We had a discussion about this a few months ago...I don't wish to go over old business. I know that if ARCA is sitting on the ask, for example, and I place an INET order to buy at that price, my trade might not execute against the ARCA ask. But let's look at the opposite example. Let's say that on the ask are: BTRD 1000 shares, BRUT 1000 shares, INET 1000 shares, all asking $20. No market makers. I place an ARCA order to buy 3000 shares at $20, and I am first in line. Is there any situation in which I would not get an execution for all 3000 shares immediately? In other words, if my broker's 'smart' order entry algorithm sucks, and I want to either lift the offer or hit the bid, can I just use ARCA every time?