Senior Market Data Feed Integration Engineer

Massive; Atlanta (GA); On-site; USD 140,000 - 210,000; Full time

Job summary

Massive seeks a senior engineer to own the onboarding of proprietary market data feeds from U.S. and international exchanges. You will lead end-to-end onboarding from specifications to production-grade, reliable handlers that downstream systems can trust.

You will implement robust feed handlers, normalize formats, and coordinate upgrades while ensuring data quality, latency management, and operational reliability across global venues.

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.

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 onboarding

Production systems

Low latency

Data quality

Operational reliability

Data normalization

Troubleshooting

Job description

Massive seeks a senior engineer to own the onboarding of proprietary market data feeds from U.S. and international exchanges. You will lead end-to-end onboarding from specifications to production-grade, reliable handlers that downstream systems can trust.

You will implement robust feed handlers, normalize formats, and coordinate upgrades while ensuring data quality, latency management, and operational reliability across global venues.