R*********r 发帖数: 38 | 1 SPY QQQ的options有high frequency trading吗? |
m********0 发帖数: 2717 | |
c**t 发帖数: 9197 | |
w******s 发帖数: 16209 | 4 do you know any options ecn rebate?
【在 m********0 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 这个没有还有什么有。。。
|
f******d 发帖数: 6361 | 5 all listed on IB website
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : do you know any options ecn rebate?
|
w******s 发帖数: 16209 | 6 ?? options has?
【在 f******d 的大作中提到】![](/moin_static193/solenoid/img/up.png) : all listed on IB website
|
f******d 发帖数: 6361 | 7 yes, some exchange will give you rebate, you can check IB website.
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : ?? options has?
|
f******d 发帖数: 6361 | |
w******s 发帖数: 16209 | 9 emm. nice. I think it was not there before, I noticed they have tiered
structure but didn't pay attention they start to have credit.
thanks
【在 f******d 的大作中提到】![](/moin_static193/solenoid/img/up.png) : here you go sweety: : http://individuals.interactivebrokers.com/en/p.php?f=otherFees
|
m********0 发帖数: 2717 | 10 liquidity rebate?
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : do you know any options ecn rebate?
|
|
|
m********0 发帖数: 2717 | 11 这个不是rebate,只能用来抵cancellation/modification的费用。
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : emm. nice. I think it was not there before, I noticed they have tiered : structure but didn't pay attention they start to have credit. : thanks
|
w******s 发帖数: 16209 | 12 yeah..
【在 m********0 的大作中提到】![](/moin_static193/solenoid/img/up.png) : liquidity rebate?
|
w******s 发帖数: 16209 | 13 do you know any way to get such rebate?
similar to stock ?
【在 m********0 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 这个不是rebate,只能用来抵cancellation/modification的费用。
|
f******d 发帖数: 6361 | 14 啊,是credit,不像stock那种add liquidity的rebate
那IB下option单子有add/remove liquidity的区别吗?还是取决于你的route?
【在 m********0 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 这个不是rebate,只能用来抵cancellation/modification的费用。
|
w******s 发帖数: 16209 | 15 add/remove liquidity is a fact ba. just see if there is rebate or not..
searched hard a few years ago and didn't find any..
donno if that is changed or not.
【在 f******d 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 啊,是credit,不像stock那种add liquidity的rebate : 那IB下option单子有add/remove liquidity的区别吗?还是取决于你的route?
|
m********0 发帖数: 2717 | 16 roughly speaking
limit quote filled is add liquidity
market order filled is remove liquidity
that's why HF market maker uses structure like limit order book.
【在 f******d 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 啊,是credit,不像stock那种add liquidity的rebate : 那IB下option单子有add/remove liquidity的区别吗?还是取决于你的route?
|
m********0 发帖数: 2717 | 17 没仔细研究过options的,应该也有。
这个属于exchange policy,跟IB应该无关。
http://www.batstrading.com/FeeSchedule/
【在 w******s 的大作中提到】![](/moin_static193/solenoid/img/up.png) : do you know any way to get such rebate? : similar to stock ?
|