This month’s bulletin from the Financial Information Forum (FIF) finds that BATS CHI-X Europe CXE PITCH was up 50% to a record 99,042 mps over the 1 second interval
HIGHEST MONTH-OVER-MONTH INCREASES:
NASDAQ TotalView - Aggregated was up 77% to 102,528 mps over the 5 second interval
BATS CHI-X Europe BXE PITCH was up 72% to 47,067 mps over the 1 second interval
SIAC CQS was up 32% to 508,345 mps over the 1 second interval
BATS BZX PITCH was up 30% to 289,714 mps over the 1 second interval
The next meeting of the FIF MD Capacity WG is scheduled for March 21st @ 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 BATS CHI-X Europe, Direct Edge, NASDAQ Proprietary, NYSE ArcaBook Equities and Options, CME Group, Toronto and Deutsche Böerse feeds are available for FIF members at http://www.fif.com/fif-reports/market-data-capacity-statistics/overview
