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Helene1717


Total Posts: 1
Joined: Oct 2016
 
Posted: 2016-10-26 02:33
Hi! I'm looking for trading fees of NYSE (maker rebates, taker fees, etc.), especially back to the early 2000s. Any suggestions where to find them would be appreciated.

PS I've tried to contact the exchange but didn't have any luck so far.

Thanks,
H

righttrader


Total Posts: 9
Joined: Mar 2006
 
Posted: 2016-10-26 04:34
From what I remember, there were no maker/taker fees. It was free to trade.

TakeItAndRun


Total Posts: 90
Joined: Apr 2010
 
Posted: 2016-10-26 10:42
By chance have you tried the Wayback Machine?

katastrofa


Total Posts: 362
Joined: Jul 2008
 
Posted: 2016-10-26 11:40
What was the exchange making money on?

goldorak


Total Posts: 1000
Joined: Nov 2004
 
Posted: 2016-10-26 19:27
That piece of code may solve partly your request.

moo/loo: pricing for open auction
moc/loc: pricing close auction
mkt: exchange fee for taking liquidity
lmt: exchange fee for providing liquidity



# Exchange fees (ARCA, NYSE, Nasdaq, AMEX)

costs$exchangefee = list()

costs$exchangefee[["NASDAQ"]] = list()
costs$exchangefee[["NASDAQ"]][["moo"]] = 0.0005
costs$exchangefee[["NASDAQ"]][["loo"]] = 0.0005
costs$exchangefee[["NASDAQ"]][["moc"]] = 0.001
costs$exchangefee[["NASDAQ"]][["loc"]] = 0.001
costs$exchangefee[["NASDAQ"]][["mkt"]] = 0.003
costs$exchangefee[["NASDAQ"]][["lmt"]] = -0.002

costs$exchangefee[["AMEX"]] = list()
costs$exchangefee[["AMEX"]][["moo"]] = 0.0005
costs$exchangefee[["AMEX"]][["loo"]] = 0.0005
costs$exchangefee[["AMEX"]][["moc"]] = 0.001
costs$exchangefee[["AMEX"]][["loc"]] = 0.001
costs$exchangefee[["AMEX"]][["mkt"]] = 0.003
costs$exchangefee[["AMEX"]][["lmt"]] = -0.002

costs$exchangefee[["NYSE"]] = list()
costs$exchangefee[["NYSE"]][["moo"]] = 0.0005
costs$exchangefee[["NYSE"]][["loo"]] = 0.0005
costs$exchangefee[["NYSE"]][["moc"]] = 0.0010
costs$exchangefee[["NYSE"]][["loc"]] = 0.0010
costs$exchangefee[["NYSE"]][["mkt"]] = 0.003
costs$exchangefee[["NYSE"]][["lmt"]] = -0.002

costs$exchangefee[["ARCA"]] = list()
costs$exchangefee[["ARCA"]][["moo"]] = 0.0015
costs$exchangefee[["ARCA"]][["loo"]] = 0.0015
costs$exchangefee[["ARCA"]][["moc"]] = 0.001
costs$exchangefee[["ARCA"]][["loc"]] = 0.001
costs$exchangefee[["ARCA"]][["mkt"]] = 0.003
costs$exchangefee[["ARCA"]][["lmt"]] = -0.002

if (date>=1450069200) {#as.POSIXct("2015-12-14 00:00:00", tz="America/New_York")) {

costs$exchangefee[["NASDAQ"]][["moo"]] = 0.0015
costs$exchangefee[["NASDAQ"]][["loo"]] = 0.0015
costs$exchangefee[["NASDAQ"]][["moc"]] = 0.00135
costs$exchangefee[["NASDAQ"]][["loc"]] = 0.00135
costs$exchangefee[["NASDAQ"]][["mkt"]] = 0.003
costs$exchangefee[["NASDAQ"]][["lmt"]] = -0.0021

costs$exchangefee[["AMEX"]][["moo"]] = 0.0010
costs$exchangefee[["AMEX"]][["loo"]] = 0.0010
costs$exchangefee[["AMEX"]][["moc"]] = 0.00085
costs$exchangefee[["AMEX"]][["loc"]] = 0.00085
costs$exchangefee[["AMEX"]][["mkt"]] = 0.0028
costs$exchangefee[["AMEX"]][["lmt"]] = -0.0016

costs$exchangefee[["NYSE"]][["moo"]] = 0.0010
costs$exchangefee[["NYSE"]][["loo"]] = 0.0010
costs$exchangefee[["NYSE"]][["moc"]] = 0.0010
costs$exchangefee[["NYSE"]][["loc"]] = 0.0010
costs$exchangefee[["NYSE"]][["mkt"]] = 0.00275
costs$exchangefee[["NYSE"]][["lmt"]] = -0.0014

costs$exchangefee[["ARCA"]][["moo"]] = 0.0015
costs$exchangefee[["ARCA"]][["loo"]] = 0.0015
costs$exchangefee[["ARCA"]][["moc"]] = 0.001
costs$exchangefee[["ARCA"]][["loc"]] = 0.001
costs$exchangefee[["ARCA"]][["mkt"]] = 0.003
costs$exchangefee[["ARCA"]][["lmt"]] = -0.002

