- Scope venue specifications, identify platform gaps, and estimate setup work.
- Design venue connectivity with infrastructure, including colocation or proxy, network lines, addresses, multicast groups, firewall rules, and failover.
- Adapt market data and order entry connectors to venue protocols, including session handling, recovery, throttles, and reject handling.
- Collect venue product definitions and risk parameters and deliver the raw information to the team responsible for normalization.
- Convert venue archives and captured feeds into the platform format and validate them against live captures.
- Measure and tune latency using hardware timestamps, host placement, NIC and kernel-bypass settings, pinning, connector hot paths, and gateway selection.
- Pass venue and internal certification tests, including replay, soak, order-flow scenarios, and failover.
- Write operating instructions for the desk and operations, and walk the desk through the first day.
- Support go-live, the first live trade, hypercare, and handover.
C++AlgorithmsData Structures