Datafeed Integration Engineer

Polygon.io; United States; On-site; Full time

Job summary

A leading fintech company is seeking a Senior Engineer to lead the onboarding of proprietary market data feeds from U.S. and international exchanges. The role demands expertise in operating exchange feed handlers, strong Rust programming skills, and a deep understanding of market microstructure. Responsibilities include managing end-to-end integration processes and ensuring data quality and operational reliability. Join a dynamic team committed to revolutionizing financial market data access.

Qualifications

• Hands-on experience with market data provider, exchange, or trading firm.
• Proven track record in operating feed handlers.
• Experience with market data mechanics and recovery.
• Ability to resolve edge cases with data reasoning.
• Strong Rust experience for low-latency systems.

Responsibilities

• Lead integration of proprietary exchange feeds from U.S. and international venues.
• Own onboarding end to end, including spec analysis and validation.
• Design and implement robust feed handlers for real-world conditions.
• Monitor live feeds and identify data quality issues.
• Coordinate upgrades and incident response for exchanges.

Skills

Onboarding proprietary exchange market data feeds

Shipping exchange feed handlers

Understanding market microstructure

Working with U.S. and international exchanges

Interpreting ambiguous exchange specs

Rust programming

Data quality and operational reliability

Cross-venue reconciliation

Job description

About The Role

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.

If you are a passionate problem‑solver who thrives in a dynamic and innovative environment, we encourage you to apply!