Not long ago I had shares with a stop loss set at $.86 while the stock was trading at $.93+. The following morning, immediately when the market opened, my shares were sold at $.92. Now I am completely aware that it is the bid which triggers these stop loss orders, not the selling price, but after disputing this trade filing a SEC complaint, my brokerage Merrill Lynch is still denying my claim, while admitting my stop loss was triggered from a Pre-Market bid, before the market opened. Is this common practice? Is this something worth pursuing further into arbitration?