Non-display fees

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

  1. TraDaToR

    TraDaToR

    What about ARCA market data? Same treatment as NYSE stocks?
     
    #141     Nov 30, 2016
  2. TraDaToR

    TraDaToR

  3. Yes, but I believe this is per firm/customer?
     
    #143     Nov 30, 2016
  4. Robert Morse

    Robert Morse Sponsor

    I have already answered that for you. It is per subscriber. The subscriber is the account owner not each user.
     
    #144     Nov 30, 2016
  5. TraDaToR

    TraDaToR

    #145     Dec 19, 2016
  6. Yes. For non-HFT, with an IB account, only a fool would pay for a data feed. Remember, your goal as a daytrader is to predict volatility. This means fast moving market assessments. Retail tick data providers choke up during these cycles. IB data holds up well, even through their API.
     
    #146     Jan 5, 2017
    eusdaiki and TraDaToR like this.
  7. CJV123

    CJV123

    The willful choice to charge by firm and not by user reveals the complete corruption of the regulatory agencies. It is absolutely designed to discriminate against individual algorithmic traders, indeed to keep them out of the market entirely.
     
    #147     Feb 3, 2017
  8. Robert Morse

    Robert Morse Sponsor

    I just don't think the SEC should have approved the non-display fees without an exemption for the public customer. OPRA has provided an exemption for some customers (After they raised their fee to $2000/month!). I'd like to see the NYSE offer the same. https://www.opradata.com/pdf/fee_schedule.pdf

    The Category 1 Non-Display Fee shall not apply in the case of an OPRA data recipient
    during any complete calendar month during which the data recipient (i) has a single
    UserID (a single natural person) that uses OPRA data for Non-Display Use for the benefit
    of that UserID and (ii) is not a broker-dealer and does not place more than 390 orders in
    listed options per day on average during the calendar month (counting orders for this
    purpose in accordance with the rules of the OPRA Participant exchanges to which it
    submits orders during the month) for its own beneficial account(s).
     
    #148     Feb 3, 2017
  9. Joan

    Joan

    #149     Apr 19, 2017
  10. kmiklas

    kmiklas

    WOW! Great post, Joan. Thank you. I have to read through this stuff.

    At first glance, I don't think that it's going to change much. The whole point is to paywall algorithmic trading, to keep those profits in the Inner Sanctum.
     
    Last edited: Apr 19, 2017
    #150     Apr 19, 2017