FIF Capacity Statistics for April: New Record Peaks for OPRA and CQS.
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 April peaks.
* OPRA was 18% higher than its previous January 2008 peak with 511,186 messages per second (mps). The current OPRA ceiling is 801,000 mps.
* CQS hit a new 1 second peak of 46,540 mps, up 1%.
* CTS also reached a new 1 second peak 9,506 mps, up 7%.
* ArcaBook’s feed was up to 51,645 mps, averaged over one minute. This is 6% higher than last month.
* CME peaked at 29,902 mps, 27% higher than in March.
* Eurex CEF Classic made a 1 second peak of 39,987 mps, up 1%. Averaged over one minute CEF Classic peaked at 17,211 mps, 7 % growth over March.
* Eurex Ultra hit 40,664 mps, 3% higher than in March.
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/.
The next meeting of the FIF MD Capacity WG is scheduled for Thu May 29 @ 10:00 AM ET
