You raise some very good points. Ideally we would be streaming raw FIX data. The current setup evolved from our difficulty in trying to deploy Quantopian's Zipline. Order routing is currently cleared through Apex via a partnership with Tradier. I agree that our website needs to be updated to be more clear about that and it's implications. We do plan for upgraded routing in future. If you don't mind, I would love to discuss more about this, my email is <last three letters of username>@kloudtrader.com