Are there any exchanges where some label or identifier for the counterparty is visible either after the trade or as a detailed order book? Is it possible to view open orders or recently closed orders of particular brokerages? Is it legal for a customer to ask, and a broker to answer if that brokerages customers are as a group trading much of one instrument or another?
In the wild wild west world of forex yes - trades long and short, not individuals. Don't believe any other market allows such a thing.
Many US markets have some additional info when you're getting a professional or private feed. They are ala carte additions to the feeds and are very - very expensive. Same for subscribers of some of the dark pools. Hidden size and brokerage info - not customer info. Where floor brokers still exist, they will be holding a ton of liquidity info and that remains inaccessible.