A strange thing happened to me today on three different occasions. My stop loss was hit and never triggered. I left it hanging for about 5 seconds then cancelled the order and did the trade myself. These were all Stop Market orders and I was wondering if this has happened to people before. They were all set on BEST execution, so a possibility is that I didn't give the order enough time to go through. 5 seconds seems like a lot for a market order though. Has anyone experienced this problem before? It was scary not being able to rely on my stops to get out of trades. Any advice about this would be much appreciated.