After bbox came out with earnings, I placed a short order for 500 shares. The market at the time was about 50.60, and there were plenty of bids above 50.00. I hit the wrong price, and got filled at 47.86. I believe the bids were mostly BRUT, and I used an ARCA order, because I thought ARCA was supposed to be smart. I called TradeStation, and they called the exchange. This whole process took over 1/2 and hour, and in the meantime, bbox dropped to the 46/47 range. Then TradeStation called back, and they said the trade would stand. I'm not going to pursue this, because I actually made money. But how can this be a legitimate trade? It was about $3 outside the 'prevailing market'. And isn't ARCA supposed to use a smart order algorithm? (I am officially finished with TradeStation, because that might be the problem.) BTW, did anyone here get the other side of my short sale? You're welcome! At least we both made some money.