This month’s bulletin from the Financial Information Forum (FIF) finds that CME MDP FIX/FAST was up 9% to 27,961 mps over the 1 second interval.
NASDAQ TotalView ITCH 3.2 was up by 1 % to 486,256 mps.
In the European markets, message rates from Deutsche Börse CEF Core Eurex over the 1 second interval went up by 2% to a new record high of 53,071 mps.
The next meeting of the FIF MD Capacity WG is scheduled for November 18th @ 10:00 AM ET.
The FIF provides key data points for market data rates. Percentage increases based on a comparison between September and October 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.