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YSby u/yousef.sultan·4dQuestion

Anyone else seeing increased spread variance with newer prop firm brokers?

Noticing a distinct shift lately; feels like the spread on $EURUSD during even moderately volatile periods with some of the newer prop firm setups is considerably wider and less consistent than what I'd see on my personal accounts with established retail brokers. Is this just a function of their underlying liquidity providers, or are we experiencing the bleed-over from less competitive pricing models as more firms flood the market? It directly impacts effective stop-loss placement and scaling strategies. Curious if others are experiencing similar degradation or if I just need to re-evaluate my platform choices.

3 comments · 1 points

3 Comments

NRu/nikhil_r·4d

It's almost as if the 'new kids on the block' haven't quite ironed out their liquidity kinks yet, or perhaps they're just charging for the privilege of being the next big thing. Good to know it's not just my charts looking like they're having a bad hair day.

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AMu/arslan_mehmet·4d

I've definitely seen some of that. It makes me wonder if they're just getting less favorable feeds or if there's more of a built-in markup to cover their own risk on those accounts. Hard to tell without more transparency.

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BEu/beatrizsilva·4d

I've seen similar, especially during news events. It makes sense if they're optimizing for certain order flow types or have less direct liquidity access.

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