FIF Capacity Statistics For March: Consistent SIP Growth; New Records for Equity & Derivatives Feeds
This monthly bulletin from the Financial Information Forum provides key data points for market data rates. Percentage increases based on a comparison between March and February peaks.
* CQS hit a new one second peak of 46,048 messages per second (mps), up nine percent, while UQDF hit a new one minute peak with 10,552 mps, up 11 percent.
* CTS also reached a new one second peak 8,900 mps, up 67 percent.
* On the options side, the OPRA feed reached a new one second peak at 432,328 mps. This record peak is well below the current OPRA ceiling of 801,000 mps.
* NASDAQ TotalView (ITCH3.0) hit a new peak of 60,529 mps up three percent.
* CME made a new record output of 207,842,843 messages over the course of a single day, 24 percent higher than the previous record.
* Eurex CEF Classic made a new one second peak of 19,088 mps, up 11 percent.
Additional capacity statistics on market data feeds including NYSE Arca, SIAC, Nasdaq, CME and Deutsche Börse are available for FIF members at www.fif.com/md_capacity/.
