Exegy, Inc., the market data appliance company announced today that the Exegy Ticker Plant driving the MarketDataPeaks web site hit 3,409,640 messages per second. This is a new record and surpasses the previous high water mark of 3,389,942 mps reached on 30 July when the market reacted to poor Q2 GDP growth data and downward revisions to prior quarterly data.

This time, the US market was busy struggling back from below 10,000 on the Dow Jones Industrials Average, weighed down by poor economic data released over the last few days.

The very deep US order book feeds sent out 713,330 messages per second as market makers and electronic traders changed their exposure in reaction to some buy programs. The derivatives markets also responded by changing quotes on thousands of contracts simultaneously to reflect the change in underlying prices. This resulted in 2,301,123 messages per second.

Each of the US stock markets changed their top-of-book quotes as their liquidity providers reacted to the new economic data, and this was reflected in a message rate of 352,606 messages per second in quote traffic. In addition, exchange trading systems reported 40,317 messages per second at 2:37pm. There were also 2,264 messages per second from various other feeds, flowing into the Exegy Ticker Plant.

A single Exegy Ticker Plant provides all the updates for www.MarketDataPeaks.com, the first public website that provides a minute-by-minute account of the aggregated volume of market data messages across major North American exchanges. The site is sponsored by Exegy, Essex Radez and the Financial Information Forum.