FIF Market Data Capacity Working Group
Recognized by the press and the financial service community at large, FIF works with member firms to prepare and publish the definitive statistics on market data capacity. Financial institutions, vendors, and originators come together to share their data and expectations for future message traffic. FIF also tracks market data capacity with an eye towards future growth, providing members linear regression analysis projecting future market data traffic in options and equities.
FIF Market Data Capacity Statistics Download (FIF Member Only)
Online download tool allows members to select and compare multiple feeds capacity statistics and download them for further analysis
FIF Market Data Capacity Portal (FIF Member Only)
FIF maintains a list of hyperlinks related to Market Data Capacity
FIF Market Data Capacity Statistics Download (FIF Member Only)
Online download tool allows members to select and compare multiple feeds capacity statistics and download them for further analysis
FIF Market Data Capacity Portal (FIF Member Only)
FIF maintains a list of hyperlinks related to Market Data Capacity
Access to FIF Capacity Statistics is limited to FIF members. Prospective members can view an excerpt of the capacity statistics by clicking here.
Chairs: Robert Wallos, Thomson Reuters; Jeff Wells, Exegy
Meeting Materials/Minutes
February 23, 2012 - FIF Market Data Capacity WG Meeting Materials Posted [2012-02-22]
Meeting materials covering Market Data Capacity and Latency
Meeting materials covering Market Data Capacity and Latency
January 19, 2012 - FIF Market Data Capacity WG Meeting Materials Posted [2012-01-19]
Meeting materials covering Market Data Capacity and Latency
Meeting materials covering Market Data Capacity and Latency
December 20, 2011 - FIF Market Data Capacity WG Meeting Materials Posted [2011-12-20]
Meeting materials covering Market Data Capacity and Latency
Meeting materials covering Market Data Capacity and Latency
Latency
July 19, 2011 - FIF Latency WG Update Posted [2011-07-25]
Materials covering Exchange statistics and FIF Reference Topology
Materials covering Exchange statistics and FIF Reference Topology
June 16, 2011 - FIF Latency WG Meeting Materials Posted [2011-06-25]
Meeting materials covering Exchange statistics and FIF Reference Topology
Meeting materials covering Exchange statistics and FIF Reference Topology
May 5, 2011 - FIF Latency WG Meeting Materials Posted [2011-05-05]
Meeting materials covering Exchange statistics and FIX IPL Reference Topology
Meeting materials covering Exchange statistics and FIX IPL Reference Topology
February 24, 2011 - FIF Latency WG Survey Report Posted [2011-02-23]
FIF latency survey report aggregating responses of over 30 member firms
FIF latency survey report aggregating responses of over 30 member firms
Archive Documents
November 16, 2011 - FIF Market Data Capacity WG Meeting Materials Posted [2011-11-16]
Meeting materials covering Market Data Capacity and Latency
Meeting materials covering Market Data Capacity and Latency
October 20, 2011 - FIF Market Data Capacity WG Meeting Materials Posted [2011-10-20]
Meeting materials covering Market Data Capacity and Latency
Meeting materials covering Market Data Capacity and Latency
September 22, 2011 - FIF Market Data Capacity WG Meeting Materials Posted [2011-09-22]
Meeting materials covering Market Data Capacity and Latency
Meeting materials covering Market Data Capacity and Latency
August 18, 2011 - FIF Market Data Capacity WG Meeting Materials Posted [2011-08-17]
Meeting materials covering Market Data Capacity and Latency
Meeting materials covering Market Data Capacity and Latency
July 21, 2011 - FIF Market Data Capacity WG Meeting Materials Posted [2011-07-22]
Meeting materials covering Market Data Capacity and Latency.
Meeting materials covering Market Data Capacity and Latency.
