HFTs tend to earn the spread - this is what it means to sell liquidity. If the bid/ask is $10.00/$10.05, the HFT might make $0.05 on that trade (assuming the market doesn't move before he can execute the other side).
If you don't wish to pay the spread (the HFT's "rent"), use post only orders. Your are guaranteed not to pay the HFT rent, but you run the risk that your order may never be filled.
If you don't wish to pay the spread (the HFT's "rent"), use post only orders. Your are guaranteed not to pay the HFT rent, but you run the risk that your order may never be filled.
http://www.nasdaqomxtrader.com/content/ProductsServices/Trad...