Datafeed Integration Engineer

Polygon.io, Inc; Northern (KY); Hybrid; USD 120,000 - 190,000; Full time

Job summary

Massive is seeking a senior engineer to lead the onboarding of proprietary market data feeds from U.S. and international exchanges.

This role requires experience handling production exchange integrations end to end, from interpreting specifications to shipping resilient, production-grade handlers. You will own feed onboarding end to end—parsing, normalization, validation, and launch—while ensuring correctness, completeness, and operational stability.

Qualifications

• Deep, hands-on experience onboarding proprietary exchange market data feeds in production
• Proven track record shipping and operating exchange feed handlers
• Strong understanding of market microstructure and exchange feed mechanics

Responsibilities

• Lead the integration of proprietary exchange feeds (trades, quotes, order books, reference data) from U.S. and international venues
• Own feed onboarding end to end: spec analysis, parser implementation, normalization, validation, and launch
• Design and implement robust feed handlers that handle real-world conditions: sequencing gaps, recoveries, halts, auctions, symbol lifecycle changes, and corrections
• Normalize heterogeneous exchange formats into consistent internal schemas
• Partner with internal teams to ensure feeds are reliable, well-documented, and production-ready
• Monitor live feeds and proactively identify data quality, latency, or correctness issues
• Coordinate exchange upgrades, feed changes, and incident response

Skills

Rust

Market data

Low-latency

Production systems

Data quality

Job description

We are looking for a senior engineer to lead the onboarding of proprietary market data feeds from U.S. and international exchanges. This is a specialized market data role for someone who has done this work before and understands the real complexity behind production exchange integrations.

We're looking for a senior engineer to lead the onboarding of proprietary market data feeds from U.S. and international exchanges. This role is for someone who has done this work before - multiple times and understands the real complexity behind production exchange integrations.

You will own exchange feed integrations end to end: from interpreting specifications to shipping resilient, production-grade handlers that downstream systems can trust. Correctness, completeness, and operational stability matter more than novelty.

This is a specialized market data role, not a general backend position.

Responsibilities

• Lead the integration of proprietary exchange feeds (trades, quotes, order books, reference data) from U.S. and international venues.
• Own feed onboarding end to end: spec analysis, parser implementation, normalization, validation, and launch.
• Design and implement robust feed handlers that handle real-world conditions: sequencing gaps, recoveries, halts, auctions, symbol lifecycle changes, and corrections.
• Normalize heterogeneous exchange formats into consistent internal schemas.
• Partner with internal teams to ensure feeds are reliable, well-documented, and production-ready.
• Monitor live feeds and proactively identify data quality, latency, or correctness issues.
• Coordinate exchange upgrades, feed changes, and incident response.

Skills & Qualifications

• Deep, hands-on experience onboarding proprietary exchange market data feeds in production at a market data provider, exchange, or trading firm.
• Proven track record shipping and operating exchange feed handlers, not just prototyping them.
• Strong understanding of market microstructure and exchange feed mechanics: sequencing, snapshots, incrementals, recovery, multicast vs TCP.
• Experience working with both U.S. and international exchanges, including calendars, time zones, and venue-specific behavior.
• Ability to interpret ambiguous exchange specs and resolve edge cases through data and reasoning.
• Strong Rust experience, including building and operating low-latency, production systems.
• High bar for correctness, data quality, and operational reliability.
• Experience owning major feed launches or exchange migrations.
• Familiarity with data quality checks, cross-venue reconciliation, and downstream data products.
• Exposure to exchange licensing models and usage constraints.

About Massive

At Massive we are on a mission to help developers build the future of fintech. We are committed to democratizing access to the world's financial market data and enabling developers to build the future of fintech. Join us and be part of a team that is revolutionizing the way we interact with money and value.

Massive is an equal opportunity employer and complies with all applicable federal, state, and local fair employment practices laws. We strictly prohibit and do not tolerate harassment or discrimination against employees, applicants, or any other covered persons because of race, color, religion, creed, national origin or ancestry, ethnicity, sex, gender, gender identity, age, physical or mental disability, citizenship, sexual orientation, past, current or prospective service in the uniformed services. To request a reasonable accommodation, please email [e-mail] .

Benefits for full time offers from Massive include, but are not limited to, comprehensive medical plans, 401(k), and unlimited time off. When determining a candidate's compensation, we consider a number of factors including skillset, experience, job scope, and current market data.

Before submitting your application, please take a minute to review our Applicant Privacy Notice , which describes the data we collect, why we collect it, and how we use it. By submitting your application, you consent to our Applicant Privacy Notice .

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