This month’s bulletin from the Financial Information Forum (FIF) finds that NASDAQ BONO was up a record 25% to 150,431 mps over the 1 second interval
SIAC OPRA hit a record peak of 1,711,873 mps, up by 7%
NASDAQ UQDF and UTDF were up by 5% and 2 % at 102,825 mps and 22,036 mps respectively
SIAC CQS was at a record 236,513 mps, up 1.4%
In the European markets, message rates from Deutsche Börse over the 1 second interval were at a record high with CEF Ultra + Xetra up 35% at a new record peak of 8,051 mps
The next meeting of the FIF MD Capacity WG is scheduled for August 19th @ 10:00 AM ET.
The FIF provides key data points for market data rates. Percentage increases based on a comparison between June and July 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
