I just started trading using TradeStation, and am unable to get a straight answer as to the protocol "intelligent" order routing uses. All my limit orders just seem to show up on level II as CINN, which I guess means they went to Island. Anyone know how it works. Also, is there any benefit (or compromise) using it as opposed to just picking a specific ECN? (there are no additional ECN fees over the base commissions) Anyone know of a book or website that discusses the subtleties of order routing?