I'm trying to find the fee and rebate structure of these 4 exchanges during year 2011, in the specific, I'm interested in the cost of posting a hidden Limit Order, in the cost of removing a visible Limit Order and in the rebate from posting a visible Limit Order. I have found some of these in some old SEC filings but I cannot find much: any advice?
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1$\begingroup$ Your best bet is going to be to send an email to the various exchanges and ask nicely, they might be able to help you. The definitive source for this info otherwise is going to be the SEC filings. That isn't going to be a fun job reconstructing the prices :). $\endgroup$– Louis MarascioApr 11, 2015 at 20:30
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