August 2014 Market Data Capacity Report


FIF Capacity Consolidated Statistics for August 2014 made available exclusively through Equinix Forum



New Record Peaks

  • The MIAX-TOM feed reached a new all-time 1 second peak of 1,352,364 messages per second (mps), a 42% increase on a monthly basis
  • The MIAX-TOM feed also reached a new all-time 10 millisecond peak of 3,199 messages per second (mps), a 41% increase on a monthly basis
  • The SIAC OPRA feed reached a new all-time 10 millisecond peak of 147,643 messages per second (mps), a 26% increase on a monthly basis

SIP Feeds

  • The SIAC OPRA 1 second peak rate decreased 6% monthly to 7,424,980 mps
  • The SIAC CQS 1 second peak rate decreased 23% on a monthly basis to 395,286 mps
  • The UTP UQDF 1 second peak rate decreased 10% from July to 215,905 mps

Figure 1: Consolidated Equity Feeds and OPRA Capacity Statistics - 1 Second Peak Rates

Consolidated Equity Feeds

The FIF provides key data points for market data rates. Percentage increases based on a comparison between July and August 1 second peaks (unless specified). Monthly data for OPRA, CTA, UTP, BATS U.S and BATS CHI-X Europe, Direct Edge, NASDAQ Proprietary, NYSE ArcaBook Equities and Options, CME Group, MIAX, Toronto, and Deutsche Böerse feeds are available for FIF members at http://www.fif.com/fif-reports/market-data-capacity-statistics/overview

FIF Forum Reports Index
June
Market Dynamics Report - Executive Summary
Market Share Report - Executive Summary
Market Data Capacity Report - Highlights
July
Market Dynamics Report - Executive Summary
Market Share Report - Executive Summary
Market Data Capacity Report - Highlights
August
Market Dynamics Report - Executive Summary
Market Share Report - Executive Summary

 

Source:
August 2014 FIF Market Data Capacity Monthly Report
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The Financial Information Forum (FIF) addresses the implementation issues that impact the securities industry across the order lifecycle. FIF provides a collaborative environment for subscribers to make an impact on industry issues affecting operations and technology. FIF provides exclusive monthly report highlights to Equinix Forum.