This month’s bulletin from the Financial Information Forum (FIF) finds that DEUTSCHE BOERSE CEF CORE TOTAL and NYSE ARCABOOK OPTIONS were up a record 7% to 165,214 mps and 4% to 1,478,188 mps respectively over the 1 second interval.
Other noticeable increases include NASDAQ BX TOTALVIEW ITCH up by 79% to 58,734 mps over the 1 second interval, DIRECT EDGE EDGX up by 46% to 134,950 mps over the 1 second interval, CME MDP FIXFAST up by 35% to 27,764 mps on the 1 second interval, DIRECT EDGE EDGA up 31% to 84,083 mps on the 1 Second interval, SIAC CQS up by 31% to 535,662 mps on the 1 second interval, BATS BZX PITCH up by 24% to 252,214 mps on the 1 second Interval, BATS BYX TOP up by 23% to 56,296 mps on the 1 second interval, NASDAQ LEVEL 2 up by 17% to 44,447 mps on the 5 second interval, DEUTSCHE BOERSE CEF ULTRA + EUREX up by 8% to 30,653 mps on the 1 second interval, BATS BYX PITCH up by 7% to 119,828 mps on the 1 second interval, BATS BZX TOP up by 7% to 100,926 mps on the 1 second interval, SIAC CTS up by 5% to 53,723 mps on the 1 second interval, NASDAQ TOTALVIEW - AGGREGATED up by 3% to 64,399 mps on the 5 second interval, DEUTSCHE BOERSE CEF CORE EUREX up by 3% to 66,701 mps on the 1 second interval, NASDAQ TOTALVIEW - ITCH up by 3% to 628,586 mps on the 1 second interval, NYSE AMEX OPTIONS up by 1% to 1,421,504 mps on the 1 second interval and NYSE ARCABOOK EQUITIES up by 1% to 318,086 mps on the 1 second interval.
The next meeting of the FIF MD Capacity WG is scheduled for April 19 @ 10:00 AM ET.
The FIF provides key data points for market data rates. Percentage increases based on a comparison between January and February 1 second peaks (unless specified). Monthly data for OPRA, CTA, UTP, BATS U.S. and Europe, Direct Edge, 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
