FIF Capacity Statistics For October: Continued Growth, New Peak Message Traffic Rates for CQS, OPRA
This monthly bulletin from the Financial Information Forum provides key data points for market data rates.
* The CQS one-second peak climbed to 35,113 messages per second (mps), exceeding the one minute bandwidth ceiling of 35,000 mps on October 31.
* CQS has experienced dramatic growth - increasing over 435 percent in the past 12 months. Factors driving growth include increased automation in the equity market as a result of Reg NMS and NYSE Hybrid, as well as market volatility.
* On the options side, data coming through the OPRA feed reached a new one second peak up nine percent to 371,567 mps. This record peak is consistent with OPRA’s growth rates averaging roughly eight percent per month for the past several months.
Additional capacity statistics on market data feeds including NYSE Arca, SIAC, Nasdaq and Deutsche Börse are available for FIF members at www.fif.com/md_capacity/.
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