Over the past decade, electronic trading in financial markets has seen a rise in technological advancements. While foreign exchange (FX) and equities trading benefit from high demand and abundant data, the fixed-income asset class faces resistance due to credit traders’ reluctance and liquidity constraints. The FX and equities traders leverage Smart Order Routing (SOR) algorithms for efficient order execution, a practice not widely adopted in fixed-income trading. This paper introduces the Fixed Income Order Route (FIOR) problem, addressing multi-venue order routing challenges in the trading of fixed income securities. We propose a unique strategy that demonstrates pathfinding through a combination of optimization methodologies and evaluate the strategy in a simulated market environment.