Even though I don't stand a chance of being compensated I sent the following e-mail to TradeStation. I am writing today about an error in your system that cost me a significant amount of money. I spoke with a Tradestation agent named Bill, from Chicago, about the error and he informed me to e-mail my complaint as follows. On Thursday October 16, 2008 I had a short position in a single YG contract. I also had an open GTC order to sell one YG contract at market, only to be activated in the event that GCZ08 traded below $822. This open order was placed 10/12/2008 and was good till canceled. On October 16, 2008 at or about 9:35 a.m., GCZ08 traded below $822 and my order was sent to market. My Tradestation platform verbally and by text informed my "ORDER REJECTED". Why?? Nearly a minute later, and more importantly $34 lower, I was informed by my platform "ORDER FILLED" @ $788. (In that time period GC never traded below $810 and about $1,000 of my capital evaporated in a fraction of a second) Knowing that something was seriously wrong with the platform at that time I exited the entire position at 9:39 as I tried to analyze the situation. I re-entered my original short position of one YG contract at 9:40 I fully understand the concept of slippage. However, this error was not a product of slippage, it was caused by the order being rejected for some unknown reason. The account had more than sufficient capital at the time. I would like to know why the order was rejected but the rejection has been conveniently deleted from my trade manager. Something is very wrong about that. I feel that I should have been entitled to a fill much closer to the $822 level. The loss I sustained on one contract from the bogus $788 fill to my forced closing of the position at $822.70 due to perceived errors in your system should be adjusted or compensated. Please investigate the situation ASAP and restore my confidence in Tradestation. I hope to have a reply very soon.