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This month’s bulletin from the Financial Information Forum (FIF) finds that DIRECT EDGE EDGX was up for the second straight month to a record 28% at 176,314 mps over the 1 second interval.
CME MDP FIX/FAST was up by 26% to a record 32,556 mps over the 1 second interval for the second time in a row.
BATS OPTIONS MCASTPITCH AGG was up fifth time in a row by 14% to a record 638,011 mps over the 1 second
Other noticeable increases include: NASDAQ BX TotalView ITCH up by 37% to 61,368 mps over the 1 second interval, NYSE ARCABOOK EQUITIES up by 17% to 385,078 mps over the 1 second interval, NASDAQ UQDF up by 4% to 147,296 mps on the 1 second interval, NASDAQ TOTALVIEW - AGGREGATED up 3% to 63,090 mps on the 5 Second interval, Deutsche Boerse CEF Core Eurex up by 3% to 53,086 mps on the 1 second interval, NYSE AMEX Options up by 2% to 1,455,560 mps on the 1 second interval.
The next meeting of the FIF MD Capacity WG is scheduled for November 16 @ 10:00 AM ET.
The FIF provides key data points for market data rates. Percentage increases based on a comparison between September and October 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
