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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