Saga, your problem with the market order fill is due to TS bad quality of datas... Even on the T§S...
I use TS and it happens to me every day. The market got to your exit point, but TS just didn't report it.
I also use IB and I can compare the 2 feeds in real time. IB just got a lot more sizes in the DOM and a lot more transactions reported.
Conclusion: TS Datas are really crappy
I use TS and it happens to me every day. The market got to your exit point, but TS just didn't report it.
I also use IB and I can compare the 2 feeds in real time. IB just got a lot more sizes in the DOM and a lot more transactions reported.
Conclusion: TS Datas are really crappy