I have recently found NYSE fills being routed through the NASDAQ book even though I set the order to NOT route. I use INETD to place orders that go directly to the NYSE book bypassing the NASDAQ book. I have noted ECN fees being charged as though the order has been routed to NASDAQ book. When I speak to my broker the answer is: "I spoke to someone in Nasdaq Sales dept. just now. As of this change on June 1st, they said that the order can be routed out at the discretion of the exchange, that there is no way around this now!" At the discretion of the exchange ? This is news to me and I do not find this anywhere in NASDAQ material. Does anyone have any greater understanding of this ? Here is the material on the NASDAQ website : http://www.nasdaqtrader.com/trader/tradingservices/productservices/pricesheet/pricing.stm#routing Read the portion : Routing Fees for Non-ETFs Executed on the NYSE It seems as though the price for orders that DO NOT sweep the NASDAQ book has become blank. This price was always: Fee for orders executed on the NYSE that attempt to execute against the NASDAQ book $0.000225 Fee for orders executed on the NYSE that DO NOT attempt to execute against the NASDAQ book is based on average daily shares of liquidity provided* (THIS IS NOW BLANK) Any information?