      When using direct access to the exchanges, there are various orderrouting and execution rules that the trader must follow. Before you begintrading using this method, it is crucial that you fully understand all ofthese as well as the pros, cons, and idiosyncrasies of each. Check withyour broker, because these rules are subject to frequent change. If youthink that you can learn as you go, you can. However, the cost of tuitionmay be greater than five Club Med vacations. (Trust me on this one.)