Delayed Availability of Order-Size Factors in Scheduled Tasks

Summary

A BigQuant user reports that a group of order-size factors was missing during a scheduled factor task and remained unavailable during the first two dependent simulated-trading runs. The factors appeared in a later run that evening. The user says similar delays had occurred before, though earlier cases seemed less disruptive, and asks whether task completion signals can be issued before factor calculations have finished.

The report illustrates a practical dependency risk: a downstream strategy can run after a platform task appears complete yet still receive empty factor values. The evidence is one user's repeated observations, including the sequence of three runs on the reported day. The document does not establish the platform's cause, confirm a scheduling or status-signaling defect, or describe a fix. It is an incident report rather than a factor model or trading method, so the details do not show how the factors are constructed or whether missing data affected trading decisions.

Key ideas

• A user observed order-size factors missing after a scheduled factor task and in early simulation runs.
• The factors became available in a later dependent simulation run that evening.
• Repeated delays can make task completion signals unreliable for downstream strategies.
• The report raises a possible calculation-timing issue but does not establish its cause or resolution.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.