The "fee" to delete unfilled CX orders

[lowstrife]

Nerva, you are following a similar train of logic that I’ve been discussing for quite some time about tick sizes.

My thoughts are throughout this thread, but condensed into later posts which start here

The Trading Game - Development Log #346

It’s not that clear. Median volatility is slightly lower with the smaller tick size, and there is no evidence of changes in the extent to which price changes are subsequently reversed Now this is in real markets. In my opinion, for us in PRUN, volatility will go down. Not up. Why would people offering better prices sooner than they otherwise would have cause volatility to go up? Another piece of information about tick sizes causing spreads to be tighter and causing them to collapse fu…