I suppose you trade against broker mainly when the brokerage itself is a St. Vincent-based "B book" boiler room. In most other cases, and especially with brokers like IBKR, Saxo, Swissquote etc. high frequency trading is what large portion of their institutional clients does every millisecond when markets are openAs much as i know all the broker won't accept htf trading cause it make to much money. I know there is someone that accept it but still can't understand. So I will have to look for broker makes money in spread and let trade people against them?