This month’s bulletin from the Financial Information Forum (FIF) finds that SIAC OPRA and DEUTSCHE BOERSE CEF CORE EUREX were up a record 49% to 4,557,156 mps and 22% to 64,882 mps respectively over the 1 second interval.
Other noticeable increases include NASDAQ TOTALVIEW - ITCH up by 123% to 613,071 mps over the 1 second interval, DEUTSCHE BOERSE CEF CORE SCOACH up by 17% to 106,250 mps over the 1 second interval, BATS OPTIONS MCASTPITCH AGG up by 13% to 665,481 mps on the 1 second interval, DEUTSCHE BOERSE CEF CORE TOTAL up 8% to 154,813 mps on the 1 Second interval, NYSE ARCABOOK EQUITIES up by 6% to 315,872 mps on the 1 second interval, NASDAQ UTDF up by 2% to 36,557 mps on the 1 second Interval BATS EUROPE PITCH up by 1% to 43,058 mps on the 1 second interval and NASDAQ UQDF up by 0.4% to 156,107 mps on the 1 second interval.
The next meeting of the FIF MD Capacity WG is scheduled for Feb 23 @ 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