Should it stick around until liquidity shows up? (GTC) Should it cancel any size for which there is no liquidity? (IOC) Is there such a thing as Market GTC or Market Orders must always be IOC?
The OCC www.optionsclearing.com/ provides a nice breakdown for CBOE options data, however they only go back 2 years on any given day. Is there a good not-too-high-cost database one can recommend for ...
I may have every particular detail of this wrong, including the exchange, but years ago, maybe as long as 20, there was a successful suit against NASDAQ based on research by academics showing their ...