Deterministic Tie-Breaking Under Nanosecond Clocks

DATA INTEGRITYVERIFIEDENTRY 07 / 08

QUESTION
How should equal-timestamp market events be ordered so replay is reproducible?

HYPOTHESIS

Without deterministic tie-breaking, equal-timestamp events order arbitrarily across runs, making replay irreproducible.

Reorder stage with explicit deterministic tie-breaking rules; repeated replay verification that output is byte-identical.

quant-market-data-replay determinism verification: identical replays across runs including tie-breaking.

Replay determinism holds under nanosecond timestamps with equal-timestamp events.

Tie-breaking rules encode an ordering assumption — an approximation of true within-timestamp causality.

Determinism requires explicit choices at every ambiguity. Defaulting to insertion order is a choice; making it deliberate is the difference.

EVIDENCE SOURCE

Every backtest is a claim about the past — and most are wrong in a specific, preventable way: they let strategies see the future.

METHOD — TEST SUITE · DETERMINISM