This month’s bulletin from the Financial Information Forum (FIF) finds that NYSE AMEX OPTIONS was up 94% to 1,372,954 mps over the 1 second interval.
NYSE ARCABOOK OPTIONS was up by 73% to 1,052,303 mps over the 1 second interval
NASDAQ PSX TOTALVIEW ITCH was up by 26% to 26,995 mps over the 1 second interval
NASDAQ ITTO was up by 13% to 272,992 mps over the 1 second interval
NASDAQ BONO was up by 7% to 241,598 mps over the 1 second interval
DEUTSCHE BORSE CEF CORE SCOACH was up by 6% to 96,077 mps over the 1 second interval
DEUTSCHE BORSE CEF ULTRA EUREX and CORE TOTAL were both up by 4%. This corresponds to 10,693 mps and 146,086 mps, respectively, over the 1 second interval
NASDAQ TOTALVIEW ITCH was up by 2% to 573,099 mps over the 1 second interval
SIAC CQS was up by 0.4% to 391,309 mps over the 1 second interval
Other noticeable increases were made by BATS BYX PITCH, BATS OPTIONS MCASTPITCH AGG and DEUTSCHE BOERSE CEF CORE EUREX. They increased by 14%, 7% and 2% respectively.
The next meeting of the FIF MD Capacity WG is scheduled for May 19th @ 10:00 AM ET.
The FIF provides key data points for market data rates. Percentage increases based on a comparison between March and April 1 second peaks (unless specified). Monthly data for OPRA, CTA, UTP, BATS U.S. and Europe, Direct Edge, NASDAQ Proprietary, LSE, Euronext, NYSE ArcaBook Equities and Options, CME Group, Toronto and Deutsche Börse feeds are available for FIF members at http://www.fif.com/md_capacity