June 23, 2011 - FIF Market Data Capacity WG Meeting Materials Posted [2011-06-22]
Meeting materials covering Market Data Capacity and Latency
Meeting materials covering Market Data Capacity and Latency
May 19, 2011 - FIF Market Data Capacity WG Meeting Materials Posted [2011-05-18]
Meeting materials covering Market Data Capacity and Latency
Meeting materials covering Market Data Capacity and Latency
FIF Latency WG - Member Input Posted [2011-05-05]
Materials including FIF Member Exchange and Broker Dealer Input
Materials including FIF Member Exchange and Broker Dealer Input
April 21, 2011 - FIF Market Data Capacity WG Meeting Materials Posted [2011-04-20]
Meeting materials covering Market Data Capacity and Latency
Meeting materials covering Market Data Capacity and Latency
March 17, 2011 - FIF Market Data Capacity WG Meeting Materials Posted [2011-03-16]
Meeting materials covering Market Data Capacity events and Latency
Meeting materials covering Market Data Capacity events and Latency
February 24, 2011 - FIF Market Data Capacity WG Meeting Materials Posted [2011-02-23]
Meeting materials covering market data capacity events. Latency survey report is available separately
Meeting materials covering market data capacity events. Latency survey report is available separately
January 20, 2011 - FIF Market Data Capacity WG Meeting Materials Posted [2011-01-19]
Meeting materials covering market data capacity events and latency discussion
Meeting materials covering market data capacity events and latency discussion
December 21, 2010 - FIF Market Data Capacity WG Meeting Materials Posted [2010-12-20]
Meeting materials covering market data capacity events and latency discussion
Meeting materials covering market data capacity events and latency discussion
November 18, 2010 - FIF Market Data Capacity WG Meeting Materials Posted [2010-11-17]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
October 21, 2010 - FIF Market Data Capacity WG Meeting Materials Posted [2010-10-20]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
September 23, 2010 - FIF Market Data Capacity WG Meeting Materials Posted [2010-09-22]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
August 19, 2010 - FIF Market Data Capacity WG Meeting Materials Posted [2010-08-18]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
July 22, 2010 - FIF Market Data Capacity WG Meeting Materials Posted [2010-07-21]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
June 17, 2010 - FIF Market Data Capacity WG Meeting Materials Posted [2010-06-16]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
May 20, 2010 - FIF Market Data Capacity WG Meeting Materials Posted [2010-05-19]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
Apr 22, 2010 - FIF Market Data Capacity WG Meeting Materials Posted [2010-04-21]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
Mar 18, 2010 - FIF Market Data Capacity WG Meeting Materials Posted [2010-03-17]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
Feb 24, 2010 - FIF Market Data Capacity WG Meeting Materials Posted [2010-02-23]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
Jan 21, 2010 - FIF Market Data Capacity WG Meeting Materials Posted [2010-01-20]
Meeting materials covering market data capacity events and ISCA presentation
Meeting materials covering market data capacity events and ISCA presentation
Dec 15, 2009 - FIF Market Data Capacity WG Meeting Materials Posted [2009-12-14]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
Nov 19, 2009 - FIF Market Data Capacity WG Meeting Materials Posted [2009-11-18]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
Oct 20, 2009 - FIF Market Data Capacity WG Meeting Materials Posted [2009-10-19]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
Sep 24, 2009 - FIF Market Data Capacity WG Meeting Materials Posted [2009-09-23]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
Aug 20, 2009 - FIF Market Data Capacity WG Meeting Materials Posted [2009-08-19]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
July 23, 2009 - FIF Market Data Capacity WG Meeting Materials Posted [2009-07-22]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
June 18, 2009 - FIF Market Data Capacity WG Meeting Materials Posted [2009-06-17]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
May 19, 2009 - FIF Market Data Capacity WG Meeting Materials Posted [2009-05-18]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
April 22, 2009 - FIF Market Data Capacity WG Meeting Materials Posted [2009-04-21]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
March 31, 2009 - FIF Market Data Capacity WG Meeting Materials Posted [2009-03-30]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
February 26, 2009 - FIF Market Data Capacity WG Meeting Materials Posted [2009-02-25]
Meeting materials covering market data capacity events
Meeting materials covering market data capacity events
January 16, 2009 - FIF Market Data Capacity WG Meeting Materials Posted [2009-01-15]
Meeting materials covering market data capacity events and automated equity trading analysis.
Meeting materials covering market data capacity events and automated equity trading analysis.
November 21, 2008 - FIF Market Data Capacity WG Meeting Materials Posted [2008-11-18]
Meeting materials covering market data capacity events and automated equity trading analysis.
Meeting materials covering market data capacity events and automated equity trading analysis.
October 16, 2008 - FIF Market Data Capacity WG Meeting Materials Posted [2008-10-15]
Meeting materials covering market data capacity events and automated equity trading analysis.
Meeting materials covering market data capacity events and automated equity trading analysis.
