It's not the 1st time that it's happened so wondering if I'm not understanding something or sending my orders in the wrong way as I'm suffering quite large slippages so I'd like to see if you guys can think why this could be. Last time was with QNST, where on Thursday 7th I had a Stop Loss order for 715 shares at 18.47. I've talked to IB and they've mentioned that my order was triggered at 09:31:25.192 and was sent to the exchanges less than 10 milliseconds later. I was checking a Times and Sales report and I could see quite a lot of traders bidding at that time for larger blocks of x800, x1200, x1300, x500, x400 shares etc for prices between 18.45-18.30, however my order was executed as follows: * 100 @ 18.24 (14:31:25) * 300 @ 18.15 (14:31:26) * 15 @ 18.15 (14:31:26) * 300 @ 18.15 (14:31:26) for a slippage of ~1.67%! I thought that when my Stop was triggered, that would have been sent to the market as a market order, and that would mean that if I put my Stop at 18.47 and there were bidders at 18.30, 18.40, 18.45 etc... they should have been filled with my order, shouldn't they? I can see that some of those large blocks where just assigned 100 or 200 shares even though my order had been triggered already and was ready to be taken... Do you know why this could be happening? ie, the large spreads (which happen quite frequently) and why in this particular case I got an average price of just 18.16 when there were a lot of bidders above that? Thank you!!