FIF Market Data Summary For Exchange News Digest - September 2009

FIF capacity statistics for September 2009: New Record Peaks for NASDAQ’s NLS, UTDF, BONO, TotalView ITCH 3.1, OPRA, and CQS.

This month’s bulletin from the Financial Information Forum (FIF) finds that NLS hit a new record for the second straight month of 77,337 mps over 1 second, up 185% from the previous month.

NASDAQ UTDF was up 26% at 14,032 mps over 1 second

SIAC CQS hit a record peak for the second month in a row of 189,457 mps, up 13%

NASDAQ BONO was up 7% at 130,561 mps

NASDAQ TotalView ITCH 3.1 made a second straight month new peak of 237,749 mps, up 6%

NYSE ArcaBook Options made a new peak with 609,013 mps, up 2%.

SIAC’s OPRA hit a record peak for the fourth straight month, up 1.2% at 1,203,942 messages per second (mps)

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