NEW RECORD PEAKS for NASDAQ TotalView – Aggregated, TotalView ITCH 3.1/3.2, BX TotalView ITCH 3.1/3.2, UTDF, DAP BONO, ITTO, SIAC OPRA, CEF Ultra+Xetra, BATS PITCH and NYSE ArcaBook Equities.
This month’s bulletin from the Financial Information Forum (FIF) finds that NASDAQ TotalView ITCH 3.1/3.2 and BX TotalView ITCH 3.1/3.2 were up 58% and 11% with new record peaks of 485,104 mps and 92,758 mps over 1 second respectively whereas NASDAQ TotalView Aggregated was up by 180% at 106,631 mps over the 5 second interval
NASDAQ UTDF was up a record 33% at 19,946 mps over 1 second
NASDAQ DAP was up 15%, hitting a new record of 213,532 mps over 1 second
NASDAQ BONO was up 4%, hitting a new record of 144,548 mps over 1 second
NASDAQ ITTO was up 3% hitting a new record of 225,463 mps over 1 second
NYSE ArcaBook was up to 331,245 mps, up 24%
CEF Ultra+Xetra was up 1.2%, hitting a new record peak of 6,110 mps
BATS PITCH hit a new record peak of 295,719 mps, up by 12%
SIAC OPRA was at a record 1,650,911 mps over 1 second, up 25%
The next meeting of the FIF MD Capacity WG is scheduled for June 17th @ 10:00 AM ET.
The FIF provides key data points for market data rates. Percentage increases based on a comparison between April and May 1 second peaks (unless specified). Monthly data for OPRA, CTA, UTP, BATS U.S. and Europe, 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