I've been trading for 7 years. I've been through probably 20 different direct access firms. I cannot find one, (with the exception of IB, which I find difficult to trade with) that does a good job routing orders intelligently. You place a smart buy order at 20.00, where BRUT is sitting on the ask, and it ignores BRUT and locks the market with INET or ARCA. Even using ARCA, which supposedly uses smart order routing, does the same thing half the time. And yes, I know you can route directly to a specific ecn. Isn't there ONE brokerage that actually routes your order at the price you request, without locking the market with a competing ECN?