This month’s bulletin from the Financial Information Forum (FIF) finds that derivatives feeds and European feeds were particularly busy in July with SIAC’s OPRA up 16% at 1,110,642 messages per second (mps) and Deutsche Börse’s Scoach hitting a 73,179 mps, up 22%.
Stock trading was also strong with SIAC’s CTS showing a new record of 25,572 mps, up 15%.
NASDAQ options feeds hit several records. The NASDAQ Options Depth at Price (DAP) made a new high with 170,307 mps, a 12 % increase on the previous month.
The NASDAQ ITCH to Trade Options feed- ITTO- was up 12% making a high water mark of 171,409 mps.
The NASDAQ BONO feed hit a record of 130,088 mps, up 8%.
BATS PITCH made a new peak of 253,492 mps, up 12%.
BATS TOP hit 101,035 mps, up 11%.
And BATS Europe PITCH made a new peak of 72,579 mps.
The CME’s FIX/FAST made a new peak for the second month in a row, with 16,104 mps, up 10%.
The next meeting of the FIF MD Capacity WG is scheduled for August 20th @ 10:00 AM ET.
The FIF provides key data points for market data rates. Percentage increases based on a comparison between June and July peaks. 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
