The Timezone Bug - Quant Trader Interview Question
Difficulty: Medium
Category: Code Analysis
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: timezones, market-data, data-integrity, bug-analysis
Problem Description
Your trading system stores timestamps in local time without any timezone information. This system is deployed across two servers: one in UTC and one in EST (Eastern Standard Time). Both servers are processing market data and logging timestamps. What critical problem will arise due to this setup, and how will it manifest in your trading strategies?
Practice this medium trader interview question on MyntBit - the all-in-one quant learning platform with 200+ quant interview questions for Jane Street, Citadel, Two Sigma, and other top quantitative finance firms.