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Twelve new record peaks: DIRECT EDGE EDGA, EDGX, BATS BZX TOP, BYX PITCH, BATS OPTIONS MCASTPITCH AGG, DEUTSCHE BOERSE CEF CORE SCOACH, CEF CORE TOTAL, NASDAQ UTDF, NASDAQ PSX TOTALVIEW ITCH, SIAC OPRA, CQS, NYSE ARCABOOK options
This month’s bulletin from the Financial Information Forum (FIF) finds that DIRECT EDGE EDGA was up, for the third straight month, a record 40% to 153,548 mps over the 1 second interval.
BATS BZX TOP was up by 37% to a record 145,285 mps over the 1 second interval for the second time in a row.
BATS OPTIONS MCASTPITCH AGG was up, for the fourth consecutive time, to a record high of 600,310 mps over the 1 second interval mps. This corresponds to a 35% increase from the previous record.
DEUTSCHE BOERSE CEF CORE SCOACH went up a record 31% to 109,240 mps over the 1 second interval
NASDAQ UTDF was up 29% to a record 51,841 mps over the 1 second interval
BATS BYX PITCH was up 19% to a record 206,931 mps over the 1 second interval
DEUTSCHE BOERSE CEF CORE TOTAL up a record 18% to 158,601 mps over the 1 second interval
DIRECT EDGE EDGX was up by 15% to a record 137,754 mps over the 1 second interval
SIAC CQS was up, for the sixth straight month, by a record 14% to 567,242 mps over the 1 second interval
NASDAQ OMX PSX TOTALVIEW - ITCH was up by 11% to 79,419 mps over the 1 second interval for the sixth consecutive time
SIAC OPRA was up 8% to a record 3,896,024 mps over the 1 second core interval
NYSE ARCABOOK OPTIONS was up by 4% to a record 1,448,273 mps over the 1 second interval
Other noticeable increases where BATS EUROPE PITCH up by 55% to 73,616 mps over the 1 second interval, SIAC CTS up by 37% to 77,841 mps over the 1 second interval, NASDAQ TOTALVIEW - AGGREGATED up by 36% to 61,242 mps on the 5 second interval, NYSE ARCABOOK EQUITIES up by 10% to 328,998 mps on the 1 second interval, DEUTSCHE BOERSE CEF ULTRA + XETRA up by 6% to 10,037 mps on the 1 second interval.
The next meeting of the FIF MD Capacity WG is scheduled for October 20 @ 10:00 AM ET.
The FIF provides key data points for market data rates. Percentage increases based on a comparison between August and September 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
