Brokers monitoring your pattern of trade

Do you have any idea as to how much your Broker knows about you and your trading habits? Your Broker will know a lot more about you and your trading habits than you may realize, especially if they run their own Dealing Desk rather than routing your order straight through to the Inter-bank.
A Dealing Desk will be looking to match your Order with another client that is trading the same Pair, but in the opposite direction. That way the trade stays in-house, no Inter-bank commission is paid and your Order never leaves the Broker's door.

At a base level your Broker will not be reviewing each and every trade that comes through the door, but they will be monitoring their internal order flows to ensure that they are in-line with both the Interbank prices, and the next tier down, at the EBS (or Level II).
The decision to route Orders to the market, or not, is Automated and mainly dependent on volume levels, but your pattern of trade will also add to that decision as your account balance grows.

There is nothing untoward about this business model, it is nothing new, after all it is what Dealing Desks are there for; they are replicating the Interbank and Level II for their internal uses, and by collating this kind of data are able to generate internal liquidity.
So long as your fills are reliable it makes no difference where the Order goes, but knowing what is happening at the Broker's Desk may also help in understanding what actually happens on the occasions when your Order does not get filled.

Pattern of Trade
You create a pattern of trade each day that is easy to follow, and with the help of technology is something that is simple to track and report. If for example you regularly trade the same currency, you use the same Lot size, and you tend to hold the trades for set periods of time, your new Order can be reliably swapped with another that is going the opposite way.
Once you have an account balance at a set level, and a set pattern of trade that can be followed, your Orders will not often leave your Broker's doors if they have an active Desk. Your trading footprint can be easily followed and monitored, and there are positives in what your Broker can do with data for you as well in providing liquidity.

Trading Bio
A trading Bio of your habits, your Trends, your Stop areas, your Take Profits, and even the length of time that you are in a trade is a great tool for a Broker to leverage in being able to set the criteria in deciding whether Orders go to the Market or not.
If a Broker needs liquidity in a certain Pair, that may tip their hand in that decision as well. Technology and Automation are revealing more about each trader than most would realize, as the Broker works to get you filled at the prices that you see.

Slippage and Spikes
There is nothing underhand with a 'Broker Big Brother' (BBB), and nothing to worry about so long as your Broker does not have 'unusual' looking price spikes, holds off order fills , or creates slippage on a regular basis.
Spikes, slippage and failed Orders are a reflection of one thing in general; the fact that there are no Interbank Orders on both sides of the quoted prices, there is no conspiracy in the Interbank to manipulate prices, it is just a time and a price point that for whatever reason does not contain Orders. Spikes will occur until a price point is reached that houses Orders, it is the natural flow of the Market.

If your Broker runs a Dealing Desk they will replicate the Interbank, and your trading habits will then form your Broker's Level II, or EBS, data. So as your account balance grows it may be something to be aware of when placing your trades; maybe by splitting your main account into a number of smaller accounts, and if you do not pay a commission per trade maybe look to split one big Order up into a series of smaller Tickets. That way a lack of liquidity will not impact your Order as much.

Big Brother? No doubt about that all. A Problem? Not really, not as long as we understand the natural flow of the Markets, but it is something that we need to be aware of, especially when placing larger trades.

Yours sincerely

TheLFB Team

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