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Would you tell me which one is more correct and natural: in that lane or on that lane when talking about trucking? For example:

We have a driver who can move the load from New-York to California, but the rate won't be low in/on that lane.

I'm aware that when we are talking about actual road lanes we use in, but what about that context?

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If you are talking about lanes of a road (for example, a dual carriageway has two 'lanes'), we do say "in lane". In fact, road signs in the UK on motorways say "GET IN LANE" when specific lane discipline applies.

However, I don't believe that is what the context of your example means. A 'trucking lane' (or 'transportation lane') is a term referring to a mapped route of transportation between two places, in which case it would surely be "on lane", as we would use 'on' for a route.

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    For the record, in the US (probably relevant since the op mentions New York and California) we'd say "get in your lane" or "pick a lane". The zero article isn't used in this context in the US.
    – The Photon
    Commented Dec 30, 2021 at 19:28
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In this context, the word "lane" appears to mean "route". I am unfamiliar with this usage of the word "lane", and Merriam-Webster has no mention of this definition of "lane".

I'm therefore guessing "lane" is a typo for "line", which is a common trucking word for "route":

Merriam-Webster:
3 c the course or direction of something in motion : ROUTE

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