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Wholesaler

A large market-making firm that buys retail order flow from brokers and executes it internally, profiting from the spread it captures.

A handful of wholesalers handle the majority of US retail equity and option orders. They pay brokers payment-for-order-flow, give customers price-improvement versus the nbbo, and keep the remainder of the spread.

Retail flow is attractive because it is mostly uninformed: small orders that do not predict the next move, and so are safe to trade against, unlike toxic-flow from professionals.

Example: quote 20.00 / 20.04. The wholesaler fills a retail buy at 20.028 (1.2 cents of improvement), a retail sell at 20.012, and pockets roughly 1.6 cents per round trip while paying the broker perhaps 0.1 cents. Scale that across billions of shares a day.

Related: internalisation, payment-for-order-flow, price-improvement, adverse-selection, toxic-flow

Educational only, not advice. Spotted an error? Post in Site Feedback.