Abstract: A method of and a system for data exchange over a data network (1), such as the Public Internet (PI), between a user party (7) and a destination party (13). The destination party (13) connects to the data network (1) and the user party (13) has access to the data network (1) through one of a plurality of intermediate data network service providers (4; 5; 6) connecting to the data network (1). In accordance with the invention a direct data link (16) may be established between the data network service providers (4; 5; 6) for alternatively routing the data exchange over this direct data link (16). The direct data link (16) is established through a switched data network (15), such as the Public Switched Telephone Network (PSTN), the Integrated Services Digital Network (ISDN), and an Asynchronous Transfer Mode network (ATM).