FIVE NEW RECORD PEAKS: NASDAQ TotalView – ITCH, Deutsche Börse CEF Core Eurex, BATS Options MCASTPITCHAGG, Deutsche Börse CEF Core Total and Direct Edge EDGX
This month’s bulletin from the Financial Information Forum (FIF) finds that NASDAQ TotalView – ITCH was up a record 48% to 934,182 mps over the 1 second interval
Deutsche Börse CEF Core Eurex was up a record 34% to 120,111 mps over the 1 second interval
For the second consecutive month, BATS Options MCASTPITCH AGG was up 22% to 1,745,333 mps over the 1 second interval
Deutsche Börse CEF Core Total was up by a record 12%, to 197,608 mps over the 1 second interval
For the third consecutive month, Direct Edge EDGX was up a record 4% to 230,316 mps over the 1 second interval
The next meeting of the FIF MD Capacity WG is scheduled for December 20th @ 10:00 AM ET
The FIF provides key data points for market data rates. Percentage increases based on a comparison between September and October 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