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Some US venues impose fees for having low fill rate. As far as I know, most US HFT firms' strategies are not based on creating latency by rapidly submitting an
by anonymoushn 14y ago
Some US venues impose fees for having low fill rate. As far as I know, most US HFT firms' strategies are not based on creating latency by rapidly submitting and canceling orders, but the bad behavior of some players is much more visible than the orderly behavior of others.