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Senior Software Engineer - Market Depth
Our product Bloomberg's API, known as "BLPAPI", provides an interface for accessing various data sets to Enterprise customers around the world. Our team develops real-time services that will use Bloomberg's enterprise distribution infrastructure to provide these data sets using a request/response or publish/subscribe model. These services, which are a part of the Market Depth product suite, provide access to premium market data known as Market Depth in the financial industry. Market Depth represents a structured table (or "book") of all open buy and sell orders on a trading venue that are competing for the best price available for a tradable financial asset. The responsibility of the Enterprise Market Depth team is to normalize, build, enrich and distribute these "b


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