Project description
The ideal candidate combines strong modern C++ skills with experience in market data protocols, Linux, networking, and performance optimization. Responsibilities • Design, develop, and maintain C++ market data feed handlers for direct exchange feeds and third-party data providers. • Build and maintain order books, quote and trade processing, and normalized market data interfaces. • Implement sequence tracking, gap detection, recovery, snapshot processing, and feed arbitration. • Develop efficient subscription management and data distribution, including conflation and backpressure handling. • Optimize latency, throughput, CPU utilization, and memory consumption under peak market conditions. • Support trading sessions, exchange calendars, symbol mapping, trading status messages, and corporate action updates. • Build tools for packet capture analysis, feed replay, automated testing, and production diagnostics. • Monitor data quality, feed health, latency, and recovery performance. • Investigate production issues and participate in the team’s production support rotation. • Collaborate with OMS/EMS, infrastructure, QA, and client application teams on integration and delivery. Required Qualifications • Strong professional experience developing production systems in modern C++. • Experience building real-time market data or other high-throughput, latency-sensitive systems. • Strong understanding of multithreading, synchronization, memory management, data structures, and algorithms. • Experience developing and debugging applications on Linux. • Working knowledge of TCP/IP, UDP multicast, socket programming, and binary protocols. • Understanding of market data concepts, including quotes, trades, order books, sequencing, and recovery. • Experience profiling and diagnosing performance, concurrency, and memory issues. • Familiarity with Git, code reviews, automated testing, and CI/CD. • Ability to investigate complex issues and communicate clearly across engineering and business teams. Preferred Qualifications • Experience with U.S. equities, options, or futures market data. • Familiarity with protocols such as Nasdaq ITCH, NYSE Pillar, Cboe PITCH, CME MDP, CTA, or UTP. • Experience with lock-free data structures, shared memory, CPU affinity, and cache-aware design. • Familiarity with hardware timestamping, PTP, kernel bypass, or specialized network interfaces. • Experience supporting redundant feeds, failover, and disaster recovery. • Python or shell scripting skills for testing, analysis, and operational tooling. • Familiarity with OMS/EMS integration and market data distribution to browser-based trading applications.
Responsibilities
- The ideal candidate combines strong modern C++ skills with experience in market data protocols, Linux, networking, and performance optimization. Responsibilities
- Design, develop, and maintain C++ market data feed handlers for direct exchange feeds and third-party data providers.
- Build and maintain order books, quote and trade processing, and normalized market data interfaces.
- Implement sequence tracking, gap detection, recovery, snapshot processing, and feed arbitration.
- Develop efficient subscription management and data distribution, including conflation and backpressure handling.
- Optimize latency, throughput, CPU utilization, and memory consumption under peak market conditions.
- Support trading sessions, exchange calendars, symbol mapping, trading status messages, and corporate action updates.
- Build tools for packet capture analysis, feed replay, automated testing, and production diagnostics.
- Monitor data quality, feed health, latency, and recovery performance.
- Investigate production issues and participate in the team’s production support rotation.
- Collaborate with OMS/EMS, infrastructure, QA, and client application teams on integration and delivery. Required Qualifications
- Strong professional experience developing production systems in modern C++.
- Experience building real-time market data or other high-throughput, latency-sensitive systems.
- Strong understanding of multithreading, synchronization, memory management, data structures, and algorithms.
- Experience developing and debugging applications on Linux.
- Working knowledge of TCP/IP, UDP multicast, socket programming, and binary protocols.
- Understanding of market data concepts, including quotes, trades, order books, sequencing, and recovery.
- Experience profiling and diagnosing performance, concurrency, and memory issues.
- Familiarity with Git, code reviews, automated testing, and CI/CD.
- Ability to investigate complex issues and communicate clearly across engineering and business teams. Preferred Qualifications
- Experience with U.S. equities, options, or futures market data.
- Familiarity with protocols such as Nasdaq ITCH, NYSE Pillar, Cboe PITCH, CME MDP, CTA, or UTP.
- Experience with lock-free data structures, shared memory, CPU affinity, and cache-aware design.
- Familiarity with hardware timestamping, PTP, kernel bypass, or specialized network interfaces.
- Experience supporting redundant feeds, failover, and disaster recovery.
- Python or shell scripting skills for testing, analysis, and operational tooling.
- Familiarity with OMS/EMS integration and market data distribution to browser-based trading applications.
SKILLS
Must have
- The ideal candidate combines strong modern C++ skills with experience in market data protocols, Linux, networking, and performance optimization. Responsibilities
- Design, develop, and maintain C++ market data feed handlers for direct exchange feeds and third-party data providers.
- Build and maintain order books, quote and trade processing, and normalized market data interfaces.
- Implement sequence tracking, gap detection, recovery, snapshot processing, and feed arbitration.
- Develop efficient subscription management and data distribution, including conflation and backpressure handling.
- Optimize latency, throughput, CPU utilization, and memory consumption under peak market conditions.
- Support trading sessions, exchange calendars, symbol mapping, trading status messages, and corporate action updates.
- Build tools for packet capture analysis, feed replay, automated testing, and production diagnostics.
- Monitor data quality, feed health, latency, and recovery performance.
- Investigate production issues and participate in the team’s production support rotation.
- Collaborate with OMS/EMS, infrastructure, QA, and client application teams on integration and delivery. Required Qualifications
- Strong professional experience developing production systems in modern C++.
- Experience building real-time market data or other high-throughput, latency-sensitive systems.
- Strong understanding of multithreading, synchronization, memory management, data structures, and algorithms.
- Experience developing and debugging applications on Linux.
- Working knowledge of TCP/IP, UDP multicast, socket programming, and binary protocols.
- Understanding of market data concepts, including quotes, trades, order books, sequencing, and recovery.
- Experience profiling and diagnosing performance, concurrency, and memory issues.
- Familiarity with Git, code reviews, automated testing, and CI/CD.
- Ability to investigate complex issues and communicate clearly across engineering and business teams.
Nice to have
Preferred Qualifications • Experience with U.S. equities, options, or futures market data. • Familiarity with protocols such as Nasdaq ITCH, NYSE Pillar, Cboe PITCH, CME MDP, CTA, or UTP. • Experience with lock-free data structures, shared memory, CPU affinity, and cache-aware design. • Familiarity with hardware timestamping, PTP, kernel bypass, or specialized network interfaces. • Experience supporting redundant feeds, failover, and disaster recovery. • Python or shell scripting skills for testing, analysis, and operational tooling. • Familiarity with OMS/EMS integration and market data distribution to browser-based trading applications.