FIF Capacity Statistics For November 2009: NEW RECORD PEAKS For NASDAQ Level 2, BATS Europe PITCH, NASDAQ QBBO, SIAC CQS, NASDAQ BONO, NASDAQ DAP, NASDAQ ITTO, NYSE ArcaBook AMEX Options

This month’s bulletin from the Financial Information Forum (FIF) finds that NASDAQ Level 2 hit a new record of 54,011 mps over 5 second, up 61% from the previous month.

• BATS Europe PITCH was up 31% at 80,108 mps over 1 second
• NASDAQ QBBO hit a 5 second record peak of 103,138 mps, up 17%
• SIAC CQS was up 9% at 221,950 mps over 1 second
• NASDAQ BONO made a record 5 second peak of 83,951 mps, up 4%
• NASDAQ DAP was up 1% at 102,287 mps over 5 second
• NASDAQ ITTO hit a record peak, up 1% at 103,267 messages per second (mps)
• NYSE ArcaBook Amex Options was up almost 1% to 844,395 mps over 1 second

The next meeting of the FIF MD Capacity WG is scheduled for December 15th @ 10:00 AM ET.

The FIF provides key data points for market data rates. Percentage increases based on a comparison between October and November 1 second peaks (unless specified). Monthly data for OPRA, CTA, UTP, BATS U.S. and Europe, 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