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FIF CAPACITY STATISTICS FOR February 2011: FOUR NEW RECORD PEAKS: Direct Edge EDGA, TotalView - ITCH 3.2 and DAP from NASDAQ, SIAC OPRA

This month’s bulletin from the Financial Information Forum (FIF) finds that Direct Edge EDGA hit a second consecutive record peak, up 14% to a record 74,468 mps over the 1 second interval.

NASDAQ TotalView – ITCH 3.2 went up for the second straight month by 8% to a new record peak of 542,350 mps over the 1 second interval

For the third straight month, SIAC OPRA hit a record peak of 2,465,442 mps, up 7% over the 1 second interval

NASDAQ DAP went up 6% to a record 213,026 mps over the 1 second interval

Other monthly increases were made by CME MDP FIX/FAST (21%), BATS EUROPE PITCH (10%), DEUTSCHE BORSE CEF Core SCOACH (5%), SIAC CTS (3%), ITTO (3%), BX TotalView ITCH 3.2 (11%) from NASDAQ, UQDF(2%) and SIAC CQS (1%).

The next meeting of the FIF MD Capacity WG is scheduled for April 21st @ 10:00 AM ET.

The FIF provides key data points for market data rates. Percentage increases based on a comparison between January and February 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

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