I'm trying to research the best broker for the absolute fastest execution times and fills. I was led to believe that lightspeed with its direct market access was the best. But I was checking the violations on Finra and came across this recently, from 02/02/2021: - Disclosure #1 on https://files.brokercheck.finra.org/firm/firm_35519.pdf I take a look at their website and they now note this under the routing fees: - https://www.lightspeed.com/pricing/routing-fees/ So I'm directing an order, and paying for that direct order, but instead they're routing it somewhere else, and I imagine introducing a delay, against directions and what I would have paid for. What is the point of even setting up hotkeys for different exchanges? How is that direct market access? I might as well use a comission free broker then? Does anyone have a broker that they would recommend even in highly volatile situations to execute your order in the fastest possible way, while still getting filled and without unnecessary or unbeneficial delays? I want (large-ish) orders to get filled and I want to be filled fast, repeatedly consistently, and for both market orders and limit orders of various types - even when the roof comes falling down or we're taking off. Despite their routing issue, is lightspeed still the best? And which route should I select to get the best? Thank you.