Order Execution

Maker-Taker Fee Model

Audited by Cole Barrett Topic: Order Execution

Cole Barrett's Reality Check

The Unvarnished Bottom Line

"On public lit exchanges, liquidity is money. If you place a limit order inside the book, the exchange pays your broker a rebate for creating liquidity. If you smash a market order, you are a liquidity taker, and the exchange charges a surcharge. In Tiered broker models, you keep that rebate; in Fixed models, your broker pockets it."

Interactive Simulator: Test the Math

Interactive Simulator: PFOF Arbitrage Drag

Shares Traded Per Month 2,000 Shares
Estimated Fill Slippage Cost
$40.00 / mo
Sub-optimal fill slippage
Wholesaler Extraction
$480.00 / yr
Sunk annual cost

Real-World Example: Scenario Breakdown

Examining the real numbers for: 10,000-share limit order resting on the exchange book

Execution Metric IBKR Pro (Tiered Pricing) Retail Fixed Commission Broker
Fee / Rate $35.00 base commission $49.00 flat ticket fee
Spread / Buffer Earned $0.0020/share maker rebate on ARCA Exchange paid broker the $20 maker rebate
Execution / Status -$20.00 rebate credited directly Rebate retained by the brokerage firm
Total Cost / Result Exchange rebates lowered total trade cost Lost $34.00 to platform markup

How Brokers Weaponize This Term

Brokers steer retail orders to market-maker wholesalers instead of lit maker-rebate exchanges because wholesalers pay higher PFOF kickbacks than public exchange maker incentives.

Broker Evaluation Matrix

Cole Approves

Interactive Brokers (Tiered Model): Passes through public exchange maker rebates and clearing cost discounts directly to active traders.

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Cole Flags / Avoids

Opaque Fixed-Fee Desks: Pockets maker rebates from lit exchanges without passing credits to clients.

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Frequently Asked Questions

How do you qualify as a 'Maker' on a trade?

You qualify as a Maker by placing a non-marketable limit order that rests in the order book, providing liquidity for future participants.

What is an Inverted (Taker-Maker) venue?

An inverted exchange flips the standard structure by paying rebates to liquidity takers and charging fees to liquidity makers.