- London, England, United Kingdom
- Full-time
- 7+ years
Support a client’s futures algorithmic trading platform by migrating market data integration from LSEG/Refinitiv RFA to Real-Time SDK (RTSDK).
Responsibilities
- Compare RFA and RTSDK market data fields across supported futures and options exchanges
- Design and implement the RTSDK integration in the Java application and shared framework libraries
- Plan and implement a phased rollout that maintains backward compatibility
- Use test-driven development, automated tests and regression testing to verify consistency after migration
- Work with client developers, QA, trading and business stakeholders
Requirements
- Nice to have: previous RFA-to-RTSDK migration
- Nice to have: low-latency trading systems
- Nice to have: shared frameworks or libraries
- Nice to have: market data normalisation
- Nice to have: exchange-specific feed behaviour