Great to have nanex here. I am very interested in hearing why you (and surprising number of other vendors) support windows, but not unix. I don't mean that in an accusatory sense, I'm genuinely curious if there are that many people who run automated trading models on a windows machine.
Regarding the topic on hand. When e-trade sells their order flow, aren't they obligated to provide 'best execution?' You are speaking of rebate for liquidity, correct? If NITE and BATS are both quoting the same price, then e-trade has the choice of sending to either, but if NITE has better price, they e-trade has no choice but to route the order to NITE, correct?