that's called aspiration, and they stopped doing that, because it supposedly increased discomfort due to the extra time the needle is in the arm.
My hours of research indicate that about 1 in 500 sticks penetrate a vessel, however, speed of injection also affects infiltration to vessels, as a fast injection results in some trauma to the tissues. I requested aspiration and slow injection, then I applied an ice pack to the site for 30 minutes to and hour.