Its certainly possible technically (and legally in some cases). Italy has a 0.02...

		mrgordon on July 16, 2014 \| parent \| context \| favorite \| on: A detailed exposé on how the market is rigged from... Its certainly possible technically (and legally in some cases). Italy has a 0.02% tax on transactions lasting less than half a second: http://www.dw.de/italy-first-to-slap-tax-on-high-speed-stock...