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C++ Senior Engineer - Market Data
Posted Sep 11, 2026 · We last checked this listing on Oct 6, 2026
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Likely interview questions for this role
Written from this job description, not a generic list. Each one notes what the interviewer is really checking.
About your past
Tell me about a time you had to co-design something across software and hardware, like tuning for NIC offload, kernel bypass, or CPU cache behavior.
What they are checking: real experience with hardware/software co-design as claimed in the posting, not just theoretical knowledge
Tell me about a time you had to push back on a quant or trader who wanted something built fast and ad hoc, when you believed it needed a more careful design.
What they are checking: ability to balance engineering rigor against business urgency without being obstructive
Tell me about a project where you worked closely with traders or quants from idea to production. What did that collaboration actually look like day to day?
What they are checking: whether the candidate can operate effectively across the trader-engineer boundary this role requires
Describe the worst production incident you've been part of that involved market data or a similarly time-critical system. What broke, and what changed afterward?
What they are checking: ownership, honesty about failure, and whether lessons translated into lasting process or design improvements
Why are you interested in market data specifically, rather than trading strategy or execution systems?
What they are checking: genuine motivation and fit for a role that is foundational but less visible than strategy-facing engineering
What would you do
A trading strategy team tells you the market data feed looks 'off' but they can't say exactly how. Walk me through how you'd triage that.
What they are checking: speed and rigor of debugging under ambiguity, a skill explicitly called out in the posting
If a market data feed suddenly starts dropping packets or arriving out of order during live trading, what's your immediate plan, and how does the fix differ if it's a network issue versus a bug in your handler?
What they are checking: operational judgment and understanding of failure modes in production trading infrastructure
About the work
Walk me through a low-latency feed handler you built or worked on. What market data protocol was it parsing, and where did the time actually go?
What they are checking: whether the candidate has hands-on depth with real feed handler internals versus surface familiarity with the term
Say you're parsing MDP3 or ITCH messages and you need to shave microseconds off the hot path. Where do you start looking, and how do you measure whether a change actually helped?
What they are checking: practical grasp of profiling and optimization discipline rather than guesswork tuning
How do you think about memory layout and cache lines when you're writing a struct that will be touched on every single market data update?
What they are checking: depth in low-level systems programming and mechanical sympathy with modern CPUs
Describe a multithreaded system you built where correctness and latency were both non-negotiable. What synchronization approach did you use and why?
What they are checking: ability to reason about concurrency tradeoffs like lock-free structures versus locks under real latency constraints
What do you know about how exchanges like CME or Nasdaq structure their market data feeds, and how does that shape the way you design a handler for them?
What they are checking: specific protocol-level knowledge beyond generic networking, tied to the named protocols in the posting
How would you design a distributed system that fans out normalized market data to dozens of downstream trading strategies with minimal added latency?
What they are checking: system design ability at the scale and latency sensitivity this platform demands
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Practice this out loudThe full job description
As published by Chicago Trading Company.