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Theory says that there shouldn't be any ICMP error messages for ICMP messages. When sending ICMP echo requests in traceroute, doesn't this break this rule?

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The theory you mention was never a standard. In fact, RFC 1393, Traceroute Using an IP Option created a Traceroute option. This RFC has now been moved to Historic status by RFC 6814, Formally Deprecating Some IPv4 Options, Section 2.3. Traceroute:

2.3. Traceroute

The Traceroute option is defined in [RFC1393]. The Traceroute option is defined as Experimental; it was never widely deployed on the public Internet.

A Traceroute tool is still part of most OSes, but it is often misused. It is really only useful on a network that you control, and you know what the results should be. Using it on public Internet is really a fool's game because many ISPs will purposely reroute the packets and/or set them to lower priority, and your result will not reflect what happens to your other protocols.

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