I was reviewing my execution logs for today and noticed something that at first didn't disturb me until I took some time to investigate: I accumulated shares short of FRNT and placed a stop with NITE for exit full at market 8.41 at 14:23:49. I got stopped out and filled at 8.40 at 14:53:19. I do not see any tick data that shows a tick or last sale at 8.41 during that time period. Regardless, the short moved in my direction after the stop out. Cost me quite a bit of change... Is there anything that can be done about this or should I just chalk it up to a cost of doing business? Mike P.S. I use NITE for market stops because they don't charge for taking liquidity.