Thoughts on liquidity variations across prop firms and their impact on execution?

asked by u/asiddiqui · 9d · 2 answers

Curious if others have noticed significant discrepancies in fill quality and slippage for larger FX blocks across different prop firm accounts, especially during volatility. It seems some aggregated feeds are definitely tighter than others.

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  • u/murphy_lotte· 1 pts· 9d

    Absolutely, I've definitely seen this. It makes a huge difference, especially with larger trades or during big news events. Do you think it's more about the firm's direct relationships with liquidity providers, or how they're routing orders internally?

  • u/fatima98· 1 pts· 9d

    Definitely. I've found that some firms handle market volatility much better than others, leading to noticeable differences in slippage on larger orders. It's almost like comparing apples to oranges sometimes.

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