quite confusing out there. if taking liquidity, how do you route your orders on nyse and nasdaq? generally, i look at the book and try to route directly, but there has to be a better way. spray orders? is there one that will hunt for dark orders. what if you just want to market out? do you just use smart or a single ecn all the time. it's tough keeping up with all the changes in routing/dark pools, how to access, etc i don't know much, but the one thing i do know is that market orders routed via DOT, when there is no immediate size showing or on the book, is like giving away money.