September 18, 2008 - FIF Market Data Capacity WG Meeting Materials Posted [2008-09-18]
Meeting materials covering market data capacity events and automated equity trading analysis.
Meeting materials covering market data capacity events and automated equity trading analysis.
July 17, 2008 - FIF Market Data Capacity WG Meeting Materials Posted [2008-07-16]
Meeting materials covering market data capacity events and automated equity trading analysis.
Meeting materials covering market data capacity events and automated equity trading analysis.
April 17, 2008 - FIF Market Data Capacity WG Meeting Materials Posted [2008-04-16]
Meeting materials covering market data capacity events and automated equity trading analysis.
Meeting materials covering market data capacity events and automated equity trading analysis.
February 21, 2008 - FIF Market Data Capacity WG Meeting Materials Posted [2008-02-20]
Meeting materials including 2007 Annual Report and Equity SIP Projections Report
Meeting materials including 2007 Annual Report and Equity SIP Projections Report
September 13, 2007 - FIF Market Data Capacity WG Meeting Materials Posted [2007-09-13]
Meeting materials including automated equity trading and options penny pilot analysis.
Meeting materials including automated equity trading and options penny pilot analysis.
July 26, 2007 - FIF Market Data Capacity WG Meeting Materials Posted [2007-07-26]
Meeting materials covering market data capacity events including options penny pilot analysis and automated equity trading analysis.
Meeting materials covering market data capacity events including options penny pilot analysis and automated equity trading analysis.
June 14, 2007 - FIF Market Data Capacity WG Meeting Materials Posted [2007-06-14]
Meeting materials covering market data capacity events including exchange updates, options penny pilot analysis and automated equity trading analysis.
Meeting materials covering market data capacity events including exchange updates, options penny pilot analysis and automated equity trading analysis.
April 18, 2007 - FIF Market Data Capacity WG Meeting Materials Posted [2007-04-18]
Meeting materials with updates and analysis of market data capacity events.
Meeting materials with updates and analysis of market data capacity events.
March 1, 2007 - FIF Market Data Capacity WG Meeting Materials Posted [2007-03-01]
Meeting materials with updates and analysis of market data capacity events.
Meeting materials with updates and analysis of market data capacity events.
April 12, 2006 - ISCA Update on OPRA Bandwidth and Penny Pricing Pilot Update Posted [2006-04-19]
Mike Walinskas, OCC representing Independent System Capacity Advisor (ISCA) provided an update to the FIF Capacity Committee reviewing OPRA bandwidth projections and a penny pricing pilot update.
Mike Walinskas, OCC representing Independent System Capacity Advisor (ISCA) provided an update to the FIF Capacity Committee reviewing OPRA bandwidth projections and a penny pricing pilot update.
March 21, 2006 - March Meeting Notes Posted [2006-04-13]
Topics covered include: New Capacity Statistics ? FIF Projections of OPRA data, Penny Pricing Update, Regulation NMS Impact ? Capacity impact of automated listed trading based on OTC market comparisons, Exchange Updates (OPRA/SIAC, ISE, CBOE, Archipelago,
Topics covered include: New Capacity Statistics ? FIF Projections of OPRA data, Penny Pricing Update, Regulation NMS Impact ? Capacity impact of automated listed trading based on OTC market comparisons, Exchange Updates (OPRA/SIAC, ISE, CBOE, Archipelago,
February 8, 2006 - FIF Market Data Capacity Meeting - Bandwidth Focus Posted [2006-02-10]
The February Capacity Meeting focused on opportunities for bandwidth reduction including the role of FIF in assisting industry efforts.
The February Capacity Meeting focused on opportunities for bandwidth reduction including the role of FIF in assisting industry efforts.
January 17, 2006 - FIF Market Data Capacity Meeting Minutes Posted [2006-01-30]
FIF Market Data Capacity January Meeting Materials including exchange and other capacity-related updates.
FIF Market Data Capacity January Meeting Materials including exchange and other capacity-related updates.
January 17, 2006 - FIF Market Data Capacity Meeting Materials Posted [2006-01-17]
FIF Market Data Capacity Janaury Meeting Materials. Please see December 2005 Capacity Statistics below for the capacity statistics.
FIF Market Data Capacity Janaury Meeting Materials. Please see December 2005 Capacity Statistics below for the capacity statistics.
