July 2014 Market Data Capacity Report


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



New Record Peaks

  • BATS Options MCASTPITCH AGG reached a new all-time 1 second peak for the fifth consecutive month of 3,648,270 messages per second (mps), an 8% increase on a monthly basis
  • Deutsche Börse CEF Ultra + Xetra feed had a 41% increase monthly in 1 second peak rate, reaching an all-time peak of 17,475 mps

SIP Feeds

  • The SIAC OPRA 1 second peak rate increased 7% monthly to 7,872,749 mps
  • The SIAC CQS 1 second peak rate increased 18% on a monthly basis to 514,920 mps
  • The UTP UQDF 1 second peak rate decreased 7% from May to 241,064 mps

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

Peak Rates

 

The FIF provides key data points for market data rates. Percentage increases based on a comparison between June and July 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

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

Source: July 2014 FIF Market Data Capacity Monthly Report The Financial Information Forum (FIF) addresses the implementation issues that impact the securities industry, from real-time decision support through securities processing. To join FIF, download the FIF Membership Kit.

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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.