Job Description
- Historical Data Capture and Storage: Design develop and maintain systems for the acquisition storage and retrieval of historical market data from multiple financial exchanges brokers and market data vendors
- Data Integrity and Accuracy: Ensure the integrity and accuracy of historical market data including implementing data validation cleansing and normalization processes.
- Data Architecture Development: Build and optimize data storage solutions ensuring they are scalable high-performance and capable of managing large volumes of time-series data.
- Versioning and Reconciliation: Develop systems for data versioning and reconciliation to ensure that changes in exchange formats or corrections to past data are properly handled.
- Data Source Integration: Implement robust integrations with various market data providers exchanges and proprietary data sources to continuously collect and store historical data.
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