November 29, 2005 - FIF Market Data Capacity Meeting Minutes Posted [2005-12-20]
FIF Market Data Capacity November Meeting Minutes including updates from SIAC, OPRA, ARCA, Nasdaq, and Deutsche Boerse as well as upcoming capacity events (e.g., Reg NMS, Penny Trading)
FIF Market Data Capacity November Meeting Minutes including updates from SIAC, OPRA, ARCA, Nasdaq, and Deutsche Boerse as well as upcoming capacity events (e.g., Reg NMS, Penny Trading)
November 29, 2005 - FIF Market Data Capacity Meeting Materials Posted [2005-11-28]
FIF Market Data Capacity November Meeting Materials including capacity statistics and recent events affecting capacity.
FIF Market Data Capacity November Meeting Materials including capacity statistics and recent events affecting capacity.
October 24, 2005 - FIF Market Data Capacity Meeting Minutes Posted [2005-11-02]
FIF Market Data Capacity October Meeting Minutes including updates from SIAC, OPRA, ARCA, Nasdaq, and Deutsche Boerse as well as upcoming capacity events (e.g., Reg NMS, MiFID)
FIF Market Data Capacity October Meeting Minutes including updates from SIAC, OPRA, ARCA, Nasdaq, and Deutsche Boerse as well as upcoming capacity events (e.g., Reg NMS, MiFID)
October 24, 2005 - FIF Market Data Capacity Meeting Materials Posted [2005-10-30]
FIF Market Data Capacity October Meeting Materials including capacity statistics and recent events affecting capacity.
FIF Market Data Capacity October Meeting Materials including capacity statistics and recent events affecting capacity.
September 13, 2005 - FIF Market Data Capacity Meeting Minutes Posted [2005-09-23]
FIF Market Data Capacity September Meeting Minutes discussing options capacity, data storage management and the FIX FAST protocol.
FIF Market Data Capacity September Meeting Minutes discussing options capacity, data storage management and the FIX FAST protocol.
September 13, 2005 - FIF Market Data Capacity Meeting Materials Posted [2005-09-20]
FIF Market Data Capacity September Meeting Materials including capacity statistics and recent events affecting capacity.
FIF Market Data Capacity September Meeting Materials including capacity statistics and recent events affecting capacity.
July 21, 2005 - Capacity Meeting Materials Posted [2005-07-21]
Includes June 2005 capacity statistics and other topics presented at the July 21, 2005 FIF Market Data Capacity Committee Meeting
Includes June 2005 capacity statistics and other topics presented at the July 21, 2005 FIF Market Data Capacity Committee Meeting
June 1, 2005 - Market Data Capacity Meeting Minutes Posted [2005-06-21]
Meeting minutes from June 1, 2005 Capacity Committee Meeting including updates from SIAC, NASDAQ and ARCA as well as a discussion of revised statistics.
Meeting minutes from June 1, 2005 Capacity Committee Meeting including updates from SIAC, NASDAQ and ARCA as well as a discussion of revised statistics.
Market Data Capacity Planning Meeting Minutes- April 27 2005 Meeting Posted [2005-05-06]
Minutes from the April 27 2005 Market Data Capacity Planning Meeting. Capacity input from SIAC, NASDAQ and ARCA.
Minutes from the April 27 2005 Market Data Capacity Planning Meeting. Capacity input from SIAC, NASDAQ and ARCA.
March 3, 2005 - Market Data Capacity Meeting Minutes Posted [2005-03-14]
Minutes from the March 3 Market Data Capacity Meeting, highlights include the ISCA discussion of option volume, and volume discussions from SIAC, OPRA, CME, NYSE, and NASDAQ.
Minutes from the March 3 Market Data Capacity Meeting, highlights include the ISCA discussion of option volume, and volume discussions from SIAC, OPRA, CME, NYSE, and NASDAQ.
January 2005 Market Data Capacity Statistics Posted [2005-02-18]
Includes capacity figures through January 2005 as reported to FIF. The year-end charts are now posted in a separate document.
Includes capacity figures through January 2005 as reported to FIF. The year-end charts are now posted in a separate document.
OPRA Bandwidth Requirements - January 2005 Posted [2005-01-21]
A listing of current and projected bandwidth requirements to receive OPRA data via SFTI connections.
A listing of current and projected bandwidth requirements to receive OPRA data via SFTI connections.
December 2004 Market Data Capacity Statistics Posted [2005-01-20]
Includes capacity figures through December 2004 as reported to FIF. The year-end charts are now posted in a separate document.
