i placed a stop order @ 12309 that was acknowledged- as you can see from the log below.
the HHI traded thru my stop @ just after 21.00 (obviously, i'm PST in the US). it traded above and below my stop price (12309) for 3 minutes and i was not executed- it just sat there in regular 'blue' status as if my stop had not been hit. please look @ T&S, you'll see.
finally, 3 MINUTES LATER, it executed @ 12305. it, of course, should have executed when it hit my stop (there were trades @ 12309- i think i should have been filled @ the limit.
of course, the real problem is not the 4 point slippage, it's the 3 minute slippage! what in the world happened here? i assume my limit and stop orders sit on your server, since i've had executions with TWS shut down. so, given that, how would 3 minutes go by?
ok, here's the log, which makes no sense to me whatsoever (i did not do anything- cancel or otherwise try to alter/resubmit or do anything to the order during this time).
thanks.
20:51:31 System: Acknowledged SELL 1 HHIQ7 HHI.HK AUG07 Futures aux. price 12309 on HKFE
21:03:11 System: Working SELL 1 HHIQ7 HHI.HK AUG07 Futures aux. price 12309 on HKFE
21:03:12 System: Acknowledged by exchange SELL 1 HHIQ7 HHI.HK AUG07 Futures aux. price 12309 on HKFE
21:03:12 System: Sold 1 HHIQ7 HHI.HK AUG07 Futures @12305 on HKFE
the HHI traded thru my stop @ just after 21.00 (obviously, i'm PST in the US). it traded above and below my stop price (12309) for 3 minutes and i was not executed- it just sat there in regular 'blue' status as if my stop had not been hit. please look @ T&S, you'll see.
finally, 3 MINUTES LATER, it executed @ 12305. it, of course, should have executed when it hit my stop (there were trades @ 12309- i think i should have been filled @ the limit.
of course, the real problem is not the 4 point slippage, it's the 3 minute slippage! what in the world happened here? i assume my limit and stop orders sit on your server, since i've had executions with TWS shut down. so, given that, how would 3 minutes go by?
ok, here's the log, which makes no sense to me whatsoever (i did not do anything- cancel or otherwise try to alter/resubmit or do anything to the order during this time).
thanks.
20:51:31 System: Acknowledged SELL 1 HHIQ7 HHI.HK AUG07 Futures aux. price 12309 on HKFE
21:03:11 System: Working SELL 1 HHIQ7 HHI.HK AUG07 Futures aux. price 12309 on HKFE
21:03:12 System: Acknowledged by exchange SELL 1 HHIQ7 HHI.HK AUG07 Futures aux. price 12309 on HKFE
21:03:12 System: Sold 1 HHIQ7 HHI.HK AUG07 Futures @12305 on HKFE