Heh. My second project at my first employer out of college (back in 2006) was building a system to detect violations of this rule (Reg NMS, if you're curious). We found that there were trade-throughs happening on a daily basis, it was so common that it appeared to be just how the markets worked.

Tried to sell it to the SEC and they weren't interested.

Then we pivoted to try to sell to traders, so they could prove to clients that they were getting the best execution possible (or occasionally better than the best possible, but that gets washed out of the aggregate stats). They were very interested, until the data showed that most of the ones who don't already have a proprietary version of this were actually doing terribly on their trade executions. Then they weren't interested at all.

I ended up leaving the company - and the financial industry - at that point. My take-away from the whole experience is that the game really is rigged. I remember reading a non-mainstream economics paper in college that modeled the world not in terms of price equilibria or value-add, but assumed that all actors were basically bandits who would try to take whatever they could by force or deceit. It was horribly depressing at the time, but it actually seems like a more accurate model of how the world really works, the remarkable part being that democratic capitalism has managed to channel the impulses of those bandits (while still being utterly crooked) into a system that on a macro-level basically kinda/sorta works.