Includes capacity figures through December 2004 as reported to FIF. The year-end charts are now posted in a separate document.
FIF 2004 Summary Capacity Charts Posted [2005-01-20]
This is the set of new year-end market data capacity charts. They include views that show year-to-year capacity comparisons, trends, and peak bandwidth (2002-2004).
This is the set of new year-end market data capacity charts. They include views that show year-to-year capacity comparisons, trends, and peak bandwidth (2002-2004).
January 13, 2005 - Market Data Capacity Meeting Minutes Posted [2005-01-14]
Minutes from the January 13 Market Data Capacity Meeting, highlights include the discussion of the annual charts and volume discussions from SIAC, OPRA, ARCA and NASDAQ.
Minutes from the January 13 Market Data Capacity Meeting, highlights include the discussion of the annual charts and volume discussions from SIAC, OPRA, ARCA and NASDAQ.
November 2004 Market Data Capacity Statistics Posted [2004-12-23]
Includes capacity figures through November 2004 as reported to FIF.
Includes capacity figures through November 2004 as reported to FIF.
FIF Option Volume Presentation at FISD General Meeting Posted [2004-12-17]
The slides that Leo McBlain and Jeff Wells presented on US Option Volume Growth at the FISD December General Meeting in New York.
The slides that Leo McBlain and Jeff Wells presented on US Option Volume Growth at the FISD December General Meeting in New York.
August 2004 - Market Data Capacity Statistics Posted [2004-10-06]
Includes capacity figures through August 2004 as reported to FIF.
Includes capacity figures through August 2004 as reported to FIF.
August 19, 2004 - Market Data Capacity Meeting Minutes Posted [2004-08-30]
Minutes from the August 19 Market Data Capacity Meeting, highlights include the Option Volume Special Presentation (ISCA).
Minutes from the August 19 Market Data Capacity Meeting, highlights include the Option Volume Special Presentation (ISCA).
July 2004 - Market Data Capacity Statistics Posted [2004-08-18]
Includes capacity figures through July 2004 as reported to FIF.
Includes capacity figures through July 2004 as reported to FIF.
June 2004 - Market Data Capacity Statistics Posted [2004-07-14]
Includes capacity figures through June 2004 as reported to FIF.
Includes capacity figures through June 2004 as reported to FIF.
OPRA Bandwidth Requirements Posted [2004-05-21]
A listing of current and projected bandwidth requirements to receive OPRA data via SFTI connections.
A listing of current and projected bandwidth requirements to receive OPRA data via SFTI connections.
Background article about the growth in market data traffic rates Posted [2004-05-18]
A letter by FIF Market Data Capacity Committee Chairman Jeff Wells regarding the explosion in market data traffic rates - April 19, 2004
A letter by FIF Market Data Capacity Committee Chairman Jeff Wells regarding the explosion in market data traffic rates - April 19, 2004
May 06, 2004 - Market Data Capacity Meeting Minutes Posted [2004-05-13]
Minutes from the May 06, 2004 Market Data Capacity Committee meeting.
Minutes from the May 06, 2004 Market Data Capacity Committee meeting.
FIF Comment Letter on SEC Filing S7-07-04: Concept Release on Competitive Developments in the Options Market Posted [2004-05-10]
FIF Response to SEC Concept Release concerning quoting in sub-pennies on the options markets.
FIF Response to SEC Concept Release concerning quoting in sub-pennies on the options markets.
Feb 26, 2004 - Market Data Capacity Meeting Minutes Posted [2004-03-02]
Minutes from the second market data capacity meeting of 2004.
Minutes from the second market data capacity meeting of 2004.
Feb 26, 2004 - FIF Market Data Capacity Letter Posted [2004-02-26]
A memo documenting the FIF Market Data Committee achievements during 2003 and the view on challenges that face the industry in 2004.
A memo documenting the FIF Market Data Committee achievements during 2003 and the view on challenges that face the industry in 2004.
Jan 15, 2004 - Market Data Capacity Meeting Minutes Posted [2004-02-17]
Minutes from the first market data capacity meeting of 2004.
Minutes from the first market data capacity meeting of 2004.
fifinfo@fif.com. 212 422 8568
© 2012 FIF. 5 Hanover Square New York, NY. 10004
© 2012 FIF. 5 Hanover Square New York, NY. 10004