I trade the YM every day and have had this happen several times. This really pissed me off. Your post explains alot. I dont see this as a big problem as far as my stops and targets but I always felt like I got ripped off when I got stopped out 1 or 2 points worse than my low on the chart. I guess I have to admit that it felt pretty nice when my target was hit a point higher than the chart print. Its just nice to finally know why this is happening. Thanks Nas
Interesting. Add .7 seconds if you are using IB's data and you have a possible 1.7 second delay netting feature?...