I was wondering if anyone can help explain this potential situation. I've never experienced it but certainly it's something to be aware of, which is why I am asking. Let's assume the orders are tiny comparing to available liquidity. Say you have a buy limit order at 100 with a market stop at 90. The price gaps down from 110 to 80. What is most likely to happen? (a) Your limit order gets triggered around 80, stop order gets submitted to the exchange, it gets triggered almost immediately (maybe around 80)? (b) Or you get filled at 100 and then the price would gap to 80 at which point your stop gets executed at whatever price. (c) ??? Any good way of dealing with this? Thanks!