Trading Technologies

High-performance trading software and data solutions

Market Data Engineer

Backend EngineeringUpdated on Nov 13

Full-timeNew York, NY, USA$180k - $220k /yrHybrid

About the Job

Requirements

At least 8 to 10+ years of relevant professional experience in software engineering and financial market data systems.
Strong financial market data knowledge and C# development experience.
Strong working knowledge of Equities, Futures, Options, Foreign Exchange, and Fixed Income market data.
Hands-on experience with Snowflake and AWS Cloud services.
Strong hands-on SQL development experience.
Strong experience with Microsoft SQL Server, including complex queries, stored procedures, performance tuning, and troubleshooting.
Strong debugging, analytical, and problem-solving skills.
Understanding of reference data, instrument identifiers, symbology, exchange and venue mappings, end-of-day pricing, and intraday pricing.
Practical experience integrating external market data feeds, preferably ICE, Refinitiv/LSEG, or comparable vendors.
Hands-on C# development experience building or maintaining feed handlers, market data applications, or other real-time data processing systems.
Ability to independently troubleshoot production issues, own technical deliverables, and work with minimal supervision.
A bachelor's degree in Computer Science, Data Engineering, or a related field.

Responsibilities

Build, maintain, and support market data feed handlers and downstream data processing systems.
Integrate and support market data feeds from ICE, Refinitiv, and other providers, including vendor-specific message formats, instrument identifiers, entitlements, and feed configuration.
Support Equities, Futures, Options, Foreign Exchange, and Fixed Income market data, including asset-specific pricing, trading conventions, identifiers, and data requirements.
Develop and maintain instrument mappings, security and contract identifiers, exchange and venue mappings, currency attributes, and other reference data.
Support end-of-day pricing, intraday pricing, historical data, and related data quality controls.
Develop, enhance, and maintain C# applications that connect to market data vendors, receive and process market data, and deliver data reliably to downstream systems.
Process intraday trades and quotes, including Level 1 top-of-book data and Level 2 market depth data where supported by the feed.
Troubleshoot feed interruptions, missing or delayed messages, data gaps, processing bottlenecks, and recovery scenarios; improve application stability, throughput, and resilience.
Write and optimize SQL queries, stored procedures, and data processing workflows supporting market data storage and downstream applications.
Develop and support Snowflake ingestion, transformations, validation, reconciliation, and analytical data workflows.
Use Python and scripting tools to automate validation, monitoring, reconciliation, and operational tasks.
Investigate market data discrepancies, perform root-cause analysis, implement corrective actions, and support critical production processing and SLAs.
Help modernize market data processing and migrate appropriate data workflows from SQL Server to Snowflake and AWS-based infrastructure.
Work with Trade Cost Analysis engineers, product teams, and other stakeholders to deliver new market data capabilities and maintain existing services.
Support and continuously improve C# feed processing and SQL Server/Snowflake data workflows.
Use AI-assisted development tools to accelerate development, debugging, testing, refactoring, and migration work, and independently validate generated code for correctness, security, performance, and maintainability.

Desired Qualifications

Familiarity with vendor APIs, feed protocols, entitlement management, and vendor-specific message formats.
Experience with high-volume market data, tick data, trade and quote normalization, and market data quality controls.
Experience with Snowflake, AWS/S3, and Apache Airflow or similar orchestration tools.
Experience with SQL Server performance tuning and large-scale data processing.
Experience supporting Trade Cost Analysis, trading analytics, or financial market data platforms.
Experience with Apache Airflow or similar orchestration technologies.
Experience with AWS, particularly S3 and data services.
Experience with Git, CI/CD, Liquibase, and automated deployment processes.
Experience with data quality, reconciliation, and data governance.
Experience with Transaction Cost Analysis or other financial analytics.
Snowflake or AWS certification.

We are looking for an experienced Market Data Engineer with at least 8 to 10+ years of relevant professional experience in software engineering and financial market data systems. Must have strong financial market data knowledge and C# development experience to build, maintain, and support market data feed handlers and downstream data processing systems.

The role spans Equities, Futures, Options, Foreign Exchange (FX), and Fixed Income, working with vendors such as ICE, Refinitiv, S&P and other market data providers. The ideal candidate has practical experience integrating market data feeds, processing real-time trades and quotes, managing reference data and pricing data, and developing reliable production systems.

This person will work across our existing SQL Server environment and Snowflake cloud data platform to ensure market data is accurate, complete, reliable, and available for downstream Trade Cost Analysis (TCA) and analytics applications. The role requires strong hands-on technical skills, independent problem-solving, and the ability to support critical production data processes.

Tech Stack

Languages: C#, SQL, Python - scripting experience
Databases: Microsoft SQL Server, Snowflake
Data Engineering: ETL/ELT, Apache Airflow, data pipelines
Cloud: AWS, including S3 and other AWS data services
Development: Git, CI/CD, Liquibase, automated testing and deployment
Data: Market data, trade data, transaction cost analysis, and financial data

What Success looks like

Market data across supported asset classes is accurate, complete, and timely.
Vendor feeds are integrated correctly, with appropriate handling of interruptions and data recovery.
Market data feed handlers are reliable, performant, and maintainable.
Production issues can be independently diagnosed and resolved.
C# feed processing and SQL Server/Snowflake data workflows are supported and continuously improved.

Vendor Feed Integration: Integrate and support market data feeds from ICE, Refinitiv, and other providers, including vendor-specific message formats, instrument identifiers, entitlements, and feed configuration.
Multi-Asset Market Data: Support Equities, Futures, Options, FX, and Fixed Income market data, understanding asset-specific pricing, trading conventions, identifiers, and data requirements.
Reference Data: Develop and maintain instrument mappings, security and contract identifiers, exchange and venue mappings, currency attributes, and other reference data.
Pricing Data: Support end-of-day pricing, intraday pricing, historical data, and related data quality controls.
C# Feed Handler Development: Develop, enhance, and maintain C# applications that connect to market data vendors, receive and process market data, and deliver data reliably to downstream systems.
Real-Time Data Processing: Process intraday trades and quotes, including Level 1 top-of-book data and Level 2 market depth data, where supported by the feed.
Feed Reliability and Performance: Troubleshoot feed interruptions, missing or delayed messages, data gaps, processing bottlenecks, and recovery scenarios. Improve application stability, throughput, and resilience.
SQL Server Development: Write and optimize SQL queries, stored procedures, and data processing workflows that support market data storage and downstream applications.
Snowflake Data Engineering: Develop and support Snowflake ingestion, transformations, validation, reconciliation, and analytical data workflows.
Python and Automation: Use Python and scripting tools to automate validation, monitoring, reconciliation, and operational tasks.
Production Support: Investigate market data discrepancies, perform root-cause analysis, implement corrective actions, and support critical production processing and SLAs.
Platform Modernization: Help modernize market data processing and migrate appropriate data workflows from SQL Server to Snowflake and AWS-based infrastructure.
Cross-Team Collaboration: Work with TCA engineers, product teams, and other stakeholders to deliver new market data capabilities and maintain existing services.

Educational Background:

Bachelor’s degree in Computer Science, Data Engineering, or a related field.

Technical Skills:

Strong working knowledge of Equities, Futures, Options, FX, and Fixed Income market data.
Hands-on experience with Snowflake and AWS Cloud services.
Strong hands-on SQL development experience.
Strong experience with Microsoft SQL Server, including complex queries, stored procedures, performance tuning, and troubleshooting.
Strong debugging, analytical, and problem-solving skills.
Understanding reference data, instrument identifiers, symbology, exchange and venue mappings, end-of-day pricing, and intraday pricing.
Practical experience integrating external market data feeds, preferably ICE, Refinitiv/LSEG, or comparable vendors.
Hands-on C# development experience building or maintaining feed handlers, market data applications, or other real-time data processing systems.
Ability to independently troubleshoot production issues, own technical deliverables, and work with minimal supervision.

Preferred Experience:

Familiarity with vendor APIs, feed protocols, entitlement management, and vendor-specific message formats.
Experience with high-volume market data, tick data, trade and quote normalization, and market data quality controls.
Experience with Snowflake, AWS/S3, and Apache Airflow or similar orchestration tools.
Experience with SQL Server performance tuning and large-scale data processing.
Experience supporting Trade Cost Analysis (TCA), trading analytics, or financial market data platforms.
Experience with Apache Airflow or similar orchestration technologies.
Experience with AWS, particularly S3 and data services.
Experience with Git, CI/CD, Liquibase and automated deployment processes.
Experience with data quality, reconciliation, and data governance.
Experience with Transaction Cost Analysis (TCA) or other financial analytics.
Snowflake or AWS certification.

AI-Assisted Development:

We encourage engineers to use modern AI-assisted development tools, such as Claude Code to accelerate development, debugging, testing, refactoring, and migration work.
Candidates should understand how to use AI effectively while independently validating generated code for correctness, security, performance, and maintainability.

About the Company

Trading Technologies

High-performance trading software and data solutions

Trading Technologies provides professional trading software, infrastructure, and data services for capital markets, supporting futures, options, and cryptocurrency trading. Its platform is fast and reliable, offering charting, spreading, and algorithmic trading tools delivered through licensing or subscription, with optional hosting, network, and exchange connectivity services. The company differentiates itself with enterprise-grade, speed-focused infrastructure and a broad asset-class platform that complements the software with added data services. Its goal is to help professional traders and institutions trade more efficiently and stay compliant through high-performance tools and data capabilities.

Company size: 1,001-5,000
Company stage: Not listed
Total funding: Not listed
Headquarters: Chicago, IL
Founded: 1994

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