Thread: Liquidity – Consultation on large volume trading

Actually, I'm frustrated. In demo everything fills perfect, but in real I've already seen a 600k order turn into chaos. If anyone has real experience with big blocks, I would appreciate a sincere opinion, without broker marketing.

I have noticed that many retail brokers have no idea what they do when someone operates with volume. They look at you weird, slip you or "requote" you as if you were a hindrance. I am seriously tempted to open account in a prime broker even if it involves more capital. I prefer that to continue with mediocre conditions.

Someone told me that with high volume the best thing is to go straight to the LPs (Liquidity Providers

The other day my broker's support told me "you can operate up to 5 million without a problem," but when I executed 900k, I was filled in three stages with expanded spread. What's the use of "guarantee" if they then do what they want? More than guarantee, it looks like a marketing trap.

I'm starting to understand why serious traders don't use retail accounts to move volume. Sometimes the price of cheap trading is simply not trading well. That no longer serves me.

I feel that there is very little honest information about this topic. Many posts are from people who only operate micros and have no idea what it is like to push the market with a big order. Real contributions are appreciated, without filters. I want to know what happens when you put a real order.

At first I thought that with low spreads was enough. But when I went from 2 to 20 lots per operation, I realized that execution is everything. It’s not just about getting in, but how you get in. And in that, many brokers let themselves be desired.

I'm evaluating splitting my operations by schedule. I've seen that at the London-New York crossing is where everything is best filled. At Asian times I already ate several scares. Too much spread for so little action.

Has anyone tried operating institutional size since MT4? I know it’s not ideal, but my system is mounted there. I don’t want to migrate to FIX API yet, but I’m afraid MT4 won’t hold large volumes well.

I'm building a high volume strategy and I need to know if there are brokers that give you access to real "depth of book". Level II seems to me to be a key tool, and in many places it's just decorative.