[obiterdictum]

> HFTs and other trading firms actually buy up the order flow from brokerages.

I'm going to ask for a citation on this one.

I remember a similar incident at KRX in 2009, and it resulted in a criminal investigation [1], so that ought to be illegal.

[1] http://www.traderdaily.com/07/koreas-elw-players-get-hfc-wak...