This month’s bulletin from the Financial Information Forum (FIF) finds that NASDAQ NLS was up a record 103% to 82,381 mps over the 1 second interval.
NASDAQ PSX TOTALVIEW-ITCH was up a record 79% to 71,815 mps over the 1 second interval for the fifth time in a row.
DEUTSCHE BOERSE CEF ULTRA+EUREX grew to a record high of 43,306 mps over the 1 second interval mps. This corresponds to a 45% increase from the previous record.
NASDAQ QBBO went to a record 35% at 117,969 mps over the 5 second interval
BATS BYX PITCH jumped, for the third straight month, a record 32% to 173,186 mps over the 1 second interval
DIRECT EDGE EDGA was up, for the second straight month, by 23% to 109,615 mps over the 1 second interval
BATS OPTIONS MCASTPITCH AGG was up, for the third consecutive time, by 21% to 443,472 mps over the 1 second interval
BATS BZX PITCH was up, for the second consecutive month, by 9% to 332,412 mps over the 1 second interval
SIAC CQS was up for the fifth consecutive month, by a record 6% to 495,816 mps over the 1 second core interval
NASDAQ DAP was up by a record 1% to 237,610 mps over the 1 second interval
NASDAQ UQDF was up for the second straight month, by a record 0.1% to 156,185 mps over the 1 second interval
The next meeting of the FIF MD Capacity WG is scheduled for September 22 @ 10:00 AM ET.
The FIF provides key data points for market data rates. Percentage increases based on a comparison between July and August 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