SENIOR SOFTWARE ENGINEER - MARKET DATA

About this job

THE ROLE Before a strategy can price anything, a packet has to arrive, be decoded, sequenced, book-built, normalized, timestamped, and delivered - in microseconds, correctly, around the clock, because markets never sleep. You own that path, and the capture, archive, and replay that give the same data a second life in research. A stale book or a silent gap loses money faster than almost any other bug we can write. WHAT YOU'LL OWN Feed handlers: Ingestion from everything we price against. Centralized exchange venues over WebSocket, FIX, and proprietary binary protocols, plus the reference feeds around them, futures and FX included - sequencing, gap detection and recovery, reconnect logic that survives the ugliest exchange behavior.…

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