Quote from zdreg:
" it would be also nice to disclose EXACT algo that would lead to customers orders modification."
you must be joking. the response will be they are changed dependent on the situation.
when you miss an execution because of this situation you will not be expressing yourself so calmly.
well..if it's required by exchange(as it says on the message)-it would be safe to assume that there is should be some defined 'rules',specifying, WHEN your broker have to modify your order. i like to know them. i'm asking too much?