} else if (date>=1435636800) {#as.POSIXct("2015-06-30 00:00:00", tz="America/New_York")) {

costs$exchangefee[["NASDAQ"]][["moo"]] = 0.0015
costs$exchangefee[["NASDAQ"]][["loo"]] = 0.0015
costs$exchangefee[["NASDAQ"]][["moc"]] = 0.00135
costs$exchangefee[["NASDAQ"]][["loc"]] = 0.00135
costs$exchangefee[["NASDAQ"]][["mkt"]] = 0.003
costs$exchangefee[["NASDAQ"]][["lmt"]] = -0.0021

costs$exchangefee[["AMEX"]][["moo"]] = 0.0010
costs$exchangefee[["AMEX"]][["loo"]] = 0.0010
costs$exchangefee[["AMEX"]][["moc"]] = 0.00085
costs$exchangefee[["AMEX"]][["loc"]] = 0.00085
costs$exchangefee[["AMEX"]][["mkt"]] = 0.0028
costs$exchangefee[["AMEX"]][["lmt"]] = -0.0016

costs$exchangefee[["NYSE"]][["moo"]] = 0.0010
costs$exchangefee[["NYSE"]][["loo"]] = 0.0010
costs$exchangefee[["NYSE"]][["moc"]] = 0.0010
costs$exchangefee[["NYSE"]][["loc"]] = 0.0010
costs$exchangefee[["NYSE"]][["mkt"]] = 0.0027
costs$exchangefee[["NYSE"]][["lmt"]] = -0.0015

costs$exchangefee[["ARCA"]][["moo"]] = 0.0015
costs$exchangefee[["ARCA"]][["loo"]] = 0.0015
costs$exchangefee[["ARCA"]][["moc"]] = 0.001
costs$exchangefee[["ARCA"]][["loc"]] = 0.001
costs$exchangefee[["ARCA"]][["mkt"]] = 0.003
costs$exchangefee[["ARCA"]][["lmt"]] = -0.002

} else if (date>=1417323600) {#as.POSIXct("2014-11-30 00:00:00", tz="America/New_York")) {

costs$exchangefee[["NASDAQ"]][["moo"]] = 0.0015
costs$exchangefee[["NASDAQ"]][["loo"]] = 0.0015
costs$exchangefee[["NASDAQ"]][["moc"]] = 0.00135
costs$exchangefee[["NASDAQ"]][["loc"]] = 0.00135
costs$exchangefee[["NASDAQ"]][["mkt"]] = 0.003
costs$exchangefee[["NASDAQ"]][["lmt"]] = -0.0021

costs$exchangefee[["AMEX"]][["moo"]] = 0.0010
costs$exchangefee[["AMEX"]][["loo"]] = 0.0010
costs$exchangefee[["AMEX"]][["moc"]] = 0.00085
costs$exchangefee[["AMEX"]][["loc"]] = 0.00085
costs$exchangefee[["AMEX"]][["mkt"]] = 0.0028
costs$exchangefee[["AMEX"]][["lmt"]] = -0.0016

costs$exchangefee[["NYSE"]][["moo"]] = 0.0010
costs$exchangefee[["NYSE"]][["loo"]] = 0.0010
costs$exchangefee[["NYSE"]][["moc"]] = 0.00095
costs$exchangefee[["NYSE"]][["loc"]] = 0.00095
costs$exchangefee[["NYSE"]][["mkt"]] = 0.0027
costs$exchangefee[["NYSE"]][["lmt"]] = -0.0015

} else if (date>=1388466000) {#as.POSIXct("2013-12-31 00:00:00", tz="America/New_York")) {

costs$exchangefee[["NASDAQ"]][["moo"]] = 0.001
costs$exchangefee[["NASDAQ"]][["loo"]] = 0.001
costs$exchangefee[["NASDAQ"]][["moc"]] = 0.001
costs$exchangefee[["NASDAQ"]][["loc"]] = 0.001
costs$exchangefee[["NASDAQ"]][["mkt"]] = 0.003
costs$exchangefee[["NASDAQ"]][["lmt"]] = -0.002

costs$exchangefee[["AMEX"]][["moo"]] = 0.0005
costs$exchangefee[["AMEX"]][["loo"]] = 0.0005
costs$exchangefee[["AMEX"]][["moc"]] = 0.00085
costs$exchangefee[["AMEX"]][["loc"]] = 0.00085
costs$exchangefee[["AMEX"]][["mkt"]] = 0.003
costs$exchangefee[["AMEX"]][["lmt"]] = -0.002

costs$exchangefee[["NYSE"]][["moo"]] = 0.0005
costs$exchangefee[["NYSE"]][["loo"]] = 0.0005
costs$exchangefee[["NYSE"]][["moc"]] = 0.00095
costs$exchangefee[["NYSE"]][["loc"]] = 0.00095
costs$exchangefee[["NYSE"]][["mkt"]] = 0.003
costs$exchangefee[["NYSE"]][["lmt"]] = -0.002

}

If you are not living on the edge you are taking up too much space.
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