New record peaks for BX TotalView ITCH 3.2, UTDF, Level 2 and QBBO from NASDAQ, CQS and OPRA from SIAC and CEF Core Eurex from Deutsche Börse
This month’s bulletin from the Financial Information Forum (FIF) finds that NASDAQ BX TotalView ITCH 3.2 was up 28% to 126,146 mps over the 1 second interval
SIAC CQS was at a record 298,521 mps, up 26%
NASDAQ UTDF was up by 26% at 27,795 mps
SIAC OPRA hit a record peak of 1,969,202 mps, up by 15%
NASDAQ QBBO and Level 2 were up by 47% and 31% at 100,485 mps and 51,421 mps respectively over the 5 second interval
In the European markets, message rates from Deutsche Börse over the 1 second interval were at a record high with CEF Ultra Core Eurex up 6% at a new record peak of 52,637 mps
The next meeting of the FIF MD Capacity WG is scheduled for September 23th @ 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, 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
