Sr. Market Data Software Engineer

@ Luxoft

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Canada

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Overview

Luxoft is hiring a Senior Market Data Software Engineer on a contract basis to design and maintain C++ market data feed handlers for exchange and third-party feeds. The work covers order books, feed recovery, latency and throughput optimization, and production support rotation. The posting names required C++, Linux, TCP/IP and UDP multicast experience, with nice-to-haves in exchange protocols and low-latency techniques.

Responsibilities:

Design and maintain C++ market data feed handlers
Build order books and normalized market data interfaces
Optimize latency, throughput and memory use
Monitor feed health and data quality
Investigate production issues on support rotation

Requirements summary:

Strong professional experience in modern C++
Experience with real-time or low-latency market data systems
Linux development and debugging experience
Knowledge of TCP/IP, UDP multicast and binary protocols
Understanding of market data concepts and recovery
Experience profiling performance and concurrency issues

Tools & skills

C++Linux Git CI/CD

Source and dates

Source type not verified · apify-linkedin

Employer posting date: 2026-11-10
First seen by our source: 2026-11-14
Source record updated: 2026-11-14

These dates describe the source record, not a live verification that the employer is still hiring. Check the original posting.

Job details

Seniority	Senior
Department	Software development
Travel	air: none · ground: none
Work setting	Office
Position	Mostly sitting
Physical demands	physical low · computer high
Languages	English

Summary and details written by AI from the posting; the employer’s posting is the authority.

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Luxoft

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Field	Value
Open jobs on Jobsy	29

Job description

Project Description

Responsibilities

Design, develop, and maintain C++ market data feed handlers for direct exchange feeds and third-party data providers.
Build and maintain order books, quote and trade processing, and normalized market data interfaces.
Implement sequence tracking, gap detection, recovery, snapshot processing, and feed arbitration.
Develop efficient subscription management and data distribution, including conflation and backpressure handling.
Optimize latency, throughput, CPU utilization, and memory consumption under peak market conditions.
Support trading sessions, exchange calendars, symbol mapping, trading status messages, and corporate action updates.
Build tools for packet capture analysis, feed replay, automated testing, and production diagnostics.
Monitor data quality, feed health, latency, and recovery performance.
Investigate production issues and participate in the team’s production support rotation.
Collaborate with OMS/EMS, infrastructure, QA, and client application teams on integration and delivery.

Skills

Must have

The ideal candidate combines strong modern C++ skills with experience in market data protocols, Linux, networking, and performance optimization.

Required Qualifications

Strong professional experience developing production systems in modern C++.
Experience building real-time market data or other high-throughput, latency-sensitive systems.
Strong understanding of multithreading, synchronization, memory management, data structures, and algorithms.
Experience developing and debugging applications on Linux.
Working knowledge of TCP/IP, UDP multicast, socket programming, and binary protocols.
Understanding of market data concepts, including quotes, trades, order books, sequencing, and recovery.
Experience profiling and diagnosing performance, concurrency, and memory issues.
Familiarity with Git, code reviews, automated testing, and CI/CD.
Ability to investigate complex issues and communicate clearly across engineering and business teams.

Nice to have

Experience with U.S. equities, options, or futures market data.
Familiarity with protocols such as Nasdaq ITCH, NYSE Pillar, Cboe PITCH, CME MDP, CTA, or UTP.
Experience with lock-free data structures, shared memory, CPU affinity, and cache-aware design.
Familiarity with hardware timestamping, PTP, kernel bypass, or specialized network interfaces.
Experience supporting redundant feeds, failover, and disaster recovery.
Python or shell scripting skills for testing, analysis, and operational tooling.
Familiarity with OMS/EMS integration and market data distribution to browser-based trading applications.