FIF Capacity Statistics For November 2011 - Eight New Record Peaks: BATS Europe PITCH, NASDAQ Level 2, BATS BYX PITCH, BATS BYX TOP, Direct Edge EDGX, Direct Edge EDGA, NASDAQ UQDF, SIAC CQS.

This month’s bulletin from the Financial Information Forum (FIF) finds that BATS EUROPE PITCH was up a record 126% to 128,742 mps over the 1 second interval.

NASDAQ LEVEL 2 was up by 84% to a record 71,738 mps over the 5 second interval.

BATS BYX PITCH was up by 40% to a record 257,021 mps over the 1 second

BATS BYX TOP was up a record 37% to 108,395 mps over the 1 second interval.

DIRECT EDGE EDGX was up for the third straight month by 20% to a record 212,391 mps over the 1 second interval.

DIRECT EDGE EDGA was up by 20% to a record 159,544 mps over the 1 second

NASDAQ UQDF was up a record 17% to 171,779 mps over the 1 second interval.

SIAC CQS was up by 15% to a record 580,870 mps over the 1 second interval.

The next meeting of the FIF MD Capacity WG is scheduled for December 20 @ 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, 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