Eleven New Record Peaks over the 1 second interval: UTDF, UQDF, PSX TotalView ITCH 3.2, BONO, TotalView ITCH 3.2 from NASDAQ, CTS, CQS and OPRA from SIAC, Deutsche Börse CEF Ultra+Xetra, NYSE ArcaBook Options and Direct Edge EDGA.
This month’s bulletin from the Financial Information Forum (FIF) finds that NASDAQ UTDF hit an all time record peak, up 99% to 49,754 mps
NASDAQ UQDF went up to a record high of 143,058 mps, up 55%
SIAC CTS increased 48% to a record 57,183 mps
SIAC CQS jumped a record 35% to 389,885 mps
NASDAQ PSX TotalView ITCH 3.2 went up 24% to a record 21,431 mps
Deutsche Börse CEF Ultra + Xetra hit a 1 second record peak of 10,295 mps, up 19%
Direct Edge EDGA increased 15% to 85,546 mps
NASDAQ BONO jumped a record 11% to 225,033 mps
NYSE ArcaBook Options hit an all time high of 606,756 mps, up 8%
For the fourth straight month, SIAC OPRA hit a record peak of 2,562,182 mps, up 4%
NASDAQ TotalView ITCH 3.2 went up for the third straight month by 4% to 561,935 mps
The next meeting of the FIF MD Capacity WG is scheduled for April 21st @ 10:00 AM ET.
The FIF provides key data points for market data rates. Percentage increases based on a comparison between February and March 1 second peaks (unless specified). Monthly data for OPRA, CTA, UTP, BATS U.S. and Europe, Direct Edge, NASDAQ Proprietary, NYSE ArcaBook Equities and Options, CME Group, Toronto and Deutsche Börse feeds are available for FIF members at http://www.fif.com/md_capacity
