Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

FIF Capacity Statistics For April 2010 - New Record Peaks For NASDAQ TotalView ITCH 3.1, BX TotalView ITCH 3.1, BONO, ITTO, CME MDP FIX/FAST, SIAC CQS And NYSE ArcaBook Equities - Growth in european exchanges - Deutsche Börse CEF Ultra+Eurex And Ultra+Xe

Date 19/05/2010

This month’s bulletin from the Financial Information Forum (FIF) finds that NASDAQ TotalView ITCH 3.1 and BX TotalView ITCH 3.1 were up 57% and 50% with new record peaks of 306,860 mps and 83,324 mps
  • NASDAQ BONO was up 36%, hitting a new record of 138,993 messages over 1 second
  • NASDAQ ITTO was up a record 15% at 217,893 messages over 1 second
  • On the equities side, NYSE ArcaBook was up to 267,326 mps
  • CME MDP FIX/FAST, up 27%, hit a new record peak of 22,095 mps
  • Among the SIPs, SIAC CQS was at a record 226,017 mps, up 25%
In European Markets:
  • Deutsche Börse CEF Ultra + Eurex grew by 11% to 31,557 mps whereas the Ultra + Xetra followed a 12% increase to 6,037 mps

The next meeting of the FIF MD Capacity WG is scheduled for May 20th @ 10:00 AM ET.

The FIF provides key data points for market data rates. Percentage increases based on a comparison between March and April 1 second peaks (unless specified). Monthly data for OPRA, CTA, UTP, BATS U.S. and Europe, NASDAQ Proprietary, LSE, Euronext, NYSE ArcaBook Equities and Options, CME Group, Toronto and Deutsche Börse feeds are available for FIF members at http://www.fif.com/md_capacity