You might work at the institutional level where they want to do this frequently, but I don't think most players would trade directly with each other. One of th

You might work at the institutional level where they want to do this frequently, but I don't think most players would trade directly with each other. One of the purposes of exchanges is to reduce counterparty risk. So only those firms that have the resources to fully vet each other would do this. Not all firms will do this because then you have to vet everyone you trade with which is time consuming. The many reasons why institutions don't often trade directly with each other, including the anonymity, are covered in the book "Trading and Exchanges: Market Microstructure for Practitioners"