Is it ok to have a pocket knife at Major League Baseball games?

[JK14]

For what it's worth, Fenway Park doesn't permit knives. A few years back, my dad was in town and we went to a Red Sox game at Fenway Park. For some reason (perhaps he is like the guy in the movie Unbreakable) a security guard at the check-in asked my dad to empty his pockets (jacket and pants, which seemed a little odd) and my dad happened to have a 2.5" folder in his pants pocket. He is so used to carrying it that it hadn't even occurred to him that he had it with him. Security was not impressed and I had to run the knife back to the car or give it to security.