Broker to broker pricing difference coded as EA

I have been noticing this for years. I want to put this here so that someone capable enough can code this up for everyone benefit.

Vantage - FXCM - Global Prime.

There days and housr when Vantage prices can differ from FXCM by 10 pips on AUDUSD, AUDJPY and USDSEK. These are the ones I saw the most. Dont know why.
Almost allways prices come back to FXCM or GPlevels. This tell me that Vantage is inefficient or is taking the clients for a ride of 10 to 20 pips away from real prices because prices are coming to where other pbrokers are quoting it.

Can we have a EA which is able to trade this? Basically the EA in some possible way needs to know where Vantage is and then on the FXCM terminal trade the pairs to real values. Vantage terminal should be able to communicate this to FXCM EA that where prices really are.

This should not be illegal because we are taking advantage of pricing ineffiencies.

this was allready often done. it is called arbitrage trading.
in real live you need an broker with slow data feed and one with fast datafeed. like you mentioned.

but: the slow broker in real live know about their problems with slow datafeed and will cancel all your winning trades in this trading style. so you cant win with this kind of trading , maybe sometimes in short time with very small money when broker dont realizes it, but this will change fast. because any win you do,. ist loss to the broker, because even as ecn, the broker has to secure your trades with fast brokers and so each of your trades would be a loss for him.

i hope this was described good enough. english ist not my first language, so maybe grammar may be not the best ;-)

Thanks dukas. That was helpful.

It's called arbitrage. There is bunch of EA that can do that, but I've no success with arbitrage so far

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