Convert data parsers from Python to C++

The project is to convert 50 data parsers from Python to C++, maintaining the integrity of the data by rigorously comparing the Python output with the C++ output with both unit tests and by running tools to compare entire days of output. The Python parser and the data will be provided.

The data volume is 1000GB of new data across 50,00,000 transactions on weekly basis.

Responsibilities

Migration of Python data parsers into C++ to improve performance, precisely maintaining existing functionality
Development of Google Test unit tests for the new C++ code
Comparison of the C++ / Python output using existing tools

Knowledge of data protocols such as ITCH, EOBI, iMpact, Optiq, GTP (Group Ticker Plant)
writing production-level C++ and delivering functioning, well-tested systems.
Knowledge of Python development and development on Linux platform