Hey guys. Hoping someone knows the answer to this one to see what I am doing wrong. I have a lightspeed supersmart key setup, and my prefered markets are EDGA first, cbsx 2nd and NYSE third. I never ever get filled on NYSE. It routes me out to (according to my orders page) Inca and other exchanges (which are more expensive than NYSE fees. I trade half my volume on NYSE stocks. Is there a problem with supersmart orders and NYSE? Why does it route me out even when there is a NYSE offer or bid there . I also have never gotten filled on cbsx, but I guess I can chalk that up to inactive market maker? Not sure about this one.
I guess the better question should be why does lightspeed ROUT OUT every single trade that would hit a NYSE offer or bid?