FIF Capacity Statistics For September 2010: New Record Peaks For CME

This month’s bulletin from the Financial Information Forum (FIF) finds that CME MDP FIX/FAST was up 34% to 25,753 mps over the 1 second interval

NASDAQ QBBO 5 second peak was up by 7 % at 107,978 mps

NASDAQ UQDF and BONO were at 108,930 mps and 151,817 mps respectively, both up by 6% over the 1 second interval

NASDAQ ITTO was up by 5% at 231,561 mps

In the European markets, message rates from Deutsche Börse over the 1 second interval were at record highs with CEF Ultra + Xetra up 22% and CEF Core Total up by 16% at new record peaks of 8,822 mps and 134,855 mps respectively

The next meeting of the FIF MD Capacity WG is scheduled for October 21st @ 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, 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