Four New Record Peaks: NASDAQ UQDF, BATS Options MCASTPITCH AGG, NYSE ArcaBook Options and Direct Edge EDGX
This month’s bulletin from the Financial Information Forum (FIF) finds that NASDAQ UQDF was up a record 40% to 209,975 mps over the 1 second interval
BATS Options MCASTPITCH AGG was up a record 6% to 1,425,444 mps over the 1 second interval
NYSE ArcaBook Options was up 5% to 1,597,438 mps over the 1 second interval
For the second consecutive month, Direct Edge EDGX was up by a record 1%, to 221,618 mps over the 1 second interval
The next meeting of the FIF MD Capacity WG is scheduled for October 18th @ 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 BATS CHI-X Europe, Direct Edge, NASDAQ Proprietary, NYSE ArcaBook Equities and Options, CME Group, Toronto and Deutsche Böerse feeds are available for FIF members at http://www.fif.com/fif-reports/market-data-capacity-statistics/overview