I work for an OTC company.
Here is the background on the workflow. Taker (Buyer) --> Requests a quote on derivatives --> Maker(Quoter) responds with quotes (bid/ask) ---> Taker either buys/sells ( traded) or takes no action on the quote. The quote can be sent and received from multiple makers.
Let me know if my star schema is correct.
I am thinking of takers, makers as dimension tables. Requests as one fact table and quotes as another fact table. Is this approach correct?
So you’ve started to identify your measures, once you’ve identified them all the next steps are: