FIF Capacity Statistics For August 2009: New Record Peaks For NASDAQ’s OMDF, QBBO, NLS, UQDF, TotalView ITCH 3.1, OPRA, CTS, CQS, CME FIX/FAST, And BATS PITCH Europe

This month’s bulletin from the Financial Information Forum (FIF) finds that OMDF hit a new record of 1,238 mps over 1 second, up 516% from the previous month.

NASDAQ QBBO was up 55% at 90,295 mps over 5 second
NASDAQ NLS made a new peak of 27,135 mps, up 30%
NASDAQ UQDF was up 19% at 53,973 mps
The CME’s FIX/FAST made a new peak for the third month in a row, with 18,522 mps, up 15%.
Stock trading was also strong with SIAC’s CTS showing a new record for the third month in a row of 29,406 mps, up 15%.
SIAC CQS hit a record of 168,013 mps, up 12%
SIAC’s OPRA hit a record peak for a third straight month, up 7% at 1,189,913 messages per second (mps)
NASDAQ TotalView ITCH 3.1 hit a new record peak of 224,102 mps, up 5%
And BATS Europe PITCH made a new peak for the second month in a row of 73,955 mps.

The next meeting of the FIF MD Capacity WG is scheduled for September 24th @ 10:00 AM ET.

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