If you don't want to be front runned just split your orders. There are algorithmes for that. You can even do it manually.
I using different routers and increasing position by 100-300 shares. But is it makes sense if orders are internalized from broker side?
I don't think it makes sense because your broker will manage that (finding counterparts) for you. That's why you pay him. But you can have multiple order routing venues if you bypass the broker. https://en.m.wikipedia.org/wiki/Payment_for_order_flow https://www.sec.gov/investor/pubs/tradexec.htm http://www.marketswiki.com/wiki/Broker
so as far as my orders goes to broker inventories and he knows about my obligation to close position till the end of the day, does he can do something that will affect on my chances to make money?
In My Humble Opinion: NO. And you can do the math yourself. To see if there is a problem somewhere. Let's say I am Long one contract at 10 (Best Ask) and close it later at 20 (Best Bid). The tick size is 1 point. The tick value is 1$. The total commission is 5$. The math : 20-10 = 10 * 1$ = 10$ - 5$ = 5$ Know the last price, the fills, the costs, the tick size and tick value. If at the end of the month the statement differs with your maths. Then a scam is an option. First review your maths. Otherwise it's ok.
What broker do you have ? Is it regulated ? Does it provides transparent fees ? For you to do the maths ? If so ... Then Ok.
i never said or implied stupid, i was suggesting inexperienced, your response say a lot about you but thanks anyway for reading my posts,
Commissions are low, 40 cents per 1000 shares. Standard propreports statement is fully opened. All fees are without extracharge and rebates are set according liquidity flags. But I suppose result may differs if I'll trade directly with 1:1 leverage and overnight possibility. Am I thinking in a right way?
Don't flatter yourself. You seriously think a multi-billion dollar market cap broker is going to manipulate the market for your piddly few hundred shares? If so, I'd humbly suggest the markets aren't a place for you.