Your broker rarely sends orders to "the market" because there is no such single place. US equities alone trade on more than a dozen exchanges and dozens of alternative-trading-systems, and the routing choice affects your price, your speed and the broker's revenue.
Routing decisions are disclosed. Brokers publish where they send orders and what they are paid in rule-606-report filings, and many platforms let you choose a destination manually.
Example: a 500-share order can go to an exchange for a 0.3 cent rebate, to a wholesaler paying the broker 0.1 cent in payment-for-order-flow with 0.2 cents of price-improvement for you, or to a dark pool at the midpoint. Three destinations, three different outcomes for the same ticket.
Related: smart-order-router, internalisation