I've had many executions away from the market that never even print. The options data streams are iffy at best IMO. I was buying one contract Friday for $4 and the market was 4.50/5.25. I get executed at $4 and it never prints, nor does the B/A ever approach $4. This is not the first time and I'm certainly not complaining. I had 3 quote vendors with 2 separate sources of data. I don't even try to figure this stuff out any more.
I guess I wouldn't feel this way if I was the poor bastard who put a market order out there to sell that contract.
