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Datafeed Integration Engineer

Polygon.io

United StatesRemoteFull-timeNo compensation foundPosted 7mo agoVerified open 5 days ago

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At a glance

Compensation
No compensation found
Location
United StatesRemote
Schedule
Full-time
Work Authorization
Not specified

Job overview

Polygon.io is hiring a Datafeed Integration Engineer. Polygon.io is seeking a senior Datafeed Integration Engineer to lead the onboarding of proprietary market data feeds from U.S. and international exchanges. This specialized role requires experience with production exchange integrations, focusing on correctness, completeness, and operational stability. The engineer will own the end-to-end integration process, from interpreting specifications to shipping resilient handlers for downstream systems.

Key focus areas include Lead the integration of proprietary exchange feeds from U.S. and international venues, Own feed onboarding end to end: spec analysis, parser implementation, normalization, validation, and launch, and Design and implement robust feed handlers that handle real-world conditions.

Successful candidates bring Deep Hands‑On Experience Onboarding Proprietary Exchange Market Data Feeds In Production, Proven Track Record Shipping And Operating Exchange Feed Handlers, and Strong Understanding Of Market Microstructure And Exchange Feed Mechanics. Important skills include Rust, Low-Latency System Building, Production System Operation, Interpreting Ambiguous Exchange Specs, and Resolving Edge Cases. Preferred (not required): Data Quality Checks, Cross-Venue Reconciliation, Downstream Data Products, and Exchange Licensing Models.

Skills & qualifications

RequiredNice to have

Skills

RustLow-Latency System BuildingProduction System OperationInterpreting Ambiguous Exchange SpecsResolving Edge CasesData Quality ChecksCross-Venue ReconciliationDownstream Data ProductsExchange Licensing ModelsUsage ConstraintsProblem-Solving

Qualifications

Experience Onboarding Proprietary Exchange Market Data FeedsExperience Shipping Exchange Feed HandlersExperience Operating Exchange Feed HandlersStrong Understanding of Market MicrostructureStrong Understanding of Exchange Feed MechanicsExperience Working With U.S. ExchangesExperience Working With International ExchangesExperience Owning Major Feed LaunchesExperience Owning Exchange Migrations

Full job description

Datafeed Integration Engineer

USA

Engineering

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.

Apply Now 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!

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