1. A computer-implemented method for routing combination orders, the method comprising: receiving by a computer, from a user, a combination order having at least first and second legs; receiving by the computer, from the user, order specifications; determining by the computer whether the combination order is marketable; determining by the computer whether the combination order can be traded on a native exchange or whether on several exchanges; if the combination order can be traded on the native exchange, routing by the computer the first leg and the second leg to the native exchange; if the combination order can not be traded on the native exchange, routing by the computer the first leg to a first exchange and routing the second leg to a second exchange; determining by the computer whether the first leg and the second leg execute on user's terms, and determining that the combination order is a partially executed order where one of the first and second legs is executed and the other leg is not executed; and sending by the computer the partially executed order to an error account, the error account having no detrimental effect to an account of the user such that the user is not charged for the executed leg.