Anyone noticed similar problems on HKFE with IB? This is not the first time.
Trail is something like:
14:49:42 Deactivate SELL STOP aux. 29774
14:49:42 Acknowledged by exchange to SELL 1 contract HSI
14:49:45 SELL 1 contract HSI at 29763
The first time I called IB customer service and the staff said the order was sent several times.
The second time I called, the staff told me the order was submitted only once and HKFE responded with a delay more than 2 seconds.
Since there's no MARKET order on HKFE, a LIMIT SELL at 28880 (which is 29774 * 0.97) was sent.
But the price was 29771 at 14:49:42/43, why the order was not executed the first time available on HKFE?
Last time I noticed this situation, the delay was also 3 seconds and my SELL STOP got 9 points slippage.
HSI has been very volatile these days and usually B/A is thin. But that time there are 30+ contracts and I saw the price moving down incrementally in the 3 seconds.