No, you can't end them early. You should be protecting them with one or two units, a small price to pay for their yield, until the "path is clear" and you don't "have to".
Established trade routes are contracts you cannot break (sometimes worthwhile to sleep the trade unit for a few turns until a new key tech/building opens up more profitable trade routes )
Established trade routes can end before the 30 turn limit and in some cases it will cost you the trade unit..
- if barbarians/3rd party at war with you pillage the route - you lose the trade unit
- if war breaks out between the owners of the cities linked by the trade route - you lose the trade unit (can lose a lot of trade units suddenly this way)
- if one of the cities involved in the trade route gets razed(/captured/sold? ) - you get to keep the trade unit to reassign(?)
- if you or the trade partner gets embargoed - again you get the unit back(?)
If you want to switch one trade unit from land to sea or from sea to land wait until the established trade route expires then delete the trade unit (option available at this point) and then build a new one of the desired type ..
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