One last thought...Over night buys of CDs or US Treasuries. Would that information be sold?? I'm am talking in the millions/billions type of thing, with Schwab and Fidelity??
No broker is going to share your movements online with anyone. The DMM has no idea what you are doing until you send an order. Even then, they are fully automated and do not care about any single small order.
All of them mine your UI movements, clicks, order of the clicks, and via server and/or database logs, your "interests". The bigger question is do they connect the info with you/your account (if you are logged in), or is it merely generic insight into customer trends.
At some point I will not be surprised that they will determine whether you have a trade, versus investment in mind versus just looking. And what initiated the interest.
Fun fact: (but different topic) That's how the Captcha determines if you are a human or not; by tracking the randomness of the mouse pointer path moving across the screen as you play their games training their Ai.