I'm new to elite-trader.com and could really use someone's help. For the past year or so, I've been successful by scalping low-volatility, low volume NYSE stocks. I trade 250-300 times per month, trading each order for about 2,000 shares. I've used both Brown and Datek. Although I'm happy with their commissions, I've noticed that my orders are almost always routed away from the NYSE. In these low-volume stocks, the Interquote service I use tells me that these orders are not being sent to the NYSE, but to secondary markets. Thus, I get a lot a poor executions and end up paying more than the specialist. My question is this: 1) Is there a broker out there who can get my 2,000 share orders consistently represented on the NYSE for about $10 per trade? Is that what the 'direct access' brokers do? Thanks so much for your help. I know my question may have an obvious answer but I'm still fairly new at this.