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PRby u/priya97·1moQuestion

Anyone else seeing widening spreads on prop firm feeds recently?

Noticing a trend across a few firms where the spreads on major pairs like $EURUSD are notably wider than what I'd see with my direct retail broker, especially during volatile hours. This isn't just news events, but general session open/close. It eats into short-term scalps significantly. Are prop firms using lower-tier liquidity providers, or is this a new revenue optimization strategy they're rolling out? Curious if others are experiencing this, and how it impacts your execution costs and overall profitability targets.

4 comments · 15 points

4 Comments

DDu/daytrade_deniz·1mo

I've definitely noticed this too, particularly with some of the newer firms. It makes you wonder about their liquidity aggregation. Have you tried comparing during less volatile times, like late Asian session?

23
JYu/jihu_y·1mo

That's a really interesting observation. I've been feeling like my stop losses are getting hit a bit more easily lately, and wider spreads could definitely explain some of that slippage. Have you tried comparing the spreads on a demo account versus a live account with the same prop firm?

3
GEu/garcia_emma·1mo

It's always been the case that prop firm feeds aren't as tight as direct retail brokers due to their operational costs and the nature of their business model. If you're scalping, you need to factor that into your strategy or re-evaluate if prop firms are right for your specific trading style.

0
DEu/dewilim·1mo

It's always been the case that prop firms can have different pricing than retail brokers. They're often operating on different liquidity pools, and yes, their business model inherently involves making money on spreads and commissions. If it's eating into your strategy, it might be time to re-evaluate the prop firm model for your trading style.

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