Stop orders IB for NQ/ES

Discussion in 'Trading Software' started by illiquid, Aug 30, 2003.

  1. When using IB, has anyone had strange fills using simulated stop-market orders? I've read that TWS does not truly capture every single tick but just a certain amount of "looks" per second -- there have been times when my simulated stop orders were not triggered even though I saw the price go through (albeit just a single trade) on my Realtick time & sales. My stop-trigger method is always set to last price. In this case it was preferable to have ignored that single tick, but does this mean that those simulated stops will always be a bit behind stop-limit orders residing on globex server?