I signed up with a DAT broker; I'm wondering if I should use their smart routing or simply route to Isld each time. (first my trading style: intraday swing trade for about 20-30 cent profit target (or 2-3%) before commission, hard stop about 5 cents (or .5%) ; trade only the most liquid NASDAQ stocks like NXTL); entry on limit orders based on NBBO, effectively to enter at market but avoid unexpected horrible fill during a fast move. I'm usually stopped out within 5 minutes or hold profitable position for about 1 hour.) In my trading style, whether I can beat 1 penny on entry or exit does not make or break me; entry/exit at 9.52 or 9.53 are both acceptable; I just try to fill my order if there's a right trade. Should someone like me 1) route to Isld only and look for next trade if no fill; 2)use Smart routing enabled for most ECN's, SOES, SelectNet, etc. or 3) use Smart routing restricted to ISLD, SOES only? I will not sign up for their L2 package. I traded with L1 quotes until now and it's OK enough for me. I'll pay for their Real Time Time/Sales and intraday charting, though.