This month’s bulletin from the Financial Information Forum (FIF) finds that Direct Edge EDGA was up 50% to 53,905 mps over the 1 second interval
NASDAQ Level 2 was up by 40% to 57,554 mps over the 5 second interval
Over the 1 second interval, NASDAQ BONO was up 23% to 179,081 mps
NASDAQ UQDF was up 15% to 119,347 mps over the 1 second interval
Message rates over the 1 second interval from NYSE AMEX Options went up 11% to 740,176 mps
NASDAQ TotalView ITCH 3.2 was up to 501,952 mps over the 1 second interval, an increase of 3%
In the European markets, message rates from Deutsche Börse CEF Core Scoach over the 1 second interval went up by 22% to a new record high of 92,429 mps
Deutsche Börse CEF Core Total and CEF Ultra + Xetra were both up 11% over the 1 second interval to 143,994 mps and 9,673 mps, respectively
The next meeting of the FIF MD Capacity WG is scheduled for December 21st @ 10:00 AM ET.
The FIF provides key data points for market data rates. Percentage increases based on a comparison between October and November 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
