今天收到MBT的一封信说从3月1号开始，如果每个货币对每天交易指令下达超过100个，并且少于10%的成交的话，每个交易指令要收 $0.005 的费用。说是NFA的新规，然后把这个费用下达到户了。 比如EURUSD，某天发送101个交易指令（send，change，cancel），但是只有少于10%的指令成交，则每个指令收费 0.005，共计 101 x 0.005 = $0.505。 各位有没有收到其他broker的类似通知？ Effective March 1, 2012, MB Trading Forex will begin passing through a service charge for clients engaging in ultra-high frequency FX trading, which results in a high number of order message requests with minimal trade executions. The high frequency message fee is a pass-through fee that is related to a recent charge associated with trade reporting costs now enforced by the NFA. The high frequency message fee only applies to clients who have less than 10% executions of the total messages sent and further that send in excess of 100 requests per symbol per day. These requests include: New, cancel, and change/replace order messages. This new fee is .005 per request sent that day on symbols meeting the high frequency message criteria. This fee will be assessed daily during the maintenance clearing process. For example, if you submitted: 50 orders for a symbol + 110 change orders + cancel 40 of the orders = a total of 200 order message requests for the day. Of these 200 requests you received 10 executions (fills) on that symbol for the day, this would be an execution rate of: 10 Executions / 200 messages = 5%. You would therefore not meet the minimum requirement of 10% fill rate; you would be subject to the $0.005/message fee computed as follows: 200 messages X .005 msg. fee = $1.00, applied on that day’s fee report for that symbol. Please note, this fee only applies to client requests. Any messages that are generated by our servers do not apply, for example price changes on trailing stops.