Market data infrastructure for algorithmic trading and quantitative finance
Databento delivers live and historical market data feeds to quantitative traders and financial technologists on a pay-for-what-you-use model. The stack is production-grade—Python, C++, Rust, Kubernetes, ClickHouse—built by founders from high-frequency trading firms (Two Sigma, Virtu, Tower Research). The tight hiring velocity and focus on technical sales and data-sample projects suggest they're optimizing for developer friction; cumbersome onboarding and complex APIs are explicitly being addressed.
Databento provides a self-service market data platform serving algorithmic traders, quant funds, and financial institutions. The product spans both historical backtesting data (terabytes of market snapshots) and real-time exchange connectivity, with options for raw PCAP data, normalized feeds, usage-based pricing, and fixed monthly subscriptions. Founded in 2019 by former trading-desk operators, the company operates from Salt Lake City and has achieved over 12,000 customers across startups and institutional clients. The engineering-focused stack (Kubernetes, ClickHouse, FastAPI) and active work on technical sales processes and data samples indicate ongoing product simplification.
Core stack includes Python, C++, and Rust for data pipelines and APIs. Frontend uses TypeScript and React; infrastructure runs on Kubernetes and Docker Swarm.
Yes. As of the latest 30 days, there are 6 active open roles across sales (2), engineering (1), and marketing (1), with most positions at mid-level seniority.
Salt Lake City, Utah. The company also has hiring activity in China.
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