Thanks for the prompt reply, zdreg. Because I'm only using NYSE data right now. But it would be lovely to know NASDAQ's too. H
Hi! I'm looking for trading fees of NYSE (maker rebates, taker fees, etc.), especially back to the early 2000s. Any suggestions where to find them...
Thanks, eusdaiki! Yep, but it seems that retail investors' orders are handled in bundles by institutions. Then they effectively becomes HFT to...
Thanks for sharing your trading experience, d08! That's really helpful, I've always wondered about practical concerns of retailers. In case you...
Thank you for helpful elaboration, Occam! Yes I'm only considering US equity market here. Thanks for bringing up the clock latency problem. I am...
Thanks for the reply, d08! Exactly - my question is, after splitting order over time, for execution of each piece, will you prefer certain...
Thanks for the reply, JackRab! I agree with most of your reply, but didn't get the second point: consider a desperate informed trader placed an...
Hi, I'm a researcher in finance and am interested in puzzling fee structures across exchanges. Having no experience in trading, I'm curious how...
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