Role Overview
GoCharting is a web-native charting and trading workflow platform with institutional-grade orderflow and DOM tools. We are the only platform that delivers these capabilities fully on the web. This role is a hands-on backend and data-engineering position focused on hardening our real-time market data infrastructure, which is our single biggest infrastructure concern.
You will work directly alongside the CTO to connect more brokers and exchanges, ensure feed reliability, and build the data pipelines and APIs that power the platform. Experience with financial/market data is essential.
Responsibilities
- Build and own broker & exchange integrations — authentication/OAuth, connection health, instrument/symbol mapping, and account sync across our broker roster.
- Build and maintain the market-data pipelines — real-time tick ingestion, aggregation into bars/OHLC across timeframes, snapshots, and historical backfill.
- Own data quality and feed reliability — normalize and clean dirty/inconsistent vendor data, detect gaps and lag, and alert on feed health.
- Model the data — symbols, exchanges, contract specs, trading hours, and market differences.
- Build and maintain the APIs and connections — services and contracts that deliver data to the terminal and partners.
- Keep the lights on and the data honest — instrument the pipeline, find the root cause of freezes and feed gaps, and close them.
Requirements
Must-haves:
- 5–8 years backend / data engineering experience, strong in Go (or strongly adjacent systems language).
- Experience with financial / market data (ticks, OHLC, order book) and understanding of its structure and common failure points (gaps, timezones, symbology).
- Strong data-pipeline / ETL and API-integration skills — end-to-end ownership of ingestion, transformation, and delivery.
- Database and SQL rigor, with strong data-cleaning and normalization discipline.
- High autonomy, comfortable working directly with the CTO in a lean team.
- Must be in-person in our Chennai office.
Nice-to-haves:
- Prior experience inside a broker, exchange, or market-data vendor backend.
- Real-time / streaming infrastructure experience (WebSocket, message queues, time-series storage).
- FIX or other market-data/connectivity protocols; DOM / orderflow / tick-data exposure.
- Familiarity with Indian (NSE/MCX/SEBI) and US (CME) market structure.