FIF Capacity Statistics For November: New Peaks for CQS, CTS, OPRA and NASDAQ Totalview
This monthly bulletin from the Financial Information Forum provides key data points for market data rates.
* The CQS hit a new peak of 35,241 messages per second (mps). CQS has experienced dramatic growth - increasing more than 432 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.
* The CTS also made a new peak up 4.8 percent month to month to 5,002 mps.
* On the options side, data coming through the OPRA feed reached a new one second peak up eleven percent month to month to 411,838 mps. This record is slightly ahead of OPRA’s usual growth rate of roughly eight percent per month for the past several months. Notably the quote to trade ratio was up considerably to a record 4,430 quotes for every trade. In October there were 3,310 quotes per trade.
* NASDAQ was extremely busy as regards TotalView (ITCH2.0). It attained a new peak of 66,197, up 55 percent from October.
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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