Ten new record peaks: NASDAQ PSX Totalview–ITCH, UQDF, BONO, Totalview–ITCH, BATS BZX PITCH, Options MCASTPITCH Aggregate, BYX PITCH, SIAC CQS, NYSE ArcaBook Options, Direct Edge EDGA
This month’s bulletin from the Financial Information Forum (FIF) finds that NASDAQ PSX TOTALVIEW - ITCH was up a record 50% for the fourth consecutive month to 40,152 mps over the 1 second interval.
BATS BZX PITCH jumped a record 15% to 306,134 mps over the 1 second interval
NASDAQ UQDF rose to a record high of 156,006 mps over the 1 second interval mps. This corresponds to a 13% increase from the previous record.
NASDAQ TOTALVIEW - ITCH went up, for the fourth consecutive time, a record 11% to 634,967 mps over the 1 second interval
BATS OPTIONS MCASTPITCH AGGREGATE jumped, for the second consecutive time, a record 8% to 365,359 mps over the 1 second interval
BATS BYX PITCH was up for the second straight month by 5% to a record 131,135 mps over the 1 second interval
NASDAQ BONO went up for the fourth consecutive month by 4% to 336,938 mps over the 1 second interval
SIAC CQS increased by 3% to a record 465,924 mps over the 1 second interval for the fourth consecutive month
NYSE ARCABOOK OPTIONS was up a record 3% for the fourth consecutive month to 1,433,488 mps over the 1 second core interval
DIRECT EDGE EDGA increased a record 1% to 89,337 mps over the 1 second interval
The next meeting of the FIF MD Capacity WG is scheduled for September 22 @ 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). August 2011 volatility analysis also available for FIF members. 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
