Data Engineering Interview Preparation #3: Building a Financial Data Pipeline with Python, DuckDB and Parquet
Summary : Learn about building a repeatable financial data engineering pipeline using Python, Pandas, NumPy and DuckDB. This post covers deterministic data generation, CSV ingestion, SQL transformations, canonical schema design, data-quality checks, Parquet export, and CSV-versus-Parquet validation. Financial data engineering involves much more than loading records from a CSV file into a database. A reliable pipeline must handle source data consistently, maintain predictable schemas, validate records, and produce outputs that can be used confidently by downstream applications and analytical workflows. In this hands-on exercise, I created a small but practical financial data pipeline using Python, Pandas, NumPy and DuckDB. We start with supplied CSV files, inspect and clean the source data, transform raw trade records into a canonical structure, apply data-quality checks, and export validated data to Parquet. Run the hands-on notebook: DE Interview Prep #3: Financial Data Enginee...