This month’s bulletin from the Financial Information Forum (FIF) finds that NASDAQ TotalView-Aggregated was up 166% to a record 122,337 mps over the 5 second interval
Direct Edge EDGA hit a new record peak, up by 26% to 65,137 mps over the 1 second interval
Over the 1 second interval, NYSE ArcaBook Equities was up 13% to a record 361,314 mps
For a second straight month, SIAC OPRA was up a record 7% to 2,298,095 mps over the 1 second interval
Message rates over the 1 second interval from NASDAQ TotalView - ITCH 3.2 hit a new record, up 3% to 502,547 mps
NASDAQ BONO also hit a second record peak over the 1 second interval, an increase of 1% at 203,276 mps
The next meeting of the FIF MD Capacity WG is scheduled for February 24th @ 10:00 AM ET.
The FIF provides key data points for market data rates. Percentage increases based on a comparison between December and January 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