1mm in premium isn’t an issue. But if you are trading that actively maybe you want a broker that offers DMA like BOB MORSE here. in seriousness, your strategy isn’t worth stealing but consolidating that business can be worth other things (like access to higher end relationship managers or even the private bank or prime brokerage).
To add: if your arbitrage is worth stealing, it’s probably too nuanced to reverse engineer just from seeing your orders.
Their shitty software crapped out on me at open one morning. The sell button was grayed out due to software lag at market open. Stayed that way for like 3 minutes and cost me almost $3,000. I was pissed and closed my account and moved to Tradestation. That was like 10 years ago. They're a terrible brokerage.
%% Glad to leave them ; DONT know if MS buying them helped, they were so lousy , maybe did help LOL??