there, just in case you ask.

Let me know what topics and challenges you find come up time and again that I can also include and add to.