FIF Capacity Statistics For December: Peaks for Nasdaq Equity SIP feeds up 44 Percent
This monthly bulletin from the Financial Information Forum provides highlights from the FIF Consolidated Capacity Report. The full report is available to FIF members and includes capacity statistics on market data feeds distributed by NYSE Arca, SIAC, Nasdaq, CME and Deutsche Börse.
* Quotes via NASDAQ’s UQDF hit a new 5 second peak of 15,471 messages per second (mps), up 44 percent from November. The bandwidth ceiling for UQDF will increase 60 percent on February 19 from 14, 200 mps to 23,300. UTDF also hit a 5 second peak of 3,746 mps, also up 44 percent from November.
* CQS hit a new 1 second peak of 36,055 mps, up 2 percent from November. 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 1 minute peak at 306,038 mps. This record peak is well below the OPRA ceiling effective January 8 of 701,000 mps.
* NASDAQ TotalView (ITCH3.0) attained a new 1 minute peak of 40,151 mps up 7 percent from November.
* In the futures arena, the CME made a new 1 second peak of 43,743 mps, up 9 percent from last month. Additionally, Eurex CEF made a new 1 second peak of 34,774, up 11 percent.
FIF Members, please note the next meeting of the FIF MD Capacity WG is scheduled for Thu Feb 21 @ 10:00 AM ET. Members, please register by emailing fifinfo@fif.com.
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