Non-display fees

Discussion in 'Automated Trading' started by Joan, Oct 6, 2016.

  1. Canoe007

    Canoe007

    I'm calculating and displaying custom indicators that I developed (hence, no one offers).
    Will calculating an indicator constitute "non-display"?
     
    #121     Oct 10, 2016
  2. Robert Morse

    Robert Morse Sponsor

    Where will you get the market data from and how is it delivered?
    Will it be live or delayed?

    The answers to those questions will help you answer this. BTW, the NYSE is where it hurts the most. If you can make due with only NASDAQ, the fees are not bad.

    Bob
     
    #122     Oct 10, 2016
  3. Canoe007

    Canoe007

    Nearly live.
    IB API
    SPY Level 1
    no live tick, they provide their "latest" value every quarter second
     
    #123     Oct 10, 2016
  4. terr

    terr

    Well, Robert, that change basically frees all individual traders from the non-display fees. Hope other exchanges make the same clarification.
     
    #124     Oct 10, 2016
  5. Joan

    Joan

    I hope that is a sign of good will. I see that notice dates from 30th Sep. Is it posted online? How can we be notified without being a subscriber?

    And just especulating, do you think we can expect the same move from NYSE? Is this non-display fee originating from the same brains/people across OPRA, NASDAQ, NYSE, etc...?
     
    #125     Oct 11, 2016
  6. Joan

    Joan

    The info we have is this
    Non-display fees
     
    #126     Oct 11, 2016
  7. Robert Morse

    Robert Morse Sponsor

    Is there a document you can send me that ex
    Yes. https://www.opradata.com/specs/OPRA_FEE_Notice_9-30-2016_1.pdf
    sign up for alerts here: https://www.opradata.com/
     
    #127     Oct 11, 2016
  8. lspdtrdr

    lspdtrdr

    #128     Oct 25, 2016
  9. Zzzz1

    Zzzz1

    how does that work given you as company promise in the agreement with your clients to uphold privacy agreements. Since when can you pass on private client information to third parties without their consent (last time I looked such consent is not implicitly given upon signing agreements with data vendors, FCMs, and brokers). I am not trading US futures or stock markets hence I may not have had to sign such consent.

     
    #129     Oct 26, 2016
  10. lspdtrdr

    lspdtrdr

    I think I can answer this since I asked it myself. In this case, Lightspeed is both broker dealer AND data vendor (as most brokers are). Per their data vendor agreements with the various exchanges they have to contractually agree to submit to audits of how that data is being used. This includes data API use, names of users, data access policies, etc.

    When you as a user create an account at Lightspeed (or other brokers who provide data), you ALSO agree to disclosures when you sign the professional/non-professional subscriber agreements and make declarations on what data you're using.

    So, they're not really 3rd parties being supplied private information. They're contractual partners and everyone has agreed, in one way or another, to the disclosures beforehand.
     
    #130     Oct 26, 2016