Senior Datafeed Integration Engineer - Production-Grade Feeds

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

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.