It is not front running. These HFT are called market makers. Essentially, brokers show you the NBBO - National Best Bid and Offer. When you place an order on that price, one of the many market makers will pick it up. At any given point of time they will hold multiple buys/sells. So, they make money by collecting the spreads.
Nearly all brokers tend to sell order information to one or many market makers. It is neither illegal nor harm retail customers, not unless these customers are trying to run some HFT algos on their own.
