He said: To which you replied: Now it might be the way you wrote it, but if that doesn't suggest the reason his orders didn't execute immediately is because they where in a cue behind tens of thousands of (limit) orders ahead of his orders (which are your exact words), i don't know what is.
I mean, there's no magical glitch in the software that only manages to appear in a 30 minute window on their software. It's obvious he is referring to when the NY market opens and the volatility is off the charts. I know exactly what he is referring to because I trade on Tradestation and have dropped a market order in the first minute for it to take 10 to 20 seconds before it actually executes. This is the "freezing" he is referring to. He emphasizes the first 30 minutes because this is when the algos are off the charts unloading shares or contracts on a massive scale. The "glitch" doesn't just disappear come 10am EST. It's that the gap fill has occurred (or runaway) from the previous close sometime between 9:30 and 10 and the volatility slows down.
Well we clearly interpreted his post in 2 different ways so i am no longer going to comment on that. But at least now i know i should never use Tradestation since i never had those kind of delays in execution with IB or Tradezero.