Three New Record Peaks: SIAC OPRA, BATS Options MCASTPITCH AGG and BATS CHI-X Europe CXE PITCH.
This month’s bulletin from the Financial Information Forum (FIF) finds that SIAC OPRA was up 40% to a record 6,846,223 mps over the 1 second interval
BATS Options MCASTPITCH AGG was up 17% to a record 1,966,843 mps over the 1 second interval
BATS CHI-X Europe CXE PITCH was up 3% to a record 102,141 mps over the 1 second interval
The next meeting of the FIF MD Capacity WG is scheduled for April 18th @ 10:00 AM ET
The FIF provides key data points for market data rates. Percentage increases based on a comparison between February and March 1 second peaks (unless specified). Monthly data for OPRA, CTA, UTP, BATS U.S and BATS CHI-X Europe, Direct Edge, NASDAQ Proprietary, NYSE ArcaBook Equities and Options, CME Group, Toronto and Deutsche Böerse feeds are available for FIF members at http://www.fif.com/fif-reports/market-data-capacity-statistics/overview