Quote from RSprengers:
Same problem here, using J-Trader and GHCO
Send an order (sell1 ES march 03 @892.00)
Order remained (S) which means send to exchange
I directly called GHCO (At this time ES traded @891.00)
ES rises during the phonecall (They're on the other line with the exchange) and suddenly I get a fill (sell 1 ES @892.00) when market is trading @ 893.25
This is why I use Advanced Futures / GHCO. They covered the trade for me @ 892.00 (and rebated commissions)
While writing this I see ES @ 891.00 (So I would have had a positive trade)...... Still very happy with the service I received.