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One idea: Could IB erroneously be storing the serverside orders using a LIFO
approach (Last in, first out) instead of the "correct" FIFO (first in, first
out).
If so, that's a BIG bug.
The other idea is possibly they are monitoring the stops in a time interval
approach versus every uptick or downtick.
> -----Original Message-----
> From: realtraders@xxxxxxxxxxxxxxx
> [mailto:realtraders@xxxxxxxxxxxxxxx] On Behalf Of Don Ewers
> Sent: Saturday, July 23, 2005 7:34 PM
> To: realtraders@xxxxxxxxxxxxxxx
> Subject: [RT] IB
>
> Earl,
> On my last exit on bonds Friday I had an order in to sell six
> at 115-28 LMT.
> The bid moved up to 115-28 (45 contracts) and the ask to
> 115-29 (200+ contracts). No fill. I waited 30 seconds then
> cancelled my sell, re-entered it and was filled immediately.
> This concerns me. I have seen this several times before also
> and with some stop orders. It is like IB parked my order
> somewhere and it was not hitting the exchange servers?
> Anyone else experience anything like this?
> Don Ewers
>
>
>
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