c**a
发帖数: 316 | 1 【 以下文字转载自 Stock 讨论区 】
发信人: ccca (cc), 信区: Stock
标 题: Re: Equity Option Programming (转载)
发信站: BBS 未名空间站 (Tue Nov 3 23:53:13 2009, 美东)
in fact, i know the answer.
even if for exchange member, if the order is routed through ORS system,
there is a cancellation fee.
CBOE began to impose such fee, in 2001, that was $1.00.
Now it is $2.00.
That explains some brokerage only allows u to set option price w/ 0.05 step
size. |
|
