FIF Capacity Consolidated Statistics for July 2014 made available exclusively through Equinix Forum
July 2014 Market Data Capacity Report
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
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
